SGL.DE vs. XDEW.DE
SGL.DE (SGL Carbon SE) is a stock, while XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) is S&P 500 fund tracking the S&P 500 Equal Weight Index. Over the past 10 years, SGL.DE returned -7.18%/yr vs 11.25%/yr for XDEW.DE. At a 0.39 correlation, their price movements are largely independent.
Performance
SGL.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGL.DE achieves a 66.13% return, which is significantly higher than XDEW.DE's 10.39% return. Over the past 10 years, SGL.DE has underperformed XDEW.DE with an annualized return of -7.18%, while XDEW.DE has yielded a comparatively higher 11.25% annualized return.
SGL.DE
- 1D
- -3.53%
- 1M
- 14.54%
- YTD
- 66.13%
- 6M
- 78.39%
- 1Y
- 37.93%
- 3Y*
- -15.42%
- 5Y*
- -6.71%
- 10Y*
- -7.18%
XDEW.DE
- 1D
- 0.30%
- 1M
- 4.50%
- YTD
- 10.39%
- 6M
- 10.99%
- 1Y
- 17.83%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
SGL.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGL.DE SGL Carbon SE | 66.13% | -21.75% | -38.56% | -6.06% | -9.88% | 113.91% | -24.16% | -22.23% | -46.49% | 36.24% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.25% | -4.52% | 4.00% |
Correlation
The correlation between SGL.DE and XDEW.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.39 |
The correlation between SGL.DE and XDEW.DE shifts across timeframes, from 0.22 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGL.DE vs. XDEW.DE — Risk / Return Rank
SGL.DE
XDEW.DE
SGL.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGL Carbon SE (SGL.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.
| SGL.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.51 | -2.41 |
| Martin ratioReturn relative to average drawdown | 2.21 | 10.36 | -8.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGL.DE | XDEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.66 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.61 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.66 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.68 | -0.76 |
Drawdowns
SGL.DE vs. XDEW.DE - Drawdown Comparison
The maximum SGL.DE drawdown since its inception was -97.48%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for SGL.DE and XDEW.DE.
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Drawdown Indicators
| SGL.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.48% | -38.79% | -58.69% |
Max Drawdown (1Y)Largest decline over 1 year | -34.43% | -5.06% | -29.37% |
Max Drawdown (3Y)Largest decline over 3 years | -70.57% | -22.70% | -47.87% |
Max Drawdown (5Y)Largest decline over 5 years | -75.97% | -22.70% | -53.27% |
Max Drawdown (10Y)Largest decline over 10 years | -84.52% | -38.79% | -45.73% |
Current DrawdownCurrent decline from peak | -94.12% | 0.00% | -94.12% |
Average DrawdownAverage peak-to-trough decline | -73.71% | -5.39% | -68.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.09% | 1.72% | +15.37% |
Volatility
SGL.DE vs. XDEW.DE - Volatility Comparison
SGL Carbon SE (SGL.DE) has a higher volatility of 17.91% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.06%. This indicates that SGL.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
| SGL.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.91% | 2.06% | +15.85% |
Volatility (6M)Calculated over the trailing 6-month period | 39.38% | 6.75% | +32.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.05% | 10.70% | +36.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.39% | 14.89% | +28.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.47% | 16.86% | +28.61% |
Dividends
SGL.DE vs. XDEW.DE - Dividend Comparison
Neither SGL.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
SGL.DE and XDEW.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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