YOC.DE vs. XZW0.DE
YOC.DE (YOC AG) is a stock, while XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) is Global Equities fund tracking the MSCI World Low Carbon SRI Leaders. Over the past 5 years, YOC.DE returned -8.71%/yr vs 11.23%/yr for XZW0.DE. At a 0.13 correlation, their price movements are largely independent.
Performance
YOC.DE vs. XZW0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, YOC.DE achieves a -45.32% return, which is significantly lower than XZW0.DE's 8.25% return.
YOC.DE
- 1D
- 0.00%
- 1M
- -11.04%
- 6M
- -41.28%
- YTD
- -45.32%
- 1Y
- -62.98%
- 3Y*
- -21.13%
- 5Y*
- -8.71%
- 10Y*
- 7.40%
- ALL TIME*
- -5.30%
XZW0.DE
- 1D
- 0.19%
- 1M
- 0.36%
- 6M
- 8.77%
- YTD
- 8.25%
- 1Y
- 17.97%
- 3Y*
- 16.22%
- 5Y*
- 11.23%
- 10Y*
- —
- ALL TIME*
- 10.78%
YOC.DE vs. XZW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
YOC.DE YOC AG | -45.32% | -33.54% | 9.33% | 13.21% | -0.38% | 66.25% | 90.48% | 13.51% | -42.19% |
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 8.25% | 6.64% | 27.16% | 22.75% | -16.65% | 37.46% | 5.68% | 33.09% | -19.91% |
Correlation
The correlation between YOC.DE and XZW0.DE is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018 | 0.13 |
The correlation between YOC.DE and XZW0.DE shifts across timeframes, from -0.07 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
YOC.DE vs. XZW0.DE — Risk / Return Rank
YOC.DE
XZW0.DE
YOC.DE vs. XZW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YOC AG (YOC.DE) and Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.
| YOC.DE | XZW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.78 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.26 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 1.73 | -2.65 |
| Martin ratioReturn relative to average drawdown | -1.41 | 6.39 | -7.79 |
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Drawdowns
YOC.DE vs. XZW0.DE - Drawdown Comparison
The maximum YOC.DE drawdown since its inception was -98.41%, which is greater than XZW0.DE's maximum drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for YOC.DE and XZW0.DE.
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Drawdown Indicators
| YOC.DE | XZW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.41% | -33.24% | -65.17% |
Max Drawdown (1Y)Largest decline over 1 year | -68.32% | -10.37% | -57.95% |
Max Drawdown (3Y)Largest decline over 3 years | -76.39% | -22.36% | -54.03% |
Max Drawdown (5Y)Largest decline over 5 years | -76.39% | -22.36% | -54.03% |
Max Drawdown (10Y)Largest decline over 10 years | -76.39% | — | — |
Current DrawdownCurrent decline from peak | -85.87% | -1.11% | -84.76% |
Average DrawdownAverage peak-to-trough decline | -67.61% | -6.52% | -61.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.50% | 2.81% | +41.69% |
Volatility
YOC.DE vs. XZW0.DE - Volatility Comparison
YOC AG (YOC.DE) has a higher volatility of 11.86% compared to Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) at 3.25%. This indicates that YOC.DE's price experiences larger fluctuations and is considered to be riskier than XZW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YOC.DE | XZW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.86% | 3.25% | +8.61% |
Volatility (6M)Calculated over the trailing 6-month period | 55.36% | 9.18% | +46.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 12.41% | +47.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.75% | 14.91% | +31.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.86% | 19.02% | +33.84% |
Dividends
YOC.DE vs. XZW0.DE - Dividend Comparison
Neither YOC.DE nor XZW0.DE has paid dividends to shareholders.
Frequently Asked Questions
YOC.DE and XZW0.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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