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XDED.DE vs. IBCF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDED.DE vs. IBCF.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 S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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, XDED.DE achieves a 10.41% return, which is significantly higher than IBCF.DE's 8.84% return.


XDED.DE

1D
0.26%
1M
3.92%
YTD
10.41%
6M
10.28%
1Y
18.11%
3Y*
12.11%
5Y*
10Y*

IBCF.DE

1D
-0.02%
1M
3.14%
YTD
8.84%
6M
9.31%
1Y
24.23%
3Y*
19.50%
5Y*
11.10%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDED.DE vs. IBCF.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
10.41%-0.44%18.53%10.75%
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
8.84%15.42%22.97%20.20%

Correlation

The correlation between XDED.DE and IBCF.DE is 0.56, 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

0.56

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

0.63

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2023

0.63

The correlation between XDED.DE and IBCF.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

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Return for Risk

XDED.DE vs. IBCF.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: 5555
Overall Rank
XDED.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDED.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDED.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDED.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XDED.DE Martin Ratio Rank: 5959
Martin Ratio Rank

IBCF.DE
IBCF.DE Risk / Return Rank: 6464
Overall Rank
IBCF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6767
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. IBCF.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 S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.DEIBCF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

3.46

2.81

+0.65

Martin ratioReturn relative to average drawdown

10.28

12.07

-1.80

XDED.DE vs. IBCF.DE - Sharpe Ratio Comparison

The current XDED.DE Sharpe Ratio is 1.65, which is comparable to the IBCF.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of XDED.DE and IBCF.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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Sharpe Ratios by Period


XDED.DEIBCF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

2.08

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.72

+0.18

Drawdowns

XDED.DE vs. IBCF.DE - Drawdown Comparison

The maximum XDED.DE drawdown since its inception was -22.63%, smaller than the maximum IBCF.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for XDED.DE and IBCF.DE.


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Drawdown Indicators


XDED.DEIBCF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.63%

-35.06%

+12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-8.72%

+3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-22.63%

-18.34%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.06%

Current Drawdown

Current decline from peak

0.00%

-0.55%

+0.55%

Average Drawdown

Average peak-to-trough decline

-4.24%

-4.41%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.04%

-0.32%

Volatility

XDED.DE vs. IBCF.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) is 2.08%, while iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a volatility of 3.08%. This indicates that XDED.DE experiences smaller price fluctuations and is considered to be less risky than IBCF.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.DEIBCF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

3.08%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.76%

8.63%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

10.72%

11.79%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

16.02%

-2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

16.34%

-2.95%

XDED.DE vs. IBCF.DE - Expense Ratio Comparison

Both XDED.DE and IBCF.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDED.DE vs. IBCF.DE - Dividend Comparison

XDED.DE's dividend yield for the trailing twelve months is around 1.25%, while IBCF.DE has not paid dividends to shareholders.


PositionTTM202520242023
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
0.00%0.00%0.00%0.00%
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
1.25%1.35%1.61%0.83%

Frequently Asked Questions


XDED.DE and IBCF.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDED.DE and IBCF.DE have the same expense ratio: 0.20% per year.

XDED.DE tracks S&P 500 Equal Weight Index, while IBCF.DE tracks S&P 500 EUR Hedged Index. They also come from different issuers: Xtrackers and iShares.

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