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P500.DE vs. XDEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

P500.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF (P500.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, P500.DE achieves a 11.87% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, P500.DE has outperformed XDEW.DE with an annualized return of 14.54%, while XDEW.DE has yielded a comparatively lower 11.04% annualized return.


P500.DE

1D
-1.21%
1M
0.77%
6M
9.53%
YTD
11.87%
1Y
21.63%
3Y*
18.82%
5Y*
13.68%
10Y*
14.54%

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)

P500.DE vs. XDEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
P500.DE
Invesco S&P 500 UCITS ETF
11.87%4.83%32.66%22.56%-14.02%41.17%6.99%34.95%-1.01%6.74%
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 P500.DE and XDEW.DE is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.89

Over the past year, the correlation between P500.DE and XDEW.DE has dropped to 0.67 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

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Return for Risk

P500.DE vs. XDEW.DE — Risk / Return Rank

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

P500.DE
P500.DE Risk / Return Rank: 7373
Overall Rank
P500.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
P500.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
P500.DE Omega Ratio Rank: 7272
Omega Ratio Rank
P500.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
P500.DE Martin Ratio Rank: 7575
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.

P500.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (P500.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.


P500.DEXDEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

3.04

3.91

-0.87

Martin ratioReturn relative to average drawdown

10.75

12.05

-1.30

P500.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current P500.DE Sharpe Ratio is 1.85, which is comparable to the XDEW.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of P500.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

P500.DE vs. XDEW.DE - Drawdown Comparison

The maximum P500.DE drawdown since its inception was -33.85%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for P500.DE and XDEW.DE.


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Drawdown Indicators


P500.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-38.79%

+4.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-5.06%

-2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-22.70%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

-22.70%

-0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-38.79%

+4.94%

Current Drawdown

Current decline from peak

-1.36%

-0.61%

-0.75%

Average Drawdown

Average peak-to-trough decline

-3.84%

-5.33%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.65%

+0.36%

Volatility

P500.DE vs. XDEW.DE - Volatility Comparison

Invesco S&P 500 UCITS ETF (P500.DE) has a higher volatility of 2.98% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that P500.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


P500.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

2.81%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

6.82%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

10.43%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

14.90%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

16.80%

-0.73%

P500.DE vs. XDEW.DE - Expense Ratio Comparison

P500.DE has a 0.05% expense ratio, which is lower than XDEW.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

P500.DE vs. XDEW.DE - Dividend Comparison

Neither P500.DE nor XDEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


P500.DE and XDEW.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, P500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

P500.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for XDEW.DE.

P500.DE tracks S&P 500 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.05% for P500.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

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