XB4F.DE vs. XDEW.DE
XB4F.DE (Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XB4F.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate SRI PAB, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, XB4F.DE returned 0.83%/yr vs 11.04%/yr for XDEW.DE. At a 0.19 correlation, their price movements are largely independent. XB4F.DE charges 0.16%/yr vs 0.20%/yr for XDEW.DE.
Performance
XB4F.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XB4F.DE achieves a 0.35% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, XB4F.DE has underperformed XDEW.DE with an annualized return of 0.83%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
XB4F.DE
- 1D
- 0.04%
- 1M
- -0.46%
- 6M
- -0.05%
- YTD
- 0.35%
- 1Y
- 1.07%
- 3Y*
- 4.08%
- 5Y*
- -0.19%
- 10Y*
- 0.83%
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%
XB4F.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XB4F.DE Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF | 0.35% | 2.84% | 4.19% | 7.30% | -13.32% | -1.08% | 2.40% | 6.10% | -1.71% | 2.90% |
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 XB4F.DE and XDEW.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.19 |
The correlation between XB4F.DE and XDEW.DE shifts across timeframes, from 0.19 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XB4F.DE vs. XDEW.DE — Risk / Return Rank
XB4F.DE
XDEW.DE
XB4F.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.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.
| XB4F.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.35 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 3.91 | -3.51 |
| Martin ratioReturn relative to average drawdown | 1.29 | 12.05 | -10.76 |
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Drawdowns
XB4F.DE vs. XDEW.DE - Drawdown Comparison
The maximum XB4F.DE drawdown since its inception was -16.97%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XB4F.DE and XDEW.DE.
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Drawdown Indicators
| XB4F.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.97% | -38.79% | +21.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.65% | -5.06% | +2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -2.65% | -22.70% | +20.05% |
Max Drawdown (5Y)Largest decline over 5 years | -16.97% | -22.70% | +5.73% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | -38.79% | +21.82% |
Current DrawdownCurrent decline from peak | -1.58% | -0.61% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -5.33% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 1.65% | -0.82% |
Volatility
XB4F.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) is 0.77%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.81%. This indicates that XB4F.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
| XB4F.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 2.81% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 6.82% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.18% | 10.43% | -7.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.45% | 14.90% | -10.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.13% | 16.80% | -11.67% |
XB4F.DE vs. XDEW.DE - Expense Ratio Comparison
XB4F.DE has a 0.16% 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
XB4F.DE vs. XDEW.DE - Dividend Comparison
XB4F.DE's dividend yield for the trailing twelve months is around 2.63%, while XDEW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XB4F.DE Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF | 2.63% | 2.44% | 2.59% | 1.66% | 1.30% | 2.23% | 0.43% | 0.59% | 0.62% |
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% |
Frequently Asked Questions
XB4F.DE and XDEW.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XB4F.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XB4F.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for XDEW.DE.
XB4F.DE is categorized as European Corporate Bonds, while XDEW.DE is S&P 500. XB4F.DE tracks Bloomberg MSCI Euro Corporate SRI PAB, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.16% for XB4F.DE and 0.20% for XDEW.DE.
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