XZEC.DE vs. DXSK.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) are both Consumer Staples Equities funds from Xtrackers - XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select while DXSK.DE tracks the MSCI Europe Consumer Staples ESG Screened 20-35. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs -5.20%/yr for DXSK.DE. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.17% expense ratio.
Performance
XZEC.DE vs. DXSK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEC.DE achieves a 3.52% return, which is significantly higher than DXSK.DE's -1.77% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
DXSK.DE
- 1D
- -0.60%
- 1M
- -0.60%
- YTD
- -1.77%
- 6M
- -1.76%
- 1Y
- -9.44%
- 3Y*
- -5.20%
- 5Y*
- -2.86%
- 10Y*
- 1.68%
XZEC.DE vs. DXSK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | -1.77% | -1.90% | -8.81% | 1.36% | -10.89% | 6.86% |
Correlation
The correlation between XZEC.DE and DXSK.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.59 |
The correlation between XZEC.DE and DXSK.DE has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.
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Return for Risk
XZEC.DE vs. DXSK.DE — Risk / Return Rank
XZEC.DE
DXSK.DE
XZEC.DE vs. DXSK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| XZEC.DE | DXSK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.91 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | -0.55 | +1.53 |
| Martin ratioReturn relative to average drawdown | 2.63 | -1.17 | +3.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZEC.DE | DXSK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | -0.61 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.38 | -0.31 |
Drawdowns
XZEC.DE vs. DXSK.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, smaller than the maximum DXSK.DE drawdown of -39.67%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and DXSK.DE.
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Drawdown Indicators
| XZEC.DE | DXSK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -39.67% | +9.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -16.96% | +5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -19.53% | -4.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.70% | — |
Current DrawdownCurrent decline from peak | -4.58% | -21.72% | +17.14% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -7.96% | -2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 8.08% | -3.89% |
Volatility
XZEC.DE vs. DXSK.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) has a volatility of 5.14%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than DXSK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZEC.DE | DXSK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 5.14% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 12.61% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 15.55% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 13.81% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 14.39% | +5.63% |
XZEC.DE vs. DXSK.DE - Expense Ratio Comparison
Both XZEC.DE and DXSK.DE have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XZEC.DE vs. DXSK.DE - Dividend Comparison
Neither XZEC.DE nor DXSK.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and DXSK.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE and DXSK.DE have the same expense ratio: 0.17% per year.
XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35.
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