XDEW.DE vs. EGLN.L
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.46%/yr vs 10.77%/yr for EGLN.L. At a correlation of -0.04, they often move in opposite directions. XDEW.DE charges 0.20%/yr vs 0.25%/yr for EGLN.L.
Performance
XDEW.DE vs. EGLN.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDEW.DE achieves a 11.42% return, which is significantly higher than EGLN.L's -0.76% return. Over the past 10 years, XDEW.DE has outperformed EGLN.L with an annualized return of 11.46%, while EGLN.L has yielded a comparatively lower 10.77% annualized return.
XDEW.DE
- 1D
- 1.44%
- 1M
- 5.26%
- YTD
- 11.42%
- 6M
- 11.62%
- 1Y
- 20.08%
- 3Y*
- 11.73%
- 5Y*
- 9.29%
- 10Y*
- 11.46%
EGLN.L
- 1D
- 2.84%
- 1M
- -6.84%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
XDEW.DE vs. EGLN.L - 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 | 11.42% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.59% | 3.38% | -0.47% |
Correlation
The correlation between XDEW.DE and EGLN.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | -0.04 |
The correlation between XDEW.DE and EGLN.L shifts across timeframes, from -0.04 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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. EGLN.L — Risk / Return Rank
XDEW.DE
EGLN.L
XDEW.DE vs. EGLN.L - 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 Physical Gold ETC (EGLN.L). 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 | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 1.10 | +2.82 |
| Martin ratioReturn relative to average drawdown | 11.96 | 3.36 | +8.60 |
Loading charts...
Drawdowns
XDEW.DE vs. EGLN.L - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and EGLN.L.
Loading charts...
Drawdown Indicators
| XDEW.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -47.44% | +8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -21.94% | +16.88% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -21.94% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -21.94% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -26.21% | -12.58% |
Current DrawdownCurrent decline from peak | 0.00% | -19.73% | +19.73% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -22.54% | +17.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 7.17% | -5.51% |
Volatility
XDEW.DE vs. EGLN.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.32%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDEW.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 6.72% | -4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 6.82% | 20.79% | -13.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.80% | 23.72% | -12.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 17.26% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 16.00% | +0.84% |
XDEW.DE vs. EGLN.L - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is lower than EGLN.L's 0.25% expense ratio. Despite the difference, 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. EGLN.L - Dividend Comparison
Neither XDEW.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and EGLN.L have a correlation of 0.17, 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 0.25% for EGLN.L.
XDEW.DE is categorized as S&P 500, while EGLN.L is Gold. XDEW.DE tracks S&P 500 Equal Weight Index, while EGLN.L tracks LBMA Gold Price. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XDEW.DE and 0.25% for EGLN.L.
Find the right allocation for XDEW.DE and EGLN.L
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