XDEE.DE vs. XSX6.DE
XDEE.DE (Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDEE.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index (EUR Hedged), while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, XDEE.DE returned 11.69%/yr vs 15.24%/yr for XSX6.DE. A 0.73 correlation means they provide meaningful diversification when combined. XDEE.DE charges 0.30%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDEE.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEE.DE achieves a 10.42% return, which is significantly lower than XSX6.DE's 11.63% return.
XDEE.DE
- 1D
- 0.08%
- 1M
- 2.61%
- 6M
- 11.12%
- YTD
- 10.42%
- 1Y
- 14.68%
- 3Y*
- 11.69%
- 5Y*
- —
- 10Y*
- —
XSX6.DE
- 1D
- 0.00%
- 1M
- 4.56%
- 6M
- 10.88%
- YTD
- 11.63%
- 1Y
- 22.49%
- 3Y*
- 15.24%
- 5Y*
- 10.32%
- 10Y*
- 10.16%
XDEE.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEE.DE Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) | 10.42% | 9.31% | 10.02% | 10.87% | -15.34% | 1.66% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 11.63% | 20.91% | 8.35% | 15.54% | -10.63% | 2.33% |
Correlation
The correlation between XDEE.DE and XSX6.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.73 |
The correlation between XDEE.DE and XSX6.DE has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.
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Return for Risk
XDEE.DE vs. XSX6.DE — Risk / Return Rank
XDEE.DE
XSX6.DE
XDEE.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEE.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.32 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.37 | -0.34 |
| Martin ratioReturn relative to average drawdown | 7.08 | 9.17 | -2.09 |
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Drawdowns
XDEE.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDEE.DE drawdown since its inception was -22.64%, smaller than the maximum XSX6.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XDEE.DE and XSX6.DE.
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Drawdown Indicators
| XDEE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.64% | -36.06% | +13.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -9.46% | +2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -16.37% | -2.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.06% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -5.24% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.44% | -0.37% |
Volatility
XDEE.DE vs. XSX6.DE - Volatility Comparison
Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) have volatilities of 3.13% and 3.11%, 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
| XDEE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 3.11% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 10.96% | -3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 13.02% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 14.46% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 15.23% | +1.00% |
XDEE.DE vs. XSX6.DE - Expense Ratio Comparison
XDEE.DE has a 0.30% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.
Dividends
XDEE.DE vs. XSX6.DE - Dividend Comparison
Neither XDEE.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEE.DE and XSX6.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for XDEE.DE.
XDEE.DE is categorized as S&P 500, while XSX6.DE is Europe Equities. XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged), while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.30% for XDEE.DE and 0.20% for XSX6.DE.
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