IS31.DE vs. XDPD.DE
IS31.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)) and XDPD.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist)) are both S&P 500 funds - IS31.DE tracks the S&P 500 Minimum Volatility Index (EUR Hedged) while XDPD.DE tracks the S&P 500 Index (EUR Hedged). Both are passively managed. Over the past 5 years, IS31.DE returned 5.70%/yr vs 9.97%/yr for XDPD.DE. Their correlation of 0.87 suggests significant overlap in exposure. IS31.DE charges 0.25%/yr vs 0.20%/yr for XDPD.DE.
Performance
IS31.DE vs. XDPD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS31.DE achieves a 2.76% return, which is significantly lower than XDPD.DE's 7.31% return.
IS31.DE
- 1D
- -0.37%
- 1M
- 0.00%
- 6M
- 3.26%
- YTD
- 2.76%
- 1Y
- 8.02%
- 3Y*
- 10.50%
- 5Y*
- 5.70%
- 10Y*
- —
XDPD.DE
- 1D
- -1.20%
- 1M
- -0.62%
- 6M
- 6.62%
- YTD
- 7.31%
- 1Y
- 17.00%
- 3Y*
- 16.76%
- 5Y*
- 9.97%
- 10Y*
- —
IS31.DE vs. XDPD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS31.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.76% | 9.27% | 16.79% | 6.75% | -14.54% | 23.93% | 5.67% | 27.41% | -7.69% |
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 7.31% | 15.06% | 22.79% | 23.30% | -21.97% | 28.50% | 15.04% | 27.19% | -9.26% |
Correlation
The correlation between IS31.DE and XDPD.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.87 |
The correlation between IS31.DE and XDPD.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
IS31.DE vs. XDPD.DE — Risk / Return Rank
IS31.DE
XDPD.DE
IS31.DE vs. XDPD.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 EUR Hedged (Acc) (IS31.DE) and Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.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.
| IS31.DE | XDPD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.95 | -0.75 |
| Martin ratioReturn relative to average drawdown | 4.57 | 7.76 | -3.19 |
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Drawdowns
IS31.DE vs. XDPD.DE - Drawdown Comparison
The maximum IS31.DE drawdown since its inception was -33.66%, roughly equal to the maximum XDPD.DE drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for IS31.DE and XDPD.DE.
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Drawdown Indicators
| IS31.DE | XDPD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -34.14% | +0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -8.67% | +2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -18.51% | +5.95% |
Max Drawdown (5Y)Largest decline over 5 years | -20.75% | -26.18% | +5.43% |
Current DrawdownCurrent decline from peak | -0.83% | -1.98% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -5.83% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.18% | -0.43% |
Volatility
IS31.DE vs. XDPD.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) is 1.94%, while Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.DE) has a volatility of 3.00%. This indicates that IS31.DE experiences smaller price fluctuations and is considered to be less risky than XDPD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS31.DE | XDPD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 3.00% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 9.22% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.69% | 12.12% | -3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 16.05% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.36% | 17.66% | -3.30% |
IS31.DE vs. XDPD.DE - Expense Ratio Comparison
IS31.DE has a 0.25% expense ratio, which is higher than XDPD.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IS31.DE vs. XDPD.DE - Dividend Comparison
IS31.DE has not paid dividends to shareholders, while XDPD.DE's dividend yield for the trailing twelve months is around 0.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IS31.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 0.71% | 0.80% | 0.89% | 1.04% | 1.91% | 0.85% | 1.43% |
Frequently Asked Questions
IS31.DE and XDPD.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDPD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDPD.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for IS31.DE.
IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged), while XDPD.DE tracks S&P 500 Index (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for IS31.DE and 0.20% for XDPD.DE.
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