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DBX8.DE vs. XDEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX8.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBX8.DE achieves a 77.54% return, which is significantly higher than XDEW.DE's 14.15% return. Over the past 10 years, DBX8.DE has outperformed XDEW.DE with an annualized return of 14.09%, while XDEW.DE has yielded a comparatively lower 11.05% annualized return.


DBX8.DE

1D
-3.38%
1M
-18.25%
6M
57.58%
YTD
77.54%
1Y
146.20%
3Y*
37.72%
5Y*
15.77%
10Y*
14.09%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX8.DE vs. XDEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBX8.DE
Xtrackers MSCI Korea UCITS ETF 1C
77.54%77.39%-18.45%15.93%-23.79%-0.74%30.13%14.92%-18.04%28.39%
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 DBX8.DE and XDEW.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.51

The correlation between DBX8.DE and XDEW.DE shifts across timeframes, from 0.32 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBX8.DE vs. XDEW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBX8.DE
DBX8.DE Risk / Return Rank: 9393
Overall Rank
DBX8.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DBX8.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
DBX8.DE Omega Ratio Rank: 9191
Omega Ratio Rank
DBX8.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBX8.DE Martin Ratio Rank: 9494
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 7676
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBX8.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Korea UCITS ETF 1C (DBX8.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.


DBX8.DEXDEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.48

1.34

+0.14

Calmar ratioReturn relative to maximum drawdown

6.52

3.93

+2.59

Martin ratioReturn relative to average drawdown

20.02

12.11

+7.90

DBX8.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current DBX8.DE Sharpe Ratio is 3.31, which is higher than the XDEW.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DBX8.DE and XDEW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DBX8.DE vs. XDEW.DE - Drawdown Comparison

The maximum DBX8.DE drawdown since its inception was -72.94%, 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 DBX8.DE and XDEW.DE.


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Drawdown Indicators


DBX8.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.94%

-38.79%

-34.15%

Max Drawdown (1Y)

Largest decline over 1 year

-22.27%

-5.06%

-17.21%

Max Drawdown (3Y)

Largest decline over 3 years

-30.70%

-22.70%

-8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-40.31%

-22.70%

-17.61%

Max Drawdown (10Y)

Largest decline over 10 years

-41.89%

-38.79%

-3.10%

Current Drawdown

Current decline from peak

-22.27%

-0.92%

-21.35%

Average Drawdown

Average peak-to-trough decline

-21.82%

-5.33%

-16.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.27%

1.65%

+5.62%

Volatility

DBX8.DE vs. XDEW.DE - Volatility Comparison

Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a higher volatility of 19.34% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that DBX8.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


DBX8.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.34%

2.73%

+16.61%

Volatility (6M)

Calculated over the trailing 6-month period

39.36%

6.91%

+32.45%

Volatility (1Y)

Calculated over the trailing 1-year period

43.92%

10.64%

+33.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.55%

14.91%

+12.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.77%

16.80%

+8.97%

DBX8.DE vs. XDEW.DE - Expense Ratio Comparison

DBX8.DE has a 0.45% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.


Dividends

DBX8.DE vs. XDEW.DE - Dividend Comparison

Neither DBX8.DE nor XDEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX8.DE and XDEW.DE have a correlation of 0.32, 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 0.45% for DBX8.DE.

DBX8.DE is categorized as South Korea Equities, while XDEW.DE is S&P 500. DBX8.DE tracks MSCI Korea 20/35 Custom, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.45% for DBX8.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

Find the right allocation for DBX8.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.

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