XDEW.DE vs. B500.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds - XDEW.DE tracks the S&P 500 Equal Weight Index while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.25%/yr vs 12.79%/yr for B500.DE. With a 0.95 correlation, they move nearly in lockstep. XDEW.DE charges 0.20%/yr vs 0.15%/yr for B500.DE.
Performance
XDEW.DE vs. B500.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDEW.DE achieves a 10.39% return, which is significantly higher than B500.DE's 8.94% return. Over the past 10 years, XDEW.DE has underperformed B500.DE with an annualized return of 11.25%, while B500.DE has yielded a comparatively higher 12.79% annualized return.
XDEW.DE
- 1D
- 0.30%
- 1M
- 3.90%
- YTD
- 10.39%
- 6M
- 10.29%
- 1Y
- 18.10%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
B500.DE
- 1D
- 0.86%
- 1M
- 5.03%
- YTD
- 8.94%
- 6M
- 9.45%
- 1Y
- 20.46%
- 3Y*
- 15.34%
- 5Y*
- 11.15%
- 10Y*
- 12.79%
XDEW.DE vs. B500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.25% | -4.52% | 4.00% |
B500.DE Amundi S&P 500 Buyback ETF | 8.94% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -4.54% | 6.13% |
Correlation
The correlation between XDEW.DE and B500.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2015 | 0.95 |
The correlation between XDEW.DE and B500.DE has been stable across timeframes, ranging from 0.90 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
XDEW.DE vs. B500.DE — Risk / Return Rank
XDEW.DE
B500.DE
XDEW.DE vs. B500.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 Amundi S&P 500 Buyback ETF (B500.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 | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 4.30 | -0.79 |
| Martin ratioReturn relative to average drawdown | 10.36 | 11.16 | -0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDEW.DE | B500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.66 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.67 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.52 | +0.16 |
Drawdowns
XDEW.DE vs. B500.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum B500.DE drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and B500.DE.
Loading charts...
Drawdown Indicators
| XDEW.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -42.49% | +3.70% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -4.75% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -23.66% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -23.66% | +0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -42.49% | +3.70% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -6.31% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.83% | -0.11% |
Volatility
XDEW.DE vs. B500.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while Amundi S&P 500 Buyback ETF (B500.DE) has a volatility of 2.99%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than B500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDEW.DE | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.99% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 7.82% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 12.29% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 16.18% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 18.96% | -2.10% |
XDEW.DE vs. B500.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is higher than B500.DE's 0.15% 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
XDEW.DE vs. B500.DE - Dividend Comparison
Neither XDEW.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, XDEW.DE and B500.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, B500.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
B500.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XDEW.DE.
XDEW.DE tracks S&P 500 Equal Weight Index, while B500.DE tracks S&P 500 Buyback NTR. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for XDEW.DE and 0.15% for B500.DE.
Find the right allocation for XDEW.DE and B500.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