IBCK.DE vs. XDEW.DE
IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - IBCK.DE tracks the S&P 500 Minimum Volatility while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, IBCK.DE returned 9.55%/yr vs 11.04%/yr for XDEW.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
IBCK.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCK.DE achieves a 6.90% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, IBCK.DE has underperformed XDEW.DE with an annualized return of 9.55%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
IBCK.DE
- 1D
- -0.15%
- 1M
- 1.55%
- 6M
- 5.90%
- YTD
- 6.90%
- 1Y
- 12.01%
- 3Y*
- 12.12%
- 5Y*
- 8.95%
- 10Y*
- 9.55%
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%
IBCK.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 6.90% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.86% | -1.49% | 2.29% |
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 IBCK.DE and XDEW.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.86 |
The correlation between IBCK.DE and XDEW.DE has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
IBCK.DE vs. XDEW.DE — Risk / Return Rank
IBCK.DE
XDEW.DE
IBCK.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.
| IBCK.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.91 | -1.56 |
| Martin ratioReturn relative to average drawdown | 7.28 | 12.05 | -4.77 |
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Drawdowns
IBCK.DE vs. XDEW.DE - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.12%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and XDEW.DE.
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Drawdown Indicators
| IBCK.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -38.79% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -5.06% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -22.70% | +5.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | -22.70% | +5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.12% | -38.79% | +5.67% |
Current DrawdownCurrent decline from peak | -1.10% | -0.61% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -5.33% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.65% | 0.00% |
Volatility
IBCK.DE vs. XDEW.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) is 1.97%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.81%. This indicates that IBCK.DE experiences smaller price fluctuations and is considered to be less risky 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
| IBCK.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 2.81% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 6.82% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.57% | 10.43% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.36% | 14.90% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 16.80% | -2.82% |
IBCK.DE vs. XDEW.DE - Expense Ratio Comparison
Both IBCK.DE and XDEW.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IBCK.DE vs. XDEW.DE - Dividend Comparison
Neither IBCK.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCK.DE and XDEW.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IBCK.DE and XDEW.DE have the same expense ratio: 0.20% per year.
IBCK.DE tracks S&P 500 Minimum Volatility, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: iShares and Xtrackers.
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