XDEW.DE vs. DBXD.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and DBXD.DE (Xtrackers DAX UCITS ETF 1C) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while DBXD.DE is a Europe Equities fund tracking the DAX®. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.04%/yr vs 9.03%/yr for DBXD.DE. A 0.66 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.09%/yr for DBXD.DE.
Performance
XDEW.DE vs. DBXD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEW.DE achieves a 14.50% return, which is significantly higher than DBXD.DE's 0.89% return. Over the past 10 years, XDEW.DE has outperformed DBXD.DE with an annualized return of 11.04%, while DBXD.DE has yielded a comparatively lower 9.03% annualized return.
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.42%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 20.12%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
DBXD.DE
- 1D
- -0.34%
- 1M
- -0.73%
- 6M
- -2.21%
- YTD
- 0.89%
- 1Y
- 1.76%
- 3Y*
- 14.95%
- 5Y*
- 9.27%
- 10Y*
- 9.03%
XDEW.DE vs. DBXD.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 | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
DBXD.DE Xtrackers DAX UCITS ETF 1C | 0.89% | 22.65% | 18.18% | 19.60% | -12.74% | 15.26% | 3.11% | 24.69% | -18.52% | 12.12% |
Correlation
The correlation between XDEW.DE and DBXD.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.66 |
The correlation between XDEW.DE and DBXD.DE shifts across timeframes, from 0.52 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEW.DE vs. DBXD.DE — Risk / Return Rank
XDEW.DE
DBXD.DE
XDEW.DE vs. DBXD.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 Xtrackers DAX UCITS ETF 1C (DBXD.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.
| XDEW.DE | DBXD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.03 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 0.12 | +3.80 |
| Martin ratioReturn relative to average drawdown | 12.05 | 0.36 | +11.69 |
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Drawdowns
XDEW.DE vs. DBXD.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum DBXD.DE drawdown of -54.83%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and DBXD.DE.
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Drawdown Indicators
| XDEW.DE | DBXD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -54.83% | +16.04% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -12.32% | +7.26% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -15.92% | -6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -26.70% | +4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -38.83% | +0.04% |
Current DrawdownCurrent decline from peak | -0.61% | -3.84% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -11.27% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 3.95% | -2.30% |
Volatility
XDEW.DE vs. DBXD.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.81%, while Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a volatility of 4.65%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than DBXD.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 | DBXD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 4.65% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 6.82% | 13.55% | -6.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.43% | 16.28% | -5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 17.19% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 18.09% | -1.29% |
XDEW.DE vs. DBXD.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is higher than DBXD.DE's 0.09% 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. DBXD.DE - Dividend Comparison
Neither XDEW.DE nor DBXD.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and DBXD.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXD.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for XDEW.DE.
XDEW.DE is categorized as S&P 500, while DBXD.DE is Europe Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while DBXD.DE tracks DAX®. Their fees differ too: 0.20% for XDEW.DE and 0.09% for DBXD.DE.
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