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

Performance

XDED.DE vs. SPQB.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 Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE). The values are adjusted to include any dividend payments, if applicable.

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XDED.DE vs. SPQB.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%
SPQB.DE
Global X S&P 500 Quarterly Buffer UCITS ETF
0.81%-0.77%20.64%10.86%

Returns By Period

In the year-to-date period, XDED.DE achieves a 1.53% return, which is significantly higher than SPQB.DE's 0.81% return.


XDED.DE

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

SPQB.DE

1D
0.57%
1M
0.21%
YTD
0.81%
6M
3.88%
1Y
4.26%
3Y*
9.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XDED.DE has a 0.20% expense ratio, which is lower than SPQB.DE's 0.50% expense ratio.


Return for Risk

XDED.DE vs. SPQB.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

SPQB.DE
SPQB.DE Risk / Return Rank: 2222
Overall Rank
SPQB.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SPQB.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPQB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
SPQB.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPQB.DE Martin Ratio Rank: 2727
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. SPQB.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 Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.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.DESPQB.DEDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.35

-0.03

Sortino ratio

Return per unit of downside risk

0.53

0.54

-0.01

Omega ratio

Gain probability vs. loss probability

1.08

1.08

-0.01

Calmar ratio

Return relative to maximum drawdown

0.54

0.69

-0.16

Martin ratio

Return relative to average drawdown

2.12

2.54

-0.42

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

The current XDED.DE Sharpe Ratio is 0.32, which is comparable to the SPQB.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XDED.DE and SPQB.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.DESPQB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.35

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.99

-0.28

Correlation

The correlation between XDED.DE and SPQB.DE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDED.DE vs. SPQB.DE - Dividend Comparison

XDED.DE's dividend yield for the trailing twelve months is around 1.31%, while SPQB.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%
SPQB.DE
Global X S&P 500 Quarterly Buffer UCITS ETF
0.00%0.00%0.00%0.00%

Drawdowns

XDED.DE vs. SPQB.DE - Drawdown Comparison

The maximum XDED.DE drawdown since its inception was -22.63%, which is greater than SPQB.DE's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for XDED.DE and SPQB.DE.


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Drawdown Indicators


XDED.DESPQB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.63%

-16.15%

-6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-10.27%

-4.28%

Current Drawdown

Current decline from peak

-4.80%

-2.27%

-2.53%

Average Drawdown

Average peak-to-trough decline

-4.40%

-2.69%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

1.81%

+0.62%

Volatility

XDED.DE vs. SPQB.DE - Volatility Comparison

Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) has a higher volatility of 3.31% compared to Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) at 2.07%. This indicates that XDED.DE's price experiences larger fluctuations and is considered to be riskier than SPQB.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.DESPQB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.07%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

5.50%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

12.07%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

9.75%

+3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

9.75%

+3.88%