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XDED.DE vs. 2B7B.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDED.DE vs. 2B7B.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) and iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.DE). The values are adjusted to include any dividend payments, if applicable.

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XDED.DE vs. 2B7B.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
1.53%-0.44%18.53%10.75%
2B7B.DE
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF
11.12%-1.07%5.24%10.51%

Returns By Period

In the year-to-date period, XDED.DE achieves a 1.53% return, which is significantly lower than 2B7B.DE's 11.12% return.


XDED.DE

1D
1.11%
1M
-4.06%
YTD
1.53%
6M
3.49%
1Y
5.26%
3Y*
9.41%
5Y*
10Y*

2B7B.DE

1D
1.64%
1M
-4.05%
YTD
11.12%
6M
14.07%
1Y
10.74%
3Y*
7.31%
5Y*
7.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDED.DE vs. 2B7B.DE - Expense Ratio Comparison

XDED.DE has a 0.20% expense ratio, which is higher than 2B7B.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XDED.DE vs. 2B7B.DE — Risk / Return Rank

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

XDED.DE
XDED.DE Risk / Return Rank: 2121
Overall Rank
XDED.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XDED.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XDED.DE Omega Ratio Rank: 1919
Omega Ratio Rank
XDED.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XDED.DE Martin Ratio Rank: 2525
Martin Ratio Rank

2B7B.DE
2B7B.DE Risk / Return Rank: 3131
Overall Rank
2B7B.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
2B7B.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
2B7B.DE Omega Ratio Rank: 2727
Omega Ratio Rank
2B7B.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
2B7B.DE Martin Ratio Rank: 3333
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.

XDED.DE vs. 2B7B.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) and iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.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.


XDED.DE2B7B.DEDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.58

-0.26

Sortino ratio

Return per unit of downside risk

0.53

0.89

-0.36

Omega ratio

Gain probability vs. loss probability

1.08

1.12

-0.04

Calmar ratio

Return relative to maximum drawdown

0.54

1.00

-0.46

Martin ratio

Return relative to average drawdown

2.12

3.10

-0.98

XDED.DE vs. 2B7B.DE - Sharpe Ratio Comparison

The current XDED.DE Sharpe Ratio is 0.32, which is lower than the 2B7B.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of XDED.DE and 2B7B.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDED.DE2B7B.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.58

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.44

+0.27

Correlation

The correlation between XDED.DE and 2B7B.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDED.DE vs. 2B7B.DE - Dividend Comparison

XDED.DE's dividend yield for the trailing twelve months is around 1.31%, while 2B7B.DE has not paid dividends to shareholders.


TTM202520242023
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
1.31%1.35%1.61%0.83%
2B7B.DE
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF
0.00%0.00%0.00%0.00%

Drawdowns

XDED.DE vs. 2B7B.DE - Drawdown Comparison

The maximum XDED.DE drawdown since its inception was -22.63%, smaller than the maximum 2B7B.DE drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for XDED.DE and 2B7B.DE.


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Drawdown Indicators


XDED.DE2B7B.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.63%

-34.61%

+11.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-15.23%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.54%

Current Drawdown

Current decline from peak

-4.80%

-4.05%

-0.75%

Average Drawdown

Average peak-to-trough decline

-4.40%

-6.26%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

3.49%

-1.06%

Volatility

XDED.DE vs. 2B7B.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) is 3.31%, while iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.DE) has a volatility of 6.75%. This indicates that XDED.DE experiences smaller price fluctuations and is considered to be less risky than 2B7B.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDED.DE2B7B.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

6.75%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

11.72%

-4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

18.42%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

17.18%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

19.23%

-5.60%