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

Performance

XDED.DE vs. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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 lower than XDWT.DE's 25.23% return.


XDED.DE

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

XDWT.DE

1D
-2.03%
1M
12.76%
YTD
25.23%
6M
23.47%
1Y
47.87%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDED.DE vs. XDWT.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%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.23%9.56%41.11%29.96%

Correlation

The correlation between XDED.DE and XDWT.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.47

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

0.47

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Return for Risk

XDED.DE vs. XDWT.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

XDWT.DE
XDWT.DE Risk / Return Rank: 6464
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 5050
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. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.DEXDWT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.30

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

3.46

3.12

+0.34

Martin ratioReturn relative to average drawdown

10.28

8.24

+2.04

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

The current XDED.DE Sharpe Ratio is 1.65, which is lower than the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XDED.DE and XDWT.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.DEXDWT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

2.38

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.09

-0.19

Drawdowns

XDED.DE vs. XDWT.DE - Drawdown Comparison

The maximum XDED.DE drawdown since its inception was -22.63%, smaller than the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XDED.DE and XDWT.DE.


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Drawdown Indicators


XDED.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.63%

-31.61%

+8.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-15.59%

+10.48%

Max Drawdown (3Y)

Largest decline over 3 years

-22.63%

-29.46%

+6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

Max Drawdown (10Y)

Largest decline over 10 years

-31.61%

Current Drawdown

Current decline from peak

0.00%

-2.61%

+2.61%

Average Drawdown

Average peak-to-trough decline

-4.24%

-5.82%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

5.91%

-4.19%

Volatility

XDED.DE vs. XDWT.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) is 2.08%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XDED.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

7.11%

-5.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.76%

14.96%

-8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.72%

20.39%

-9.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

22.55%

-9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

21.46%

-8.07%

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

XDED.DE has a 0.20% expense ratio, which is lower than XDWT.DE's 0.25% 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

XDED.DE vs. XDWT.DE - Dividend Comparison

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


PositionTTM202520242023
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
1.25%1.35%1.61%0.83%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDED.DE and XDWT.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDED.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDED.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWT.DE.

XDED.DE is categorized as S&P 500, while XDWT.DE is Technology Equities. XDED.DE tracks S&P 500 Equal Weight Index, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.20% for XDED.DE and 0.25% for XDWT.DE.

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