DXSL.DE vs. XDEW.DE
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - DXSL.DE is a Industrials Equities fund tracking the MSCI Europe Industrials 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, DXSL.DE returned 11.20%/yr vs 11.15%/yr for XDEW.DE. A 0.68 correlation means they provide meaningful diversification when combined. DXSL.DE charges 0.17%/yr vs 0.20%/yr for XDEW.DE.
Performance
DXSL.DE vs. XDEW.DE - Performance Comparison
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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%
DXSL.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
DXSL.DE
XDEW.DE
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.DE | XDEW.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.55% | 0.00% | -4.55% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -5.34% | -5.23% |
Ulcer IndexDepth 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.DE | XDEW.DE | Difference | |
|---|---|---|---|
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.
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.
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