XZEC.DE vs. E61Z.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating) are both Consumer Staples Equities funds - XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select while E61Z.DE tracks the Solactive E-commerce. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.69%/yr vs 13.25%/yr for E61Z.DE. A 0.60 correlation means they provide meaningful diversification when combined. XZEC.DE charges 0.17%/yr vs 0.50%/yr for E61Z.DE.
Performance
XZEC.DE vs. E61Z.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEC.DE achieves a 6.44% return, which is significantly higher than E61Z.DE's -15.24% return.
XZEC.DE
- 1D
- -0.36%
- 1M
- 2.58%
- YTD
- 6.44%
- 6M
- 6.54%
- 1Y
- 20.94%
- 3Y*
- 2.69%
- 5Y*
- —
- 10Y*
- —
E61Z.DE
- 1D
- 0.00%
- 1M
- -1.06%
- YTD
- -15.24%
- 6M
- -14.26%
- 1Y
- -6.80%
- 3Y*
- 13.25%
- 5Y*
- —
- 10Y*
- —
XZEC.DE vs. E61Z.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 6.44% | 1.95% | 3.52% | 16.28% | -16.49% | -4.14% |
E61Z.DE Global X E-commerce UCITS ETF USD Accumulating | -15.24% | 7.18% | 37.44% | 27.85% | -36.99% | -15.19% |
Correlation
The correlation between XZEC.DE and E61Z.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2021 | 0.60 |
The correlation between XZEC.DE and E61Z.DE shifts across timeframes, from 0.43 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XZEC.DE vs. E61Z.DE — Risk / Return Rank
XZEC.DE
E61Z.DE
XZEC.DE vs. E61Z.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 Global X E-commerce UCITS ETF USD Accumulating (E61Z.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XZEC.DE | E61Z.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.96 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.27 | +2.12 |
| Martin ratioReturn relative to average drawdown | 5.10 | -0.50 | +5.59 |
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Drawdowns
XZEC.DE vs. E61Z.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.23%, smaller than the maximum E61Z.DE drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and E61Z.DE.
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Drawdown Indicators
| XZEC.DE | E61Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.23% | -49.16% | +18.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -25.19% | +13.92% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -30.13% | +6.34% |
Current DrawdownCurrent decline from peak | -1.90% | -21.85% | +19.95% |
Average DrawdownAverage peak-to-trough decline | -10.07% | -25.66% | +15.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.10% | 13.74% | -9.64% |
Volatility
XZEC.DE vs. E61Z.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 3.00%, while Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) has a volatility of 6.35%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than E61Z.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 | E61Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 6.35% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 15.31% | -4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 19.77% | -4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.92% | 27.16% | -7.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 27.16% | -7.24% |
XZEC.DE vs. E61Z.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% expense ratio, which is lower than E61Z.DE's 0.50% expense ratio.
Dividends
XZEC.DE vs. E61Z.DE - Dividend Comparison
Neither XZEC.DE nor E61Z.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and E61Z.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.50% for E61Z.DE.
XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while E61Z.DE tracks Solactive E-commerce. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.17% for XZEC.DE and 0.50% for E61Z.DE.
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