DBXF.DE vs. XDEW.DE
DBXF.DE (Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - DBXF.DE is a Government Bonds fund tracking the iBoxx EUR Eurozone 15-30 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, DBXF.DE returned -2.61%/yr vs 11.04%/yr for XDEW.DE. At a correlation of -0.01, they often move in opposite directions. DBXF.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
DBXF.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXF.DE achieves a -0.97% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, DBXF.DE has underperformed XDEW.DE with an annualized return of -2.61%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
DBXF.DE
- 1D
- 0.36%
- 1M
- -2.82%
- 6M
- -2.28%
- YTD
- -0.97%
- 1Y
- -2.12%
- 3Y*
- -0.75%
- 5Y*
- -8.03%
- 10Y*
- -2.61%
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%
DBXF.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXF.DE Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) | -0.97% | -5.38% | -0.73% | 9.69% | -34.17% | -6.47% | 11.63% | 15.76% | 3.26% | -1.52% |
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 DBXF.DE and XDEW.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | -0.01 |
The correlation between DBXF.DE and XDEW.DE shifts across timeframes, from -0.01 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DBXF.DE vs. XDEW.DE — Risk / Return Rank
DBXF.DE
XDEW.DE
DBXF.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.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.
| DBXF.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.35 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 3.91 | -4.26 |
| Martin ratioReturn relative to average drawdown | -0.70 | 12.05 | -12.75 |
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Drawdowns
DBXF.DE vs. XDEW.DE - Drawdown Comparison
The maximum DBXF.DE drawdown since its inception was -43.47%, 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 DBXF.DE and XDEW.DE.
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Drawdown Indicators
| DBXF.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.47% | -38.79% | -4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -5.06% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.81% | -22.70% | +10.89% |
Max Drawdown (5Y)Largest decline over 5 years | -41.93% | -22.70% | -19.23% |
Max Drawdown (10Y)Largest decline over 10 years | -43.47% | -38.79% | -4.68% |
Current DrawdownCurrent decline from peak | -37.70% | -0.61% | -37.09% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -5.33% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.65% | +1.35% |
Volatility
DBXF.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) is 2.07%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.81%. This indicates that DBXF.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
| DBXF.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.07% | 2.81% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.15% | 6.82% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.24% | 10.43% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 14.90% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.46% | 16.80% | -5.34% |
DBXF.DE vs. XDEW.DE - Expense Ratio Comparison
DBXF.DE has a 0.15% 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
DBXF.DE vs. XDEW.DE - Dividend Comparison
Neither DBXF.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXF.DE and XDEW.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXF.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XDEW.DE.
DBXF.DE is categorized as Government Bonds, while XDEW.DE is S&P 500. DBXF.DE tracks iBoxx EUR Eurozone 15-30 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.15% for DBXF.DE and 0.20% for XDEW.DE.
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