H1D5.DE vs. XDEW.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - H1D5.DE tracks the S&P 500 Index (EUR Hedged) while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, H1D5.DE returned 12.23%/yr vs 11.04%/yr for XDEW.DE. A 0.76 correlation means they provide meaningful diversification when combined. H1D5.DE charges 0.28%/yr vs 0.20%/yr for XDEW.DE.
Performance
H1D5.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.28% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, H1D5.DE has outperformed XDEW.DE with an annualized return of 12.23%, while XDEW.DE has yielded a comparatively lower 11.04% annualized return.
H1D5.DE
- 1D
- -1.25%
- 1M
- -0.69%
- 6M
- 6.60%
- YTD
- 7.28%
- 1Y
- 16.97%
- 3Y*
- 16.78%
- 5Y*
- 10.07%
- 10Y*
- 12.23%
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%
H1D5.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.28% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -8.35% | 19.09% |
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 H1D5.DE and XDEW.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.76 |
Over the past year, the correlation between H1D5.DE and XDEW.DE has dropped to 0.55 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
H1D5.DE vs. XDEW.DE — Risk / Return Rank
H1D5.DE
XDEW.DE
H1D5.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.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.
| H1D5.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.35 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.91 | -1.96 |
| Martin ratioReturn relative to average drawdown | 7.79 | 12.05 | -4.26 |
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Drawdowns
H1D5.DE vs. XDEW.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and XDEW.DE.
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Drawdown Indicators
| H1D5.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -38.79% | +4.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -5.06% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -22.70% | +4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -22.70% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | -38.79% | +4.82% |
Current DrawdownCurrent decline from peak | -2.03% | -0.61% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -5.33% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.65% | +0.53% |
Volatility
H1D5.DE vs. XDEW.DE - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) has a higher volatility of 3.00% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that H1D5.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
| H1D5.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 2.81% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 6.82% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 10.43% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 14.90% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 16.80% | -0.68% |
H1D5.DE vs. XDEW.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
H1D5.DE vs. XDEW.DE - Dividend Comparison
Neither H1D5.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and XDEW.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.28% for H1D5.DE.
H1D5.DE tracks S&P 500 Index (EUR Hedged), while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.28% for H1D5.DE and 0.20% for XDEW.DE.
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