DBX0.DE vs. XDEW.DE
DBX0.DE (Xtrackers Portfolio UCITS ETF (Acc)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - DBX0.DE is a Global Allocation fund actively managed by Xtrackers, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. DBX0.DE is actively managed, while XDEW.DE is passively managed. Over the past 10 years, DBX0.DE returned 6.44%/yr vs 11.04%/yr for XDEW.DE. At a 0.41 correlation, their price movements are largely independent. DBX0.DE charges 0.70%/yr vs 0.20%/yr for XDEW.DE.
Performance
DBX0.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX0.DE achieves a 8.51% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, DBX0.DE has underperformed XDEW.DE with an annualized return of 6.44%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
DBX0.DE
- 1D
- -0.51%
- 1M
- -0.72%
- 6M
- 6.24%
- YTD
- 8.51%
- 1Y
- 15.84%
- 3Y*
- 11.27%
- 5Y*
- 5.36%
- 10Y*
- 6.44%
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%
DBX0.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBX0.DE Xtrackers Portfolio UCITS ETF (Acc) | 8.51% | 8.75% | 10.83% | 11.97% | -15.01% | 14.60% | 3.69% | 22.86% | -9.17% | 7.86% |
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 DBX0.DE and XDEW.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.41 |
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Return for Risk
DBX0.DE vs. XDEW.DE — Risk / Return Rank
DBX0.DE
XDEW.DE
DBX0.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Portfolio UCITS ETF (Acc) (DBX0.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.
| DBX0.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.91 | -0.51 |
| Martin ratioReturn relative to average drawdown | 11.17 | 12.05 | -0.88 |
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Drawdowns
DBX0.DE vs. XDEW.DE - Drawdown Comparison
The maximum DBX0.DE drawdown since its inception was -29.17%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for DBX0.DE and XDEW.DE.
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Drawdown Indicators
| DBX0.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.17% | -38.79% | +9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -5.06% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -22.70% | +9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.01% | -22.70% | +5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -29.17% | -38.79% | +9.62% |
Current DrawdownCurrent decline from peak | -2.02% | -0.61% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -5.33% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 1.65% | -0.23% |
Volatility
DBX0.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) is 2.14%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.81%. This indicates that DBX0.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
| DBX0.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.14% | 2.81% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 6.82% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 10.43% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.23% | 14.90% | -3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.35% | 16.80% | -4.45% |
DBX0.DE vs. XDEW.DE - Expense Ratio Comparison
DBX0.DE has a 0.70% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
DBX0.DE vs. XDEW.DE - Dividend Comparison
Neither DBX0.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX0.DE and XDEW.DE have a correlation of 0.41, 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 0.70% for DBX0.DE.
DBX0.DE is categorized as Global Allocation, while XDEW.DE is S&P 500. Their fees differ too: 0.70% for DBX0.DE and 0.20% for XDEW.DE.
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