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Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) Sharpe Ratio: 1.34

ETF · Currency in EUR · Last updated Jul 4, 2026

The fund tracks large-cap US stocks, each equally weighted at 0.20%, currency hedged to the Euro.

XDEE.DE's Sharpe Ratio of 1.34 indicates that for each unit of volatility, it generates 1.34 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XDEE.DE Sharpe Ratio Rank

XDEE.DE Sharpe Ratio Rank: 45.746
Average

XDEE.DE ranks above 45.7% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

XDEE.DE Sharpe Ratio Market Positioning

The chart shows XDEE.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.80 or lower
  • Yellow zone (middle 50%): 0.80 to 1.95
  • Green zone (top 25%): 1.95 or higher
  • Top 1%: 6.56+
  • Median: 1.44 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)'s Sharpe Ratio with other ETFs in the S&P 500 category across multiple time periods, showing how XDEE.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SPPY.DEState Street SPDR S&P 500 Leaders UCITS ETF2.30
5ESG.DEInvesco S&P 500 Scored & Screened ETF Acc2.29
S5SD.DEUBS S&P 500 Scored & Screened UCITS ETF USD dis2.29
4UBQ.DEUBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc2.26
QVMP.DEInvesco S&P 500 QVM UCITS ETF2.25
F500.DEAmundi S&P 500 ESG UCITS ETF Acc2.25
ZA30.DEiShares S&P 500 ESG UCITS ETF USD Acc2.25
IUSA.DEiShares Core S&P 500 UCITS ETF USD Dist2.05
LYPS.DEAmundi S&P 500 II UCITS ETF EUR Dist2.04
D500.DEInvesco S&P 500 UCITS ETF Dist2.04
XDEE.DEXtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)1.34

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XDEE.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XDEE.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XDEE.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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