XZEU.DE vs. XSX6.DE
Compare and contrast key facts about Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE).
XZEU.DE and XSX6.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZEU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 27, 2018. XSX6.DE is a passively managed fund by Xtrackers that tracks the performance of the STOXX® Europe 600. It was launched on Jan 20, 2009. Both XZEU.DE and XSX6.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XZEU.DE or XSX6.DE.
Key characteristics
| XZEU.DE | XSX6.DE | |
|---|---|---|
| YTD Return | 14.20% | 10.09% |
| 1Y Return | 21.54% | 15.93% |
| 3Y Return (Ann) | 6.87% | 6.49% |
| 5Y Return (Ann) | 9.43% | 8.24% |
| Sharpe Ratio | 2.07 | 1.62 |
| Daily Std Dev | 10.79% | 10.44% |
| Max Drawdown | -33.18% | -36.05% |
| Current Drawdown | -1.26% | -2.07% |
Correlation
The correlation between XZEU.DE and XSX6.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XZEU.DE vs. XSX6.DE - Performance Comparison
In the year-to-date period, XZEU.DE achieves a 14.20% return, which is significantly higher than XSX6.DE's 10.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XZEU.DE vs. XSX6.DE - Expense Ratio Comparison
Both XZEU.DE and XSX6.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XZEU.DE vs. XSX6.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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.
Dividends
XZEU.DE vs. XSX6.DE - Dividend Comparison
Neither XZEU.DE nor XSX6.DE has paid dividends to shareholders.
Drawdowns
XZEU.DE vs. XSX6.DE - Drawdown Comparison
The maximum XZEU.DE drawdown since its inception was -33.18%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XZEU.DE and XSX6.DE. For additional features, visit the drawdowns tool.
Volatility
XZEU.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) have volatilities of 3.00% and 3.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.