XZEC.DE vs. XUCS.DE

Last updated Jun 5, 2026

XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and XUCS.DE (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) are both Consumer Staples Equities funds from Xtrackers - XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select while XUCS.DE tracks the MSCI USA Consumer Staples. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs 5.59%/yr for XUCS.DE. At a 0.14 correlation, their price movements are largely independent. XZEC.DE charges 0.17%/yr vs 0.12%/yr for XUCS.DE.

Performance

XZEC.DE vs. XUCS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XZEC.DE achieves a 3.52% return, which is significantly lower than XUCS.DE's 7.99% return.

XZEC.DE

• 1D: 1.36%
• 1M: 3.79%
• YTD: 3.52%
• 6M: 4.05%
• 1Y: 11.05%
• 3Y*: 2.19%
• 5Y*: —
• 10Y*: —

XUCS.DE

• 1D: 0.08%
• 1M: -1.95%
• YTD: 7.99%
• 6M: 7.83%
• 1Y: 0.97%
• 3Y*: 5.59%
• 5Y*: 8.14%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XZEC.DE vs. XUCS.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%
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D	7.99%	-7.97%	21.47%	-1.77%	5.50%	16.99%

Correlation

The correlation between XZEC.DE and XUCS.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021	0.14

Return for Risk

XZEC.DE vs. XUCS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XZEC.DE

XZEC.DE Risk / Return Rank: 22
XZEC.DE Sharpe Ratio Rank: 22
XZEC.DE Sortino Ratio Rank: 22
XZEC.DE Omega Ratio Rank: 21
XZEC.DE Calmar Ratio Rank: 22
XZEC.DE Martin Ratio Rank: 22

XUCS.DE

XUCS.DE Risk / Return Rank: 10
XUCS.DE Sharpe Ratio Rank: 10
XUCS.DE Sortino Ratio Rank: 10
XUCS.DE Omega Ratio Rank: 10
XUCS.DE Calmar Ratio Rank: 11
XUCS.DE Martin Ratio Rank: 10

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XZEC.DE vs. XUCS.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 USA Consumer Staples UCITS ETF 1D (XUCS.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	XUCS.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.73	0.07	+0.66
Sortino ratio: Return per unit of downside risk	1.17	0.20	+0.97
Omega ratio: Gain probability vs. loss probability	1.13	1.02	+0.11
Calmar ratio: Return relative to maximum drawdown	0.98	0.12	+0.86
Martin ratio: Return relative to average drawdown	2.63	0.23	+2.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XZEC.DE vs. XUCS.DE - Sharpe Ratio Comparison

The current XZEC.DE Sharpe Ratio is 0.73, which is higher than the XUCS.DE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of XZEC.DE and XUCS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XZEC.DE	XUCS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	0.07	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.59	-0.52

Drawdowns

XZEC.DE vs. XUCS.DE - Drawdown Comparison

The maximum XZEC.DE drawdown since its inception was -30.22%, which is greater than XUCS.DE's maximum drawdown of -23.46%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and XUCS.DE.

Drawdown Indicators

	XZEC.DE	XUCS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.22%	-23.46%	-6.76%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-8.36%	-2.91%
Max Drawdown (3Y) Largest decline over 3 years	-23.79%	-15.64%	-8.15%
Max Drawdown (5Y) Largest decline over 5 years	—	-15.64%	—
Current Drawdown Current decline from peak	-4.58%	-7.31%	+2.73%
Average Drawdown Average peak-to-trough decline	-10.22%	-5.50%	-4.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	4.17%	+0.02%

Volatility

XZEC.DE vs. XUCS.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) has a volatility of 6.10%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than XUCS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XZEC.DE	XUCS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	6.10%	-2.06%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	11.47%	-0.40%
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	14.08%	+0.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.02%	13.41%	+6.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.02%	14.50%	+5.52%

XZEC.DE vs. XUCS.DE - Expense Ratio Comparison

XZEC.DE has a 0.17% expense ratio, which is higher than XUCS.DE's 0.12% 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. XUCS.DE - Dividend Comparison

XZEC.DE has not paid dividends to shareholders, while XUCS.DE's dividend yield for the trailing twelve months is around 1.94%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D	1.94%	2.17%	2.09%	3.35%	3.11%	1.88%	3.02%	2.37%	0.78%
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%

Frequently Asked Questions

Can I hold both XZEC.DE and XUCS.DE in my portfolio?

XZEC.DE and XUCS.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XZEC.DE or XUCS.DE?

On fees, XUCS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XZEC.DE or XUCS.DE?

XUCS.DE is cheaper with a 0.12% expense ratio, compared with 0.17% for XZEC.DE.

What is the main difference between XZEC.DE and XUCS.DE?

XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while XUCS.DE tracks MSCI USA Consumer Staples. Their fees differ too: 0.17% for XZEC.DE and 0.12% for XUCS.DE.