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XDEW.DE vs. EWSP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEW.DE vs. EWSP.L - 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 S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEW.DE is traded in EUR, while EWSP.L is traded in GBP. To make them comparable, the EWSP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XDEW.DE having a 10.39% return and EWSP.L slightly higher at 10.60%.


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%

EWSP.L

1D
0.33%
1M
3.90%
YTD
10.60%
6M
10.32%
1Y
18.33%
3Y*
12.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. EWSP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
10.39%-0.46%18.66%10.08%-6.75%
EWSP.L
iShares S&P 500 Equal Weight UCITS ETF USD (Acc)
10.60%-1.46%19.64%10.00%-6.44%

Correlation

The correlation between XDEW.DE and EWSP.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2022

0.94

The correlation between XDEW.DE and EWSP.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

XDEW.DE vs. EWSP.L — 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: 5555
Overall Rank
XDEW.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 5959
Martin Ratio Rank

EWSP.L
EWSP.L Risk / Return Rank: 6767
Overall Rank
EWSP.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EWSP.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EWSP.L Omega Ratio Rank: 6565
Omega Ratio Rank
EWSP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
EWSP.L Martin Ratio Rank: 6565
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. EWSP.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 S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.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.


XDEW.DEEWSP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

3.51

3.32

+0.19

Martin ratioReturn relative to average drawdown

10.36

10.01

+0.35

XDEW.DE vs. EWSP.L - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.66, which is comparable to the EWSP.L Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of XDEW.DE and EWSP.L, 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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Sharpe Ratios by Period


XDEW.DEEWSP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.71

-0.05

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

0.58

+0.10

Drawdowns

XDEW.DE vs. EWSP.L - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than EWSP.L's maximum drawdown of -21.41%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and EWSP.L.


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Drawdown Indicators


XDEW.DEEWSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-21.41%

-17.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-5.36%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-21.41%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.39%

-5.97%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.78%

-0.06%

Volatility

XDEW.DE vs. EWSP.L - Volatility Comparison

Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a higher volatility of 2.06% compared to iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) at 1.76%. This indicates that XDEW.DE's price experiences larger fluctuations and is considered to be riskier than EWSP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEW.DEEWSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.76%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

6.63%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

10.44%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

13.83%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

13.83%

+3.03%

XDEW.DE vs. EWSP.L - Expense Ratio Comparison

Both XDEW.DE and EWSP.L 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. EWSP.L - Dividend Comparison

Neither XDEW.DE nor EWSP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, XDEW.DE and EWSP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 EWSP.L have the same expense ratio: 0.20% per year.

Both ETFs track S&P 500 Equal Weight Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

Find the right allocation for XDEW.DE and EWSP.L

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