XDEW.DE vs. EFRW.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) are both S&P 500 funds tracking the S&P 500 Equal Weight Index, from Xtrackers and iShares respectively. Both are passively managed. Over the past year, XDEW.DE returned 18.10% vs 17.03% for EFRW.DE. Their correlation of 0.84 suggests significant overlap in exposure. XDEW.DE charges 0.20%/yr vs 0.17%/yr for EFRW.DE.
Performance
XDEW.DE vs. EFRW.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 higher than EFRW.DE's 8.09% 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%
EFRW.DE
- 1D
- 0.36%
- 1M
- 2.58%
- YTD
- 8.09%
- 6M
- 8.98%
- 1Y
- 17.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEW.DE vs. EFRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | 4.81% |
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
Correlation
The correlation between XDEW.DE and EFRW.DE is 0.83, 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 | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.84 |
The correlation between XDEW.DE and EFRW.DE has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
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Return for Risk
XDEW.DE vs. EFRW.DE — Risk / Return Rank
XDEW.DE
EFRW.DE
XDEW.DE vs. EFRW.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 iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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 | EFRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 2.37 | +1.14 |
| Martin ratioReturn relative to average drawdown | 10.36 | 8.32 | +2.03 |
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 | EFRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.55 | +0.11 |
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 | 1.55 | -0.87 |
Drawdowns
XDEW.DE vs. EFRW.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than EFRW.DE's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and EFRW.DE.
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Drawdown Indicators
| XDEW.DE | EFRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -7.12% | -31.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -7.12% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | — | — |
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% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -1.35% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 2.03% | -0.31% |
Volatility
XDEW.DE vs. EFRW.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) has a volatility of 2.64%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than EFRW.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 | EFRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.64% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 7.67% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 10.91% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 11.32% | +3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 11.32% | +5.54% |
XDEW.DE vs. EFRW.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is higher than EFRW.DE's 0.17% 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. EFRW.DE - Dividend Comparison
Neither XDEW.DE nor EFRW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and EFRW.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFRW.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFRW.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XDEW.DE.
Both ETFs track S&P 500 Equal Weight Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XDEW.DE and 0.17% for EFRW.DE.
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