XDEW.DE vs. 4COP.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and 4COP.DE (Global X Copper Miners UCITS ETF USD Accumulating) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while 4COP.DE is a Commodity Producers Equities fund tracking the Solactive Global Copper Miners v2 Index. Both are passively managed. Over the past 3 years, XDEW.DE returned 12.12%/yr vs 34.58%/yr for 4COP.DE. At a 0.39 correlation, their price movements are largely independent. XDEW.DE charges 0.20%/yr vs 0.55%/yr for 4COP.DE.
Performance
XDEW.DE vs. 4COP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEW.DE achieves a 10.39% return, which is significantly lower than 4COP.DE's 24.89% return.
XDEW.DE
- 1D
- 0.30%
- 1M
- 4.50%
- YTD
- 10.39%
- 6M
- 10.99%
- 1Y
- 17.83%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
4COP.DE
- 1D
- -0.93%
- 1M
- 15.31%
- YTD
- 24.89%
- 6M
- 36.74%
- 1Y
- 112.94%
- 3Y*
- 34.58%
- 5Y*
- —
- 10Y*
- —
XDEW.DE vs. 4COP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 0.82% |
4COP.DE Global X Copper Miners UCITS ETF USD Accumulating | 24.89% | 73.62% | 9.38% | 4.93% | 6.78% | 1.33% |
Correlation
The correlation between XDEW.DE and 4COP.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2021 | 0.39 |
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Return for Risk
XDEW.DE vs. 4COP.DE — Risk / Return Rank
XDEW.DE
4COP.DE
XDEW.DE vs. 4COP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.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.
| XDEW.DE | 4COP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 4.28 | -0.77 |
| Martin ratioReturn relative to average drawdown | 10.36 | 13.68 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDEW.DE | 4COP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.91 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.73 | -0.06 |
Drawdowns
XDEW.DE vs. 4COP.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, roughly equal to the maximum 4COP.DE drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and 4COP.DE.
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Drawdown Indicators
| XDEW.DE | 4COP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -39.12% | +0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -26.21% | +21.15% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -39.12% | +16.42% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.17% | +5.17% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -14.66% | +9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 8.22% | -6.50% |
Volatility
XDEW.DE vs. 4COP.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) has a volatility of 13.96%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than 4COP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEW.DE | 4COP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 13.96% | -11.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 33.13% | -26.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 38.63% | -27.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 32.97% | -18.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 32.97% | -16.11% |
XDEW.DE vs. 4COP.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is lower than 4COP.DE's 0.55% expense ratio.
Dividends
XDEW.DE vs. 4COP.DE - Dividend Comparison
Neither XDEW.DE nor 4COP.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and 4COP.DE have a correlation of 0.29, 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 0.55% for 4COP.DE.
XDEW.DE is categorized as S&P 500, while 4COP.DE is Commodity Producers Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while 4COP.DE tracks Solactive Global Copper Miners v2 Index. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.20% for XDEW.DE and 0.55% for 4COP.DE.
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