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XDEW.DE vs. EUN5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEW.DE vs. EUN5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EUN5.DE's -1.23% return. Over the past 10 years, XDEW.DE has outperformed EUN5.DE with an annualized return of 11.04%, while EUN5.DE has yielded a comparatively lower 0.64% 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%

EUN5.DE

1D
0.03%
1M
-0.44%
6M
0.09%
YTD
-1.23%
1Y
-0.34%
3Y*
3.68%
5Y*
-0.44%
10Y*
0.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. EUN5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EUN5.DE
iShares Core EUR Corporate Bond UCITS ETF (Dist)
-1.23%3.02%4.38%7.49%-13.40%-1.05%2.57%6.30%-1.46%2.15%

Correlation

The correlation between XDEW.DE and EUN5.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.22

The correlation between XDEW.DE and EUN5.DE shifts across timeframes, from 0.22 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XDEW.DE vs. EUN5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDEW.DE
XDEW.DE Risk / Return Rank: 7979
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7474
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8181
Martin Ratio Rank

EUN5.DE
EUN5.DE Risk / Return Rank: 88
Overall Rank
EUN5.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EUN5.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUN5.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUN5.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EUN5.DE Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDEW.DE vs. EUN5.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 Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.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.DEEUN5.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.35

0.98

+0.36

Calmar ratioReturn relative to maximum drawdown

3.91

-0.10

+4.01

Martin ratioReturn relative to average drawdown

12.05

-0.27

+12.32

XDEW.DE vs. EUN5.DE - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.96, which is higher than the EUN5.DE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of XDEW.DE and EUN5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDEW.DE vs. EUN5.DE - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than EUN5.DE's maximum drawdown of -17.30%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and EUN5.DE.


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Drawdown Indicators


XDEW.DEEUN5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-17.30%

-21.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-3.64%

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-3.64%

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-17.30%

-5.40%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-17.30%

-21.49%

Current Drawdown

Current decline from peak

-0.61%

-2.81%

+2.20%

Average Drawdown

Average peak-to-trough decline

-5.33%

-3.17%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.40%

+0.25%

Volatility

XDEW.DE vs. EUN5.DE - Volatility Comparison

Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a higher volatility of 2.81% compared to iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) at 0.77%. This indicates that XDEW.DE's price experiences larger fluctuations and is considered to be riskier than EUN5.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.DEEUN5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

0.77%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

2.88%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

3.71%

+6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

4.56%

+10.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

4.58%

+12.22%

XDEW.DE vs. EUN5.DE - Expense Ratio Comparison

Both XDEW.DE and EUN5.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDEW.DE vs. EUN5.DE - Dividend Comparison

XDEW.DE has not paid dividends to shareholders, while EUN5.DE's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021202020192018201720162015
EUN5.DE
iShares Core EUR Corporate Bond UCITS ETF (Dist)
1.65%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDEW.DE and EUN5.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDEW.DE and EUN5.DE have the same expense ratio: 0.20% per year.

XDEW.DE is categorized as S&P 500, while EUN5.DE is European Corporate Bonds. XDEW.DE tracks S&P 500 Equal Weight Index, while EUN5.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

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