XDEQ.DE vs. F500.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) are both exchange-traded funds - XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while F500.DE is a S&P 500 fund tracking the S&P 500 ESG+. Both are passively managed. Over the past 5 years, XDEQ.DE returned 10.70%/yr vs 14.13%/yr for F500.DE. Their correlation of 0.95 suggests significant overlap in exposure. XDEQ.DE charges 0.25%/yr vs 0.12%/yr for F500.DE.
Performance
XDEQ.DE vs. F500.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDEQ.DE achieves a 12.57% return, which is significantly higher than F500.DE's 11.72% return.
XDEQ.DE
- 1D
- 0.15%
- 1M
- 1.66%
- 6M
- 10.45%
- YTD
- 12.57%
- 1Y
- 22.01%
- 3Y*
- 15.57%
- 5Y*
- 10.70%
- 10Y*
- 12.19%
- ALL TIME*
- 9.57%
F500.DE
- 1D
- 0.61%
- 1M
- -0.56%
- 6M
- 11.53%
- YTD
- 11.72%
- 1Y
- 24.83%
- 3Y*
- 18.15%
- 5Y*
- 14.13%
- 10Y*
- —
- ALL TIME*
- 14.79%
XDEQ.DE vs. F500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.57% | 2.87% | 23.81% | 21.83% | -14.80% | 34.39% | 4.48% | 34.18% | -11.33% |
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.72% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 34.18% | -11.69% |
Correlation
The correlation between XDEQ.DE and F500.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2018 | 0.95 |
The correlation between XDEQ.DE and F500.DE has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDEQ.DE vs. F500.DE — Risk / Return Rank
XDEQ.DE
F500.DE
XDEQ.DE vs. F500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.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.
| XDEQ.DE | F500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 3.37 | +0.15 |
| Martin ratioReturn relative to average drawdown | 14.82 | 12.92 | +1.90 |
Loading charts...
Drawdowns
XDEQ.DE vs. F500.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.18%, roughly equal to the maximum F500.DE drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and F500.DE.
Loading charts...
Drawdown Indicators
| XDEQ.DE | F500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -33.80% | +1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -7.33% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -23.49% | +2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -23.49% | +2.90% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | — | — |
Current DrawdownCurrent decline from peak | -1.07% | -1.27% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -4.58% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 1.92% | -0.44% |
Volatility
XDEQ.DE vs. F500.DE - Volatility Comparison
Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) have volatilities of 2.75% and 2.89%, 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.
Loading charts...
Volatility by Period
| XDEQ.DE | F500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 2.89% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 8.06% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 11.73% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 15.34% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 16.92% | -1.10% |
XDEQ.DE vs. F500.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is higher than F500.DE's 0.12% 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
XDEQ.DE vs. F500.DE - Dividend Comparison
Neither XDEQ.DE nor F500.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and F500.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F500.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F500.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEQ.DE.
XDEQ.DE is categorized as Global Equities, while F500.DE is S&P 500. XDEQ.DE tracks MSCI ACWI NR USD, while F500.DE tracks S&P 500 ESG+. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDEQ.DE and 0.12% for F500.DE.
Find the right allocation for XDEQ.DE and F500.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer