D5BI.DE vs. XDEW.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - D5BI.DE is a Emerging Markets Equities fund tracking the MSCI Mexico 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, D5BI.DE returned 6.30%/yr vs 11.04%/yr for XDEW.DE. At a 0.50 correlation, their price movements are largely independent. D5BI.DE charges 0.65%/yr vs 0.20%/yr for XDEW.DE.
Performance
D5BI.DE vs. XDEW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BI.DE achieves a 11.27% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, D5BI.DE has underperformed XDEW.DE with an annualized return of 6.30%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
D5BI.DE
- 1D
- -1.13%
- 1M
- -4.36%
- 6M
- 4.91%
- YTD
- 11.27%
- 1Y
- 33.67%
- 3Y*
- 9.48%
- 5Y*
- 13.36%
- 10Y*
- 6.30%
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%
D5BI.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 11.27% | 38.94% | -22.34% | 33.20% | 6.01% | 26.63% | -10.02% | 16.19% | -10.43% | -1.01% |
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 D5BI.DE and XDEW.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.50 |
Over the past year, the correlation between D5BI.DE and XDEW.DE has dropped to 0.27 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D5BI.DE vs. XDEW.DE — Risk / Return Rank
D5BI.DE
XDEW.DE
D5BI.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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.
| D5BI.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 3.91 | -1.08 |
| Martin ratioReturn relative to average drawdown | 10.69 | 12.05 | -1.36 |
Loading charts...
Drawdowns
D5BI.DE vs. XDEW.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and XDEW.DE.
Loading charts...
Drawdown Indicators
| D5BI.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -38.79% | -16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -5.06% | -6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -22.70% | -8.19% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -22.70% | -8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -49.58% | -38.79% | -10.79% |
Current DrawdownCurrent decline from peak | -4.36% | -0.61% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -19.51% | -5.33% | -14.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 1.65% | +1.49% |
Volatility
D5BI.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) has a higher volatility of 5.66% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that D5BI.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.
Loading charts...
Volatility by Period
| D5BI.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 2.81% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 17.01% | 6.82% | +10.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 10.43% | +9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 14.90% | +6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 16.80% | +7.12% |
D5BI.DE vs. XDEW.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
D5BI.DE vs. XDEW.DE - Dividend Comparison
Neither D5BI.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BI.DE and XDEW.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for D5BI.DE.
D5BI.DE is categorized as Emerging Markets Equities, while XDEW.DE is S&P 500. D5BI.DE tracks MSCI Mexico Index, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.65% for D5BI.DE and 0.20% for XDEW.DE.
Find the right allocation for D5BI.DE and XDEW.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer