DBX5.DE vs. XDEW.DE
DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - DBX5.DE is a Taiwan Equities fund tracking the MSCI Taiwan 20/35 Custom, 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, DBX5.DE returned 20.60%/yr vs 11.05%/yr for XDEW.DE. A 0.55 correlation means they provide meaningful diversification when combined. DBX5.DE charges 0.65%/yr vs 0.20%/yr for XDEW.DE.
Performance
DBX5.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX5.DE achieves a 65.12% return, which is significantly higher than XDEW.DE's 14.15% return. Over the past 10 years, DBX5.DE has outperformed XDEW.DE with an annualized return of 20.60%, while XDEW.DE has yielded a comparatively lower 11.05% annualized return.
DBX5.DE
- 1D
- 0.11%
- 1M
- -3.75%
- 6M
- 56.19%
- YTD
- 65.12%
- 1Y
- 91.19%
- 3Y*
- 39.59%
- 5Y*
- 21.20%
- 10Y*
- 20.60%
XDEW.DE
- 1D
- -0.02%
- 1M
- 1.80%
- 6M
- 10.18%
- YTD
- 14.15%
- 1Y
- 19.97%
- 3Y*
- 12.88%
- 5Y*
- 9.45%
- 10Y*
- 11.05%
DBX5.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C | 65.12% | 18.33% | 31.08% | 24.13% | -25.18% | 37.79% | 24.49% | 39.17% | -5.53% | 12.64% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.15% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between DBX5.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 | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.55 |
The correlation between DBX5.DE and XDEW.DE shifts across timeframes, from 0.41 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DBX5.DE vs. XDEW.DE — Risk / Return Rank
DBX5.DE
XDEW.DE
DBX5.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.
| DBX5.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.34 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 9.24 | 3.93 | +5.31 |
| Martin ratioReturn relative to average drawdown | 24.56 | 12.11 | +12.45 |
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Drawdowns
DBX5.DE vs. XDEW.DE - Drawdown Comparison
The maximum DBX5.DE drawdown since its inception was -65.09%, 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 DBX5.DE and XDEW.DE.
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Drawdown Indicators
| DBX5.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.09% | -38.79% | -26.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.81% | -5.06% | -4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -22.70% | -8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -32.61% | -22.70% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | -32.61% | -38.79% | +6.18% |
Current DrawdownCurrent decline from peak | -9.71% | -0.92% | -8.79% |
Average DrawdownAverage peak-to-trough decline | -16.34% | -5.33% | -11.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 1.65% | +2.05% |
Volatility
DBX5.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 12.47% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that DBX5.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
| DBX5.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.47% | 2.73% | +9.74% |
Volatility (6M)Calculated over the trailing 6-month period | 23.31% | 6.91% | +16.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.23% | 10.64% | +16.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 14.91% | +7.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 16.80% | +4.10% |
DBX5.DE vs. XDEW.DE - Expense Ratio Comparison
DBX5.DE has a 0.65% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
DBX5.DE vs. XDEW.DE - Dividend Comparison
Neither DBX5.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX5.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 0.65% for DBX5.DE.
DBX5.DE is categorized as Taiwan Equities, while XDEW.DE is S&P 500. DBX5.DE tracks MSCI Taiwan 20/35 Custom, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.65% for DBX5.DE and 0.20% for XDEW.DE.
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