DXSK.DE vs. XDEW.DE
DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - DXSK.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Staples 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, DXSK.DE returned 2.44%/yr vs 11.04%/yr for XDEW.DE. A 0.53 correlation means they provide meaningful diversification when combined. DXSK.DE charges 0.17%/yr vs 0.20%/yr for XDEW.DE.
Performance
DXSK.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSK.DE achieves a 8.14% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, DXSK.DE has underperformed XDEW.DE with an annualized return of 2.44%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
DXSK.DE
- 1D
- 0.71%
- 1M
- 6.55%
- 6M
- 4.65%
- YTD
- 8.14%
- 1Y
- 5.04%
- 3Y*
- -2.02%
- 5Y*
- -1.40%
- 10Y*
- 2.44%
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%
DXSK.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | 8.14% | -1.90% | -8.81% | 1.36% | -10.89% | 20.71% | -6.08% | 29.68% | -7.36% | 12.63% |
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 DXSK.DE and XDEW.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
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 | 0.53 |
The correlation between DXSK.DE and XDEW.DE shifts across timeframes, from 0.35 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSK.DE vs. XDEW.DE — Risk / Return Rank
DXSK.DE
XDEW.DE
DXSK.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.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.
| DXSK.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.35 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 3.91 | -3.61 |
| Martin ratioReturn relative to average drawdown | 0.62 | 12.05 | -11.43 |
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Drawdowns
DXSK.DE vs. XDEW.DE - Drawdown Comparison
The maximum DXSK.DE drawdown since its inception was -39.67%, roughly equal to the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for DXSK.DE and XDEW.DE.
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Drawdown Indicators
| DXSK.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -38.79% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -16.96% | -5.06% | -11.90% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | -22.70% | +3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -22.70% | -1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -29.70% | -38.79% | +9.09% |
Current DrawdownCurrent decline from peak | -13.82% | -0.61% | -13.21% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -5.33% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 1.65% | +6.52% |
Volatility
DXSK.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) has a higher volatility of 5.26% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that DXSK.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
| DXSK.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 2.81% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 6.82% | +6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.15% | 10.43% | +5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 14.90% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 16.80% | -2.42% |
DXSK.DE vs. XDEW.DE - Expense Ratio Comparison
DXSK.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
DXSK.DE vs. XDEW.DE - Dividend Comparison
Neither DXSK.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSK.DE and XDEW.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSK.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSK.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XDEW.DE.
DXSK.DE is categorized as Consumer Staples Equities, while XDEW.DE is S&P 500. DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.17% for DXSK.DE and 0.20% for XDEW.DE.
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