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

Performance

DXSL.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.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, DXSL.DE achieves a 9.49% return, which is significantly lower than XDEW.DE's 15.20% return. Both investments have delivered pretty close results over the past 10 years, with DXSL.DE having a 11.20% annualized return and XDEW.DE not far behind at 11.15%.


DXSL.DE

1D
-0.49%
1M
1.48%
6M
5.16%
YTD
9.49%
1Y
15.10%
3Y*
14.45%
5Y*
8.46%
10Y*
11.20%

XDEW.DE

1D
0.59%
1M
3.39%
6M
12.16%
YTD
15.20%
1Y
21.25%
3Y*
13.22%
5Y*
9.60%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DXSL.DE
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
9.49%15.36%9.82%24.09%-19.61%29.29%6.12%36.96%-13.91%17.04%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
15.20%-0.46%18.66%10.08%-6.94%41.59%1.18%31.27%-4.53%4.00%

Correlation

The correlation between DXSL.DE and XDEW.DE is 0.52, 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

0.52

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

0.54

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

0.62

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

0.68

The correlation between DXSL.DE and XDEW.DE shifts across timeframes, from 0.52 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

DXSL.DE
DXSL.DE Risk / Return Rank: 2828
Overall Rank
DXSL.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DXSL.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
DXSL.DE Omega Ratio Rank: 2525
Omega Ratio Rank
DXSL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
DXSL.DE Martin Ratio Rank: 3333
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 8181
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7878
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.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.


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

-1.24

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.15

1.36

-0.21

Calmar ratioReturn relative to maximum drawdown

1.14

4.18

-3.04

Martin ratioReturn relative to average drawdown

3.95

12.86

-8.91

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

The current DXSL.DE Sharpe Ratio is 0.76, which is lower than the XDEW.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of DXSL.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

DXSL.DE vs. XDEW.DE - Drawdown Comparison

The maximum DXSL.DE drawdown since its inception was -58.54%, 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 DXSL.DE and XDEW.DE.


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Drawdown Indicators


DXSL.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.54%

-38.79%

-19.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-5.06%

-8.15%

Max Drawdown (3Y)

Largest decline over 3 years

-20.06%

-22.70%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-31.06%

-22.70%

-8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

-38.79%

-3.13%

Current Drawdown

Current decline from peak

-4.55%

0.00%

-4.55%

Average Drawdown

Average peak-to-trough decline

-10.57%

-5.34%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

1.65%

+2.17%

Volatility

DXSL.DE vs. XDEW.DE - Volatility Comparison

Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) has a higher volatility of 5.78% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.61%. This indicates that DXSL.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


DXSL.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

2.61%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

16.48%

6.90%

+9.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.80%

10.62%

+9.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

14.90%

+4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

16.80%

+2.52%

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

DXSL.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

DXSL.DE vs. XDEW.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DXSL.DE and XDEW.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XDEW.DE.

DXSL.DE is categorized as Industrials Equities, while XDEW.DE is S&P 500. DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.17% for DXSL.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

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