DBXD.DE vs. XDEW.DE
DBXD.DE (Xtrackers DAX UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - DBXD.DE is a Europe Equities fund tracking the DAX®, 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, DBXD.DE returned 9.02%/yr vs 11.05%/yr for XDEW.DE. A 0.66 correlation means they provide meaningful diversification when combined. DBXD.DE charges 0.09%/yr vs 0.20%/yr for XDEW.DE.
Performance
DBXD.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXD.DE achieves a 1.61% return, which is significantly lower than XDEW.DE's 14.15% return. Over the past 10 years, DBXD.DE has underperformed XDEW.DE with an annualized return of 9.02%, while XDEW.DE has yielded a comparatively higher 11.05% annualized return.
DBXD.DE
- 1D
- -0.47%
- 1M
- 0.43%
- 6M
- -1.52%
- YTD
- 1.61%
- 1Y
- 3.46%
- 3Y*
- 15.26%
- 5Y*
- 9.43%
- 10Y*
- 9.02%
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%
DBXD.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXD.DE Xtrackers DAX UCITS ETF 1C | 1.61% | 22.65% | 18.18% | 19.60% | -12.74% | 15.26% | 3.11% | 24.69% | -18.52% | 12.12% |
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 DBXD.DE and XDEW.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.66 |
The correlation between DBXD.DE and XDEW.DE shifts across timeframes, from 0.52 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DBXD.DE vs. XDEW.DE — Risk / Return Rank
DBXD.DE
XDEW.DE
DBXD.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (DBXD.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.
| DBXD.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.34 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 3.93 | -3.65 |
| Martin ratioReturn relative to average drawdown | 0.88 | 12.11 | -11.24 |
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Drawdowns
DBXD.DE vs. XDEW.DE - Drawdown Comparison
The maximum DBXD.DE drawdown since its inception was -54.83%, 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 DBXD.DE and XDEW.DE.
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Drawdown Indicators
| DBXD.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.83% | -38.79% | -16.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -5.06% | -7.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -22.70% | +6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -22.70% | -4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -38.83% | -38.79% | -0.04% |
Current DrawdownCurrent decline from peak | -3.15% | -0.92% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -5.33% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 1.65% | +2.29% |
Volatility
DBXD.DE vs. XDEW.DE - Volatility Comparison
Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a higher volatility of 4.64% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that DBXD.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
| DBXD.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 2.73% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 6.91% | +6.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 10.64% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 14.91% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 16.80% | +1.30% |
DBXD.DE vs. XDEW.DE - Expense Ratio Comparison
DBXD.DE has a 0.09% 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
DBXD.DE vs. XDEW.DE - Dividend Comparison
Neither DBXD.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXD.DE and XDEW.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXD.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for XDEW.DE.
DBXD.DE is categorized as Europe Equities, while XDEW.DE is S&P 500. DBXD.DE tracks DAX®, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.09% for DBXD.DE and 0.20% for XDEW.DE.
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