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XD9E.DE vs. XDEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD9E.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.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, XD9E.DE achieves a 7.15% return, which is significantly lower than XDEW.DE's 14.50% return.


XD9E.DE

1D
-1.29%
1M
-0.64%
6M
6.47%
YTD
7.15%
1Y
16.63%
3Y*
16.87%
5Y*
9.61%
10Y*

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)

XD9E.DE vs. XDEW.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XD9E.DE
Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc)
7.15%14.99%22.93%24.29%-23.21%26.83%18.09%27.42%-7.23%
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%-0.94%

Correlation

The correlation between XD9E.DE and XDEW.DE is 0.54, 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

0.54

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

0.63

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

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.76

Over the past year, the correlation between XD9E.DE and XDEW.DE has dropped to 0.54 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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Return for Risk

XD9E.DE vs. XDEW.DE — Risk / Return Rank

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

XD9E.DE
XD9E.DE Risk / Return Rank: 5353
Overall Rank
XD9E.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XD9E.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XD9E.DE Omega Ratio Rank: 5050
Omega Ratio Rank
XD9E.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XD9E.DE Martin Ratio Rank: 5757
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.

XD9E.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.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.


XD9E.DEXDEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.24

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

1.88

3.91

-2.03

Martin ratioReturn relative to average drawdown

7.36

12.05

-4.69

XD9E.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current XD9E.DE Sharpe Ratio is 1.36, which is lower than the XDEW.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of XD9E.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

XD9E.DE vs. XDEW.DE - Drawdown Comparison

The maximum XD9E.DE drawdown since its inception was -34.71%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XD9E.DE and XDEW.DE.


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Drawdown Indicators


XD9E.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.71%

-38.79%

+4.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-5.06%

-3.76%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-22.70%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-27.10%

-22.70%

-4.40%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

Current Drawdown

Current decline from peak

-1.98%

-0.61%

-1.37%

Average Drawdown

Average peak-to-trough decline

-6.06%

-5.33%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

1.65%

+0.60%

Volatility

XD9E.DE vs. XDEW.DE - Volatility Comparison

Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) has a higher volatility of 3.02% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that XD9E.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


XD9E.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

2.81%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

6.82%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

10.43%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

14.90%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

16.80%

+0.63%

XD9E.DE vs. XDEW.DE - Expense Ratio Comparison

XD9E.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

XD9E.DE vs. XDEW.DE - Dividend Comparison

Neither XD9E.DE nor XDEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XD9E.DE and XDEW.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XD9E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD9E.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XDEW.DE.

XD9E.DE is categorized as Large Cap Blend Equities, while XDEW.DE is S&P 500. XD9E.DE tracks MSCI USA Index (EUR Hedged), while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.12% for XD9E.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

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