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

Performance

IBCK.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

IBCK.DE
IBCK.DE Risk / Return Rank: 5454
Overall Rank
IBCK.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBCK.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCK.DE Omega Ratio Rank: 5151
Omega Ratio Rank
IBCK.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
IBCK.DE Martin Ratio Rank: 5454
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 7979
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7474
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8181
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.

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.DEXDEW.DEDifference
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

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

The current IBCK.DE Sharpe Ratio is 1.42, which is comparable to the XDEW.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of IBCK.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

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.DEXDEW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.10%

-0.61%

-0.49%

Average Drawdown

Average peak-to-trough decline

-6.50%

-5.33%

-1.17%

Ulcer Index

Depth 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.DEXDEW.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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