XDEW.DE vs. EUN5.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.04%/yr vs 0.64%/yr for EUN5.DE. At a 0.22 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
XDEW.DE vs. EUN5.DE - Performance Comparison
Loading charts...
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%
XDEW.DE vs. EUN5.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% |
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.
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. EUN5.DE — Risk / Return Rank
XDEW.DE
EUN5.DE
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.DE | EUN5.DE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| XDEW.DE | EUN5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.61% | -2.81% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -3.17% | -2.16% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| XDEW.DE | EUN5.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for XDEW.DE and EUN5.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