XZEU.DE vs. XESC.DE
XZEU.DE (Xtrackers MSCI Europe ESG UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both Europe Equities funds from Xtrackers - XZEU.DE tracks the MSCI Europe NR EUR while XESC.DE tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, XZEU.DE returned 7.89%/yr vs 11.78%/yr for XESC.DE. Their correlation of 0.92 suggests significant overlap in exposure. XZEU.DE charges 0.20%/yr vs 0.09%/yr for XESC.DE.
Performance
XZEU.DE vs. XESC.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XZEU.DE having a 9.56% return and XESC.DE slightly lower at 9.31%.
XZEU.DE
- 1D
- 0.66%
- 1M
- 3.96%
- YTD
- 9.56%
- 6M
- 10.16%
- 1Y
- 13.42%
- 3Y*
- 12.19%
- 5Y*
- 7.89%
- 10Y*
- —
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XZEU.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZEU.DE Xtrackers MSCI Europe ESG UCITS ETF 1C | 9.56% | 8.12% | 11.57% | 16.35% | -13.09% | 25.62% | 0.09% | 29.09% | -10.78% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -14.48% |
Correlation
The correlation between XZEU.DE and XESC.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 8, 2018 | 0.92 |
The correlation between XZEU.DE and XESC.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
XZEU.DE vs. XESC.DE — Risk / Return Rank
XZEU.DE
XESC.DE
XZEU.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XZEU.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.96 | -0.66 |
| Martin ratioReturn relative to average drawdown | 4.52 | 6.81 | -2.29 |
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Drawdowns
XZEU.DE vs. XESC.DE - Drawdown Comparison
The maximum XZEU.DE drawdown since its inception was -33.16%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XZEU.DE and XESC.DE.
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Drawdown Indicators
| XZEU.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.16% | -46.74% | +13.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -10.88% | +0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -16.53% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -23.33% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.71% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -9.06% | +3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.13% | -0.17% |
Volatility
XZEU.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) is 2.70%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.52%. This indicates that XZEU.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
| XZEU.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.52% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 13.23% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 16.03% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 17.56% | -2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 17.98% | -2.08% |
XZEU.DE vs. XESC.DE - Expense Ratio Comparison
XZEU.DE has a 0.20% 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
XZEU.DE vs. XESC.DE - Dividend Comparison
Neither XZEU.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEU.DE and XESC.DE have a correlation of 0.87, 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 0.20% for XZEU.DE.
XZEU.DE tracks MSCI Europe NR EUR, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.20% for XZEU.DE and 0.09% for XESC.DE.
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