XZEC.DE vs. XSX6.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) 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 XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs 13.95%/yr for XSX6.DE. Their correlation of 0.85 suggests significant overlap in exposure. XZEC.DE charges 0.17%/yr vs 0.20%/yr for XSX6.DE.
Performance
XZEC.DE vs. XSX6.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 XSX6.DE's 7.40% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XZEC.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 7.07% |
Correlation
The correlation between XZEC.DE and XSX6.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.85 |
The correlation between XZEC.DE and XSX6.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
XZEC.DE vs. XSX6.DE — Risk / Return Rank
XZEC.DE
XSX6.DE
XZEC.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.73 | -0.75 |
| Martin ratioReturn relative to average drawdown | 2.63 | 6.55 | -3.92 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.26 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.59 | -0.53 |
Drawdowns
XZEC.DE vs. XSX6.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and XSX6.DE.
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Drawdown Indicators
| XZEC.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -36.05% | +5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -9.46% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -16.37% | -7.42% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -4.58% | -1.56% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -5.27% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 2.50% | +1.69% |
Volatility
XZEC.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.26% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 10.73% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 12.95% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 14.44% | +5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 15.61% | +4.41% |
XZEC.DE vs. XSX6.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% expense ratio, which is lower than XSX6.DE's 0.20% 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. XSX6.DE - Dividend Comparison
Neither XZEC.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and XSX6.DE have a correlation of 0.85, 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 0.20% for XSX6.DE.
XZEC.DE is categorized as Consumer Staples Equities, while XSX6.DE is Europe Equities. XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.17% for XZEC.DE and 0.20% for XSX6.DE.
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