D5BE.DE vs. XDEW.DE
D5BE.DE (Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - D5BE.DE is a Government Bonds fund tracking the iBoxx USD Treasuries 1-3 Index, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, D5BE.DE returned 1.33%/yr vs 11.04%/yr for XDEW.DE. At a 0.15 correlation, their price movements are largely independent. D5BE.DE charges 0.06%/yr vs 0.20%/yr for XDEW.DE.
Performance
D5BE.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BE.DE achieves a 3.73% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, D5BE.DE has underperformed XDEW.DE with an annualized return of 1.33%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
D5BE.DE
- 1D
- 0.07%
- 1M
- 1.53%
- 6M
- 2.29%
- YTD
- 3.73%
- 1Y
- 4.63%
- 3Y*
- 3.59%
- 5Y*
- 2.60%
- 10Y*
- 1.33%
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.32%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 19.87%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
D5BE.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BE.DE Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) | 3.73% | -6.60% | 10.00% | 0.62% | 2.33% | 7.69% | -6.19% | 6.04% | 6.14% | -11.86% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between D5BE.DE and XDEW.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.15 |
The correlation between D5BE.DE and XDEW.DE shifts across timeframes, from 0.07 (5 years) to 0.19 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
D5BE.DE vs. XDEW.DE — Risk / Return Rank
D5BE.DE
XDEW.DE
D5BE.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.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.
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.
| D5BE.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.35 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.91 | -2.60 |
| Martin ratioReturn relative to average drawdown | 3.26 | 12.05 | -8.79 |
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Drawdowns
D5BE.DE vs. XDEW.DE - Drawdown Comparison
The maximum D5BE.DE drawdown since its inception was -20.28%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for D5BE.DE and XDEW.DE.
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Drawdown Indicators
| D5BE.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.28% | -38.79% | +18.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -5.06% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -10.97% | -22.70% | +11.73% |
Max Drawdown (5Y)Largest decline over 5 years | -12.50% | -22.70% | +10.20% |
Max Drawdown (10Y)Largest decline over 10 years | -20.28% | -38.79% | +18.51% |
Current DrawdownCurrent decline from peak | -5.26% | -0.61% | -4.65% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -5.33% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 1.65% | -0.24% |
Volatility
D5BE.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) is 1.07%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.81%. This indicates that D5BE.DE experiences smaller price fluctuations and is considered to be less risky 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
| D5BE.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 2.81% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 6.82% | -3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.42% | 10.43% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 14.90% | -7.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.94% | 16.80% | -7.86% |
D5BE.DE vs. XDEW.DE - Expense Ratio Comparison
D5BE.DE has a 0.06% 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
D5BE.DE vs. XDEW.DE - Dividend Comparison
D5BE.DE's dividend yield for the trailing twelve months is around 2.76%, while XDEW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
D5BE.DE Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) | 2.76% | 2.89% | 2.24% | 1.84% | 1.00% | 2.74% | 2.66% | 1.16% | 0.93% | 0.78% |
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% |
Frequently Asked Questions
D5BE.DE and XDEW.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BE.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BE.DE is cheaper with a 0.06% expense ratio, compared with 0.20% for XDEW.DE.
D5BE.DE is categorized as Government Bonds, while XDEW.DE is S&P 500. D5BE.DE tracks iBoxx USD Treasuries 1-3 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.06% for D5BE.DE and 0.20% for XDEW.DE.
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