IMEU.L vs. XDEW.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Europe UCITS Dist (IMEU.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE).

IMEU.L and XDEW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. XDEW.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jun 10, 2014. Both IMEU.L and XDEW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IMEU.L vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe UCITS Dist (IMEU.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

IMEU.L vs. XDEW.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMEU.L iShares MSCI Europe UCITS Dist	1.38%	25.91%	3.88%	12.93%	-3.41%	17.08%	2.35%	19.69%	-9.29%	14.78%
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C	1.76%	4.72%	13.48%	7.89%	-1.84%	31.60%	6.89%	24.42%	-3.18%	8.44%

Different Trading Currencies

IMEU.L is traded in GBp, while XDEW.DE is traded in EUR. To make them comparable, the XDEW.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IMEU.L achieves a 1.38% return, which is significantly lower than XDEW.DE's 1.76% return. Over the past 10 years, IMEU.L has underperformed XDEW.DE with an annualized return of 9.93%, while XDEW.DE has yielded a comparatively higher 11.70% annualized return.

IMEU.L

• 1D: 2.26%
• 1M: -4.17%
• YTD: 1.38%
• 6M: 6.53%
• 1Y: 18.08%
• 3Y*: 11.82%
• 5Y*: 10.42%
• 10Y*: 9.93%

XDEW.DE

• 1D: 1.21%
• 1M: -3.73%
• YTD: 1.76%
• 6M: 3.97%
• 1Y: 10.23%
• 3Y*: 9.27%
• 5Y*: 8.63%
• 10Y*: 11.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IMEU.L vs. XDEW.DE - Expense Ratio Comparison

IMEU.L has a 1.00% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.

IMEU.L

iShares MSCI Europe UCITS Dist

XDEW.DE

Xtrackers S&P 500 Equal Weight UCITS ETF 1C

Return for Risk

IMEU.L vs. XDEW.DE — Risk / Return Rank

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

IMEU.L

IMEU.L Risk / Return Rank: 68
IMEU.L Sharpe Ratio Rank: 72
IMEU.L Sortino Ratio Rank: 68
IMEU.L Omega Ratio Rank: 70
IMEU.L Calmar Ratio Rank: 66
IMEU.L Martin Ratio Rank: 63

XDEW.DE

XDEW.DE Risk / Return Rank: 22
XDEW.DE Sharpe Ratio Rank: 20
XDEW.DE Sortino Ratio Rank: 19
XDEW.DE Omega Ratio Rank: 20
XDEW.DE Calmar Ratio Rank: 23
XDEW.DE Martin Ratio Rank: 26

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.

IMEU.L vs. XDEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (IMEU.L) 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.

	IMEU.L	XDEW.DE	Difference
Sharpe ratio Return per unit of total volatility	1.34	0.66	+0.68
Sortino ratio Return per unit of downside risk	1.76	0.96	+0.79
Omega ratio Gain probability vs. loss probability	1.27	1.15	+0.13
Calmar ratio Return relative to maximum drawdown	1.74	1.19	+0.56
Martin ratio Return relative to average drawdown	6.72	4.87	+1.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMEU.L vs. XDEW.DE - Sharpe Ratio Comparison

The current IMEU.L Sharpe Ratio is 1.34, which is higher than the XDEW.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of IMEU.L and XDEW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IMEU.L	XDEW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	0.66	+0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.59	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.70	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.71	-0.35

Correlation

The correlation between IMEU.L and XDEW.DE is 0.66, 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

IMEU.L vs. XDEW.DE - Dividend Comparison

IMEU.L's dividend yield for the trailing twelve months is around 2.48%, while XDEW.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMEU.L iShares MSCI Europe UCITS Dist	2.48%	2.49%	2.95%	2.86%	2.80%	2.30%	2.04%	3.19%	3.19%	2.60%	2.76%	2.58%
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IMEU.L vs. XDEW.DE - Drawdown Comparison

The maximum IMEU.L drawdown since its inception was -44.39%, which is greater than XDEW.DE's maximum drawdown of -31.95%. Use the drawdown chart below to compare losses from any high point for IMEU.L and XDEW.DE.

Drawdown Indicators

	IMEU.L	XDEW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-44.39%	-38.79%	-5.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.59%	-14.61%	+4.02%
Max Drawdown (5Y) Largest decline over 5 years	-15.85%	-22.70%	+6.85%
Max Drawdown (10Y) Largest decline over 10 years	-28.71%	-38.79%	+10.08%
Current Drawdown Current decline from peak	-6.25%	-4.83%	-1.42%
Average Drawdown Average peak-to-trough decline	-6.58%	-5.44%	-1.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	2.42%	+0.33%

Volatility

IMEU.L vs. XDEW.DE - Volatility Comparison

iShares MSCI Europe UCITS Dist (IMEU.L) has a higher volatility of 5.75% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 3.50%. This indicates that IMEU.L'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.

Volatility by Period

	IMEU.L	XDEW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.75%	3.50%	+2.25%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	7.51%	+1.69%
Volatility (1Y) Calculated over the trailing 1-year period	13.48%	15.42%	-1.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.67%	14.59%	-0.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	16.62%	-1.82%