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EWSP.L vs. XDN0.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWSP.L vs. XDN0.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) and Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L). The values are adjusted to include any dividend payments, if applicable.

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EWSP.L vs. XDN0.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
EWSP.L
iShares S&P 500 Equal Weight UCITS ETF USD (Acc)
1.38%3.96%14.13%7.72%-1.67%
XDN0.L
Xtrackers MSCI Nordic UCITS ETF 1D
1.25%12.19%-5.68%14.11%4.27%
Different Trading Currencies

EWSP.L is traded in GBP, while XDN0.L is traded in GBp. To make them comparable, the XDN0.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EWSP.L achieves a 1.38% return, which is significantly higher than XDN0.L's 1.25% return.


EWSP.L

1D
0.86%
1M
-4.30%
YTD
1.38%
6M
3.57%
1Y
9.71%
3Y*
9.13%
5Y*
10Y*

XDN0.L

1D
2.25%
1M
-2.25%
YTD
1.25%
6M
6.31%
1Y
11.75%
3Y*
5.47%
5Y*
5.90%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWSP.L vs. XDN0.L - Expense Ratio Comparison

EWSP.L has a 0.20% expense ratio, which is lower than XDN0.L's 0.30% expense ratio.


Return for Risk

EWSP.L vs. XDN0.L — Risk / Return Rank

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

EWSP.L
EWSP.L Risk / Return Rank: 3939
Overall Rank
EWSP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EWSP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
EWSP.L Omega Ratio Rank: 3333
Omega Ratio Rank
EWSP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
EWSP.L Martin Ratio Rank: 4545
Martin Ratio Rank

XDN0.L
XDN0.L Risk / Return Rank: 3434
Overall Rank
XDN0.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XDN0.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XDN0.L Omega Ratio Rank: 3030
Omega Ratio Rank
XDN0.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
XDN0.L Martin Ratio Rank: 3636
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.

EWSP.L vs. XDN0.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) and Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L). 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.


EWSP.LXDN0.LDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.68

-0.01

Sortino ratio

Return per unit of downside risk

0.98

1.00

-0.02

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

1.36

1.12

+0.24

Martin ratio

Return relative to average drawdown

4.49

3.54

+0.95

EWSP.L vs. XDN0.L - Sharpe Ratio Comparison

The current EWSP.L Sharpe Ratio is 0.67, which is comparable to the XDN0.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of EWSP.L and XDN0.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EWSP.LXDN0.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.68

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.60

-0.09

Correlation

The correlation between EWSP.L and XDN0.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EWSP.L vs. XDN0.L - Dividend Comparison

EWSP.L has not paid dividends to shareholders, while XDN0.L's dividend yield for the trailing twelve months is around 2.66%.


TTM2025202420232022202120202019201820172016
EWSP.L
iShares S&P 500 Equal Weight UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDN0.L
Xtrackers MSCI Nordic UCITS ETF 1D
2.66%2.80%2.83%2.51%4.53%1.09%4.82%4.18%1.05%2.34%1.52%

Drawdowns

EWSP.L vs. XDN0.L - Drawdown Comparison

The maximum EWSP.L drawdown since its inception was -19.59%, smaller than the maximum XDN0.L drawdown of -24.85%. Use the drawdown chart below to compare losses from any high point for EWSP.L and XDN0.L.


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Drawdown Indicators


EWSP.LXDN0.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.59%

-24.85%

+5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-10.92%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

Max Drawdown (10Y)

Largest decline over 10 years

-24.85%

Current Drawdown

Current decline from peak

-4.30%

-5.08%

+0.78%

Average Drawdown

Average peak-to-trough decline

-4.84%

-6.19%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.63%

-1.54%

Volatility

EWSP.L vs. XDN0.L - Volatility Comparison

The current volatility for iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) is 3.44%, while Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L) has a volatility of 5.82%. This indicates that EWSP.L experiences smaller price fluctuations and is considered to be less risky than XDN0.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWSP.LXDN0.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

5.82%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

11.01%

-3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.36%

17.29%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

17.39%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

18.31%

-4.89%