S5SD.DE vs. XDEW.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - S5SD.DE tracks the S&P 500 Index while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 5 years, S5SD.DE returned 14.27%/yr vs 9.45%/yr for XDEW.DE. Their correlation of 0.83 suggests significant overlap in exposure. S5SD.DE charges 0.12%/yr vs 0.20%/yr for XDEW.DE.
Performance
S5SD.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S5SD.DE achieves a 12.52% return, which is significantly lower than XDEW.DE's 14.15% return.
S5SD.DE
- 1D
- 0.00%
- 1M
- 0.40%
- 6M
- 11.63%
- YTD
- 12.52%
- 1Y
- 25.34%
- 3Y*
- 18.92%
- 5Y*
- 14.27%
- 10Y*
- —
XDEW.DE
- 1D
- -0.02%
- 1M
- 1.80%
- 6M
- 10.18%
- YTD
- 14.15%
- 1Y
- 19.97%
- 3Y*
- 12.88%
- 5Y*
- 9.45%
- 10Y*
- 11.05%
S5SD.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 12.52% | 5.36% | 31.08% | 24.04% | -13.92% | 43.65% | 8.35% | 6.48% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.15% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 14.72% |
Correlation
The correlation between S5SD.DE and XDEW.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.83 |
The correlation between S5SD.DE and XDEW.DE shifts across timeframes, from 0.66 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
S5SD.DE vs. XDEW.DE — Risk / Return Rank
S5SD.DE
XDEW.DE
S5SD.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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.
| S5SD.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.93 | -0.29 |
| Martin ratioReturn relative to average drawdown | 13.98 | 12.11 | +1.86 |
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Drawdowns
S5SD.DE vs. XDEW.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.99%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and XDEW.DE.
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Drawdown Indicators
| S5SD.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.99% | -38.79% | +5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -5.06% | -1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -23.43% | -22.70% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -22.70% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.92% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -5.33% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.65% | +0.16% |
Volatility
S5SD.DE vs. XDEW.DE - Volatility Comparison
The current volatility for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) is 2.49%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.73%. This indicates that S5SD.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
| S5SD.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.73% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 6.91% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 10.64% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 14.91% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 16.80% | +0.64% |
S5SD.DE vs. XDEW.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% 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
S5SD.DE vs. XDEW.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.73%, while XDEW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
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% |
Frequently Asked Questions
S5SD.DE and XDEW.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XDEW.DE.
S5SD.DE tracks S&P 500 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.12% for S5SD.DE and 0.20% for XDEW.DE.
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