DXSE.DE vs. XDEW.DE
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - DXSE.DE is a Health & Biotech Equities fund tracking the MSCI Europe Health Care ESG Screened 20-35, 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, DXSE.DE returned 6.20%/yr vs 11.05%/yr for XDEW.DE. At a 0.50 correlation, their price movements are largely independent. DXSE.DE charges 0.17%/yr vs 0.20%/yr for XDEW.DE.
Performance
DXSE.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSE.DE achieves a 1.24% return, which is significantly lower than XDEW.DE's 14.15% return. Over the past 10 years, DXSE.DE has underperformed XDEW.DE with an annualized return of 6.20%, while XDEW.DE has yielded a comparatively higher 11.05% annualized return.
DXSE.DE
- 1D
- 1.11%
- 1M
- 2.35%
- 6M
- -3.30%
- YTD
- 1.24%
- 1Y
- 12.89%
- 3Y*
- 5.50%
- 5Y*
- 4.69%
- 10Y*
- 6.20%
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%
DXSE.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSE.DE Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C | 1.24% | 4.97% | 4.52% | 9.56% | -5.75% | 25.75% | -1.94% | 32.90% | -1.01% | 4.42% |
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 DXSE.DE and XDEW.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.50 |
The correlation between DXSE.DE and XDEW.DE shifts across timeframes, from 0.34 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSE.DE vs. XDEW.DE — Risk / Return Rank
DXSE.DE
XDEW.DE
DXSE.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.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.
| DXSE.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.34 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 3.93 | -2.92 |
| Martin ratioReturn relative to average drawdown | 2.39 | 12.11 | -9.72 |
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Drawdowns
DXSE.DE vs. XDEW.DE - Drawdown Comparison
The maximum DXSE.DE drawdown since its inception was -35.26%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for DXSE.DE and XDEW.DE.
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Drawdown Indicators
| DXSE.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.26% | -38.79% | +3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -5.06% | -7.61% |
Max Drawdown (3Y)Largest decline over 3 years | -28.10% | -22.70% | -5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | -22.70% | -5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -28.10% | -38.79% | +10.69% |
Current DrawdownCurrent decline from peak | -11.08% | -0.92% | -10.16% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -5.33% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 1.65% | +3.73% |
Volatility
DXSE.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) has a higher volatility of 6.40% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that DXSE.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
| DXSE.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 2.73% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 6.91% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 10.64% | +7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 14.91% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 16.80% | -0.77% |
DXSE.DE vs. XDEW.DE - Expense Ratio Comparison
DXSE.DE has a 0.17% 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
DXSE.DE vs. XDEW.DE - Dividend Comparison
Neither DXSE.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSE.DE and XDEW.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSE.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSE.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XDEW.DE.
DXSE.DE is categorized as Health & Biotech Equities, while XDEW.DE is S&P 500. DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.17% for DXSE.DE and 0.20% for XDEW.DE.
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