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D500.DE vs. XDEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D500.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF Dist (D500.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, D500.DE achieves a 11.58% return, which is significantly higher than XDEW.DE's 10.39% return. Over the past 10 years, D500.DE has outperformed XDEW.DE with an annualized return of 15.85%, while XDEW.DE has yielded a comparatively lower 11.25% annualized return.


D500.DE

1D
-0.31%
1M
5.37%
YTD
11.58%
6M
11.67%
1Y
25.88%
3Y*
19.34%
5Y*
15.48%
10Y*
15.85%

XDEW.DE

1D
0.30%
1M
4.50%
YTD
10.39%
6M
10.99%
1Y
17.83%
3Y*
12.12%
5Y*
9.22%
10Y*
11.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D500.DE vs. XDEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D500.DE
Invesco S&P 500 UCITS ETF Dist
11.58%4.86%32.62%22.70%-13.34%43.50%9.36%35.52%-0.84%6.73%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
10.39%-0.46%18.66%10.08%-6.94%41.59%1.18%31.25%-4.52%4.00%

Correlation

The correlation between D500.DE and XDEW.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2015

0.90

The correlation between D500.DE and XDEW.DE shifts across timeframes, from 0.70 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

D500.DE vs. XDEW.DE — Risk / Return Rank

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

D500.DE
D500.DE Risk / Return Rank: 7070
Overall Rank
D500.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
D500.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
D500.DE Omega Ratio Rank: 7171
Omega Ratio Rank
D500.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
D500.DE Martin Ratio Rank: 7070
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 5555
Overall Rank
XDEW.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 5959
Martin Ratio Rank
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.

D500.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (D500.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.


D500.DEXDEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.42

1.30

+0.12

Calmar ratioReturn relative to maximum drawdown

3.60

3.51

+0.09

Martin ratioReturn relative to average drawdown

12.88

10.36

+2.53

D500.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current D500.DE Sharpe Ratio is 2.24, which is higher than the XDEW.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of D500.DE and XDEW.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.


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Sharpe Ratios by Period


D500.DEXDEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

1.66

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.61

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.66

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.68

+0.21

Drawdowns

D500.DE vs. XDEW.DE - Drawdown Comparison

The maximum D500.DE drawdown since its inception was -33.57%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for D500.DE and XDEW.DE.


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Drawdown Indicators


D500.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-38.79%

+5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-5.06%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-23.29%

-22.70%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-22.70%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.57%

-38.79%

+5.22%

Current Drawdown

Current decline from peak

-0.31%

0.00%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.25%

-5.39%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.72%

+0.28%

Volatility

D500.DE vs. XDEW.DE - Volatility Comparison

Invesco S&P 500 UCITS ETF Dist (D500.DE) has a higher volatility of 2.66% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.06%. This indicates that D500.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D500.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.06%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

6.75%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

10.70%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

14.89%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.86%

-0.78%

D500.DE vs. XDEW.DE - Expense Ratio Comparison

D500.DE has a 0.05% expense ratio, which is lower than XDEW.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

D500.DE vs. XDEW.DE - Dividend Comparison

D500.DE's dividend yield for the trailing twelve months is around 1.08%, while XDEW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
D500.DE
Invesco S&P 500 UCITS ETF Dist
1.08%1.18%1.27%1.54%2.63%2.72%3.53%2.34%2.08%1.67%1.70%0.29%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


D500.DE and XDEW.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D500.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for XDEW.DE.

D500.DE tracks S&P 500 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.05% for D500.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

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