XZEC.DE vs. EXV5.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and EXV5.DE (iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist) are both Consumer Staples Equities funds - XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select while EXV5.DE tracks the STOXX® Europe 600 Automobiles & Parts. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs -6.23%/yr for EXV5.DE. A 0.76 correlation means they provide meaningful diversification when combined. XZEC.DE charges 0.17%/yr vs 0.46%/yr for EXV5.DE.
Performance
XZEC.DE vs. EXV5.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 EXV5.DE's -10.29% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
EXV5.DE
- 1D
- -0.72%
- 1M
- 4.09%
- YTD
- -10.29%
- 6M
- -11.94%
- 1Y
- -10.92%
- 3Y*
- -6.23%
- 5Y*
- -4.08%
- 10Y*
- 2.63%
XZEC.DE vs. EXV5.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% |
EXV5.DE iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist | -10.29% | -1.15% | -8.64% | 24.07% | -16.20% | 2.08% |
Correlation
The correlation between XZEC.DE and EXV5.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.76 |
The correlation between XZEC.DE and EXV5.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.
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Return for Risk
XZEC.DE vs. EXV5.DE — Risk / Return Rank
XZEC.DE
EXV5.DE
XZEC.DE vs. EXV5.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 STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.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 | EXV5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.94 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | -0.52 | +1.50 |
| Martin ratioReturn relative to average drawdown | 2.63 | -1.18 | +3.81 |
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 | EXV5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | -0.48 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.17 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.21 | -0.15 |
Drawdowns
XZEC.DE vs. EXV5.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, smaller than the maximum EXV5.DE drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and EXV5.DE.
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Drawdown Indicators
| XZEC.DE | EXV5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -64.56% | +34.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -20.93% | +9.66% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -35.82% | +12.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.64% | — |
Current DrawdownCurrent decline from peak | -4.58% | -30.36% | +25.78% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -17.76% | +7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 9.26% | -5.07% |
Volatility
XZEC.DE vs. EXV5.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) has a volatility of 5.27%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than EXV5.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 | EXV5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 5.27% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 16.88% | -5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 22.65% | -7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 23.93% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 25.37% | -5.35% |
XZEC.DE vs. EXV5.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% expense ratio, which is lower than EXV5.DE's 0.46% expense ratio.
Dividends
XZEC.DE vs. EXV5.DE - Dividend Comparison
XZEC.DE has not paid dividends to shareholders, while EXV5.DE's dividend yield for the trailing twelve months is around 4.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV5.DE iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist | 4.01% | 4.34% | 4.96% | 5.38% | 4.39% | 2.94% | 0.77% | 4.11% | 3.44% | 3.97% | 2.88% | 2.82% |
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XZEC.DE and EXV5.DE have a correlation of 0.68, 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 0.46% for EXV5.DE.
XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while EXV5.DE tracks STOXX® Europe 600 Automobiles & Parts. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for XZEC.DE and 0.46% for EXV5.DE.
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