XZEC.DE vs. XDWS.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and XDWS.DE (Xtrackers MSCI World Consumer Staples 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 XDWS.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 3.32%/yr for XDWS.DE. At a 0.30 correlation, their price movements are largely independent. XZEC.DE charges 0.17%/yr vs 0.25%/yr for XDWS.DE.
Performance
XZEC.DE vs. XDWS.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 lower than XDWS.DE's 4.43% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
XDWS.DE
- 1D
- -0.24%
- 1M
- -1.84%
- YTD
- 4.43%
- 6M
- 4.20%
- 1Y
- -0.89%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
XZEC.DE vs. XDWS.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% |
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 12.04% |
Correlation
The correlation between XZEC.DE and XDWS.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.30 |
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Return for Risk
XZEC.DE vs. XDWS.DE — Risk / Return Rank
XZEC.DE
XDWS.DE
XZEC.DE vs. XDWS.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 World Consumer Staples UCITS ETF 1C (XDWS.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 | XDWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.00 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | -0.10 | +1.08 |
| Martin ratioReturn relative to average drawdown | 2.63 | -0.20 | +2.84 |
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 | XDWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | -0.07 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.43 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.45 | -0.38 |
Drawdowns
XZEC.DE vs. XDWS.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and XDWS.DE.
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Drawdown Indicators
| XZEC.DE | XDWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -22.95% | -7.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -8.78% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -11.90% | -11.89% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.95% | — |
Current DrawdownCurrent decline from peak | -4.58% | -7.60% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -5.04% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 4.34% | -0.15% |
Volatility
XZEC.DE vs. XDWS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a volatility of 5.00%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than XDWS.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 | XDWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 5.00% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 10.01% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 12.06% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 11.35% | +8.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 12.19% | +7.83% |
XZEC.DE vs. XDWS.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% expense ratio, which is lower than XDWS.DE's 0.25% 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. XDWS.DE - Dividend Comparison
Neither XZEC.DE nor XDWS.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and XDWS.DE have a correlation of 0.23, 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 0.25% for XDWS.DE.
XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Their fees differ too: 0.17% for XZEC.DE and 0.25% for XDWS.DE.
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