D500.DE vs. XDEW.DE
D500.DE (Invesco S&P 500 UCITS ETF Dist) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - D500.DE tracks the S&P 500 Index while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, D500.DE returned 15.85%/yr vs 11.25%/yr for XDEW.DE. Their correlation of 0.90 suggests significant overlap in exposure. D500.DE charges 0.05%/yr vs 0.20%/yr for XDEW.DE.
Performance
D500.DE vs. XDEW.DE - Performance Comparison
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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%
D500.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
D500.DE
XDEW.DE
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.DE | XDEW.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D500.DE | XDEW.DE | Difference | |
|---|---|---|---|
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.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.31% | 0.00% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -5.39% | +1.14% |
Ulcer IndexDepth 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.DE | XDEW.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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