XZEC.DE vs. XESC.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XZEC.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs 15.59%/yr for XESC.DE. Their correlation of 0.88 suggests significant overlap in exposure. XZEC.DE charges 0.17%/yr vs 0.09%/yr for XESC.DE.
Performance
XZEC.DE vs. XESC.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 XESC.DE's 7.20% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 0.98%
- YTD
- 3.52%
- 6M
- 3.97%
- 1Y
- 11.54%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
XESC.DE
- 1D
- 0.76%
- 1M
- 1.88%
- YTD
- 7.20%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XZEC.DE vs. XESC.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% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 5.93% |
Correlation
The correlation between XZEC.DE and XESC.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.88 |
The correlation between XZEC.DE and XESC.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
XZEC.DE vs. XESC.DE — Risk / Return Rank
XZEC.DE
XESC.DE
XZEC.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.45 | -0.47 |
| Martin ratioReturn relative to average drawdown | 2.63 | 4.94 | -2.30 |
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 | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.98 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.32 | -0.26 |
Drawdowns
XZEC.DE vs. XESC.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and XESC.DE.
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Drawdown Indicators
| XZEC.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -45.38% | +15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -10.88% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -16.53% | -7.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | -4.58% | -0.53% | -4.05% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -8.39% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.19% | +1.00% |
Volatility
XZEC.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 4.90%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.90% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 13.02% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 16.01% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 17.54% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 18.27% | +1.75% |
XZEC.DE vs. XESC.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% expense ratio, which is higher than XESC.DE's 0.09% expense ratio. However, 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. XESC.DE - Dividend Comparison
Neither XZEC.DE nor XESC.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
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 XESC.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.17% for XZEC.DE.
XZEC.DE is categorized as Consumer Staples Equities, while XESC.DE is Europe Equities. XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.17% for XZEC.DE and 0.09% for XESC.DE.
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