XDEP.DE vs. XDEW.DE
XDEP.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDEP.DE is a European Corporate Bonds fund tracking the iBoxx® EUR Corporates Yield Plus, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, XDEP.DE returned 1.38%/yr vs 11.13%/yr for XDEW.DE. At a 0.28 correlation, their price movements are largely independent. XDEP.DE charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
XDEP.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEP.DE achieves a 0.55% return, which is significantly lower than XDEW.DE's 14.89% return. Over the past 10 years, XDEP.DE has underperformed XDEW.DE with an annualized return of 1.38%, while XDEW.DE has yielded a comparatively higher 11.13% annualized return.
XDEP.DE
- 1D
- -0.07%
- 1M
- -0.52%
- 6M
- -0.10%
- YTD
- 0.55%
- 1Y
- 1.62%
- 3Y*
- 5.25%
- 5Y*
- 0.10%
- 10Y*
- 1.38%
XDEW.DE
- 1D
- 0.65%
- 1M
- 2.83%
- 6M
- 10.05%
- YTD
- 14.89%
- 1Y
- 23.44%
- 3Y*
- 13.01%
- 5Y*
- 9.59%
- 10Y*
- 11.13%
XDEP.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEP.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.55% | 3.52% | 5.25% | 9.38% | -15.27% | -0.32% | 2.91% | 8.76% | -2.58% | 3.64% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.89% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between XDEP.DE and XDEW.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016 | 0.28 |
The correlation between XDEP.DE and XDEW.DE shifts across timeframes, from 0.28 (10 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDEP.DE vs. XDEW.DE — Risk / Return Rank
XDEP.DE
XDEW.DE
XDEP.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.
| XDEP.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.40 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 4.61 | -4.11 |
| Martin ratioReturn relative to average drawdown | 1.66 | 14.21 | -12.55 |
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Drawdowns
XDEP.DE vs. XDEW.DE - Drawdown Comparison
The maximum XDEP.DE drawdown since its inception was -19.76%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XDEP.DE and XDEW.DE.
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Drawdown Indicators
| XDEP.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.76% | -38.79% | +19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -5.06% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -3.19% | -22.70% | +19.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.76% | -22.70% | +2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -19.76% | -38.79% | +19.03% |
Current DrawdownCurrent decline from peak | -0.98% | -0.27% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -5.33% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.64% | -0.67% |
Volatility
XDEP.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) is 0.77%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.78%. This indicates that XDEP.DE experiences smaller price fluctuations and is considered to be less risky than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEP.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 2.78% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.24% | 6.93% | -3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.65% | 10.66% | -7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.76% | 14.91% | -10.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.28% | 16.80% | -11.52% |
XDEP.DE vs. XDEW.DE - Expense Ratio Comparison
XDEP.DE has a 0.25% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEP.DE vs. XDEW.DE - Dividend Comparison
XDEP.DE's dividend yield for the trailing twelve months is around 2.88%, while XDEW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XDEP.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 2.88% | 2.73% | 2.26% | 1.68% | 2.51% | 1.53% | 1.85% | 1.40% | 0.72% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDEP.DE and XDEW.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEP.DE.
XDEP.DE is categorized as European Corporate Bonds, while XDEW.DE is S&P 500. XDEP.DE tracks iBoxx® EUR Corporates Yield Plus, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XDEP.DE and 0.20% for XDEW.DE.
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