XDEW.DE vs. IBCF.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and IBCF.DE (iShares S&P 500 EUR Hedged UCITS ETF (Acc)) are both S&P 500 funds - XDEW.DE tracks the S&P 500 Equal Weight Index while IBCF.DE tracks the S&P 500 EUR Hedged Index. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.25%/yr vs 12.48%/yr for IBCF.DE. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
XDEW.DE vs. IBCF.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 IBCF.DE's 8.84% return. Over the past 10 years, XDEW.DE has underperformed IBCF.DE with an annualized return of 11.25%, while IBCF.DE has yielded a comparatively higher 12.48% annualized 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%
IBCF.DE
- 1D
- -0.02%
- 1M
- 3.14%
- YTD
- 8.84%
- 6M
- 9.31%
- 1Y
- 24.23%
- 3Y*
- 19.50%
- 5Y*
- 11.10%
- 10Y*
- 12.48%
XDEW.DE vs. IBCF.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 | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.25% | -4.52% | 4.00% |
IBCF.DE iShares S&P 500 EUR Hedged UCITS ETF (Acc) | 8.84% | 15.42% | 22.97% | 23.21% | -21.83% | 28.51% | 14.47% | 27.13% | -8.40% | 18.78% |
Correlation
The correlation between XDEW.DE and IBCF.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.77 |
Over the past year, the correlation between XDEW.DE and IBCF.DE has dropped to 0.57 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
XDEW.DE vs. IBCF.DE — Risk / Return Rank
XDEW.DE
IBCF.DE
XDEW.DE vs. IBCF.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 EUR Hedged UCITS ETF (Acc) (IBCF.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 | IBCF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 2.81 | +0.70 |
| Martin ratioReturn relative to average drawdown | 10.36 | 12.07 | -1.72 |
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 | IBCF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.08 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.69 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.76 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.72 | -0.04 |
Drawdowns
XDEW.DE vs. IBCF.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than IBCF.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and IBCF.DE.
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Drawdown Indicators
| XDEW.DE | IBCF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -35.06% | -3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -8.72% | +3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -18.34% | -4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -26.23% | +3.53% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -35.06% | -3.73% |
Current DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -4.41% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 2.04% | -0.32% |
Volatility
XDEW.DE vs. IBCF.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 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a volatility of 3.08%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than IBCF.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 | IBCF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 3.08% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 8.63% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 11.79% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 16.02% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 16.34% | +0.52% |
XDEW.DE vs. IBCF.DE - Expense Ratio Comparison
Both XDEW.DE and IBCF.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. IBCF.DE - Dividend Comparison
Neither XDEW.DE nor IBCF.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and IBCF.DE have a correlation of 0.57, 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 IBCF.DE have the same expense ratio: 0.20% per year.
XDEW.DE tracks S&P 500 Equal Weight Index, while IBCF.DE tracks S&P 500 EUR Hedged Index. They also come from different issuers: Xtrackers and iShares.
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