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XDED.DE vs. SP2D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDED.DE vs. SP2D.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 Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XDED.DE having a 10.41% return and SP2D.DE slightly lower at 10.33%.


XDED.DE

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

SP2D.DE

1D
0.26%
1M
3.83%
YTD
10.33%
6M
10.25%
1Y
18.05%
3Y*
12.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDED.DE vs. SP2D.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%
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
10.33%-0.81%18.69%11.19%

Correlation

The correlation between XDED.DE and SP2D.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

The correlation between XDED.DE and SP2D.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

XDED.DE vs. SP2D.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

SP2D.DE
SP2D.DE Risk / Return Rank: 5454
Overall Rank
SP2D.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SP2D.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
SP2D.DE Omega Ratio Rank: 4747
Omega Ratio Rank
SP2D.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SP2D.DE Martin Ratio Rank: 5959
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. SP2D.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 Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.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.DESP2D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.30

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

3.46

3.47

0.00

Martin ratioReturn relative to average drawdown

10.28

10.26

+0.02

XDED.DE vs. SP2D.DE - Sharpe Ratio Comparison

The current XDED.DE Sharpe Ratio is 1.65, which is comparable to the SP2D.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of XDED.DE and SP2D.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.DESP2D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.63

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.57

+0.33

Drawdowns

XDED.DE vs. SP2D.DE - Drawdown Comparison

The maximum XDED.DE drawdown since its inception was -22.63%, roughly equal to the maximum SP2D.DE drawdown of -22.69%. Use the drawdown chart below to compare losses from any high point for XDED.DE and SP2D.DE.


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Drawdown Indicators


XDED.DESP2D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.63%

-22.69%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-5.10%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-22.63%

-22.69%

+0.06%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.24%

-5.89%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.73%

-0.01%

Volatility

XDED.DE vs. SP2D.DE - Volatility Comparison

Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) and Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) have volatilities of 2.08% and 2.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDED.DESP2D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

2.09%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.76%

6.83%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.72%

10.83%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

14.91%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

14.91%

-1.52%

XDED.DE vs. SP2D.DE - Expense Ratio Comparison

Both XDED.DE and SP2D.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. SP2D.DE - Dividend Comparison

XDED.DE's dividend yield for the trailing twelve months is around 1.25%, less than SP2D.DE's 1.28% yield.


PositionTTM2025202420232022
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.28%1.39%1.34%1.49%1.54%
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
1.25%1.35%1.61%0.83%0.00%

Frequently Asked Questions


With a correlation of 0.99, XDED.DE and SP2D.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 SP2D.DE have the same expense ratio: 0.20% per year.

XDED.DE tracks S&P 500 Equal Weight Index, while SP2D.DE tracks S&P 500® Equal Weight. They also come from different issuers: Xtrackers and Invesco.

Portfolio Optimizer

Find the right allocation for XDED.DE and SP2D.DE

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