XZEC.DE vs. ESIS.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) are both Consumer Staples Equities funds - XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select while ESIS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs -0.30%/yr for ESIS.DE. At a 0.48 correlation, their price movements are largely independent. XZEC.DE charges 0.17%/yr vs 0.18%/yr for ESIS.DE.
Performance
XZEC.DE vs. ESIS.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 ESIS.DE's -1.50% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
ESIS.DE
- 1D
- -0.44%
- 1M
- -0.58%
- YTD
- -1.50%
- 6M
- -1.76%
- 1Y
- -4.64%
- 3Y*
- -0.30%
- 5Y*
- 0.75%
- 10Y*
- —
XZEC.DE vs. ESIS.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% |
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -1.50% | 6.81% | -2.47% | 0.99% | -8.57% | 7.46% |
Correlation
The correlation between XZEC.DE and ESIS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.48 |
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Return for Risk
XZEC.DE vs. ESIS.DE — Risk / Return Rank
XZEC.DE
ESIS.DE
XZEC.DE vs. ESIS.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 iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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 | ESIS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.96 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | -0.37 | +1.34 |
| Martin ratioReturn relative to average drawdown | 2.63 | -0.77 | +3.40 |
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 | ESIS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | -0.33 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.22 | -0.15 |
Drawdowns
XZEC.DE vs. ESIS.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, which is greater than ESIS.DE's maximum drawdown of -15.05%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and ESIS.DE.
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Drawdown Indicators
| XZEC.DE | ESIS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -15.05% | -15.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -12.66% | +1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -12.66% | -11.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.05% | — |
Current DrawdownCurrent decline from peak | -4.58% | -11.44% | +6.86% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -6.63% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 6.00% | -1.81% |
Volatility
XZEC.DE vs. ESIS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) has a volatility of 4.80%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than ESIS.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 | ESIS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.80% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 11.24% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 14.03% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 12.93% | +7.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 12.96% | +7.06% |
XZEC.DE vs. ESIS.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% expense ratio, which is lower than ESIS.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XZEC.DE vs. ESIS.DE - Dividend Comparison
Neither XZEC.DE nor ESIS.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and ESIS.DE have a correlation of 0.48, 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 0.18% for ESIS.DE.
XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for XZEC.DE and 0.18% for ESIS.DE.
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