XDEW.DE vs. IBCK.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) are both S&P 500 funds - XDEW.DE tracks the S&P 500 Equal Weight Index while IBCK.DE tracks the S&P 500 Minimum Volatility. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.25%/yr vs 10.32%/yr for IBCK.DE. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
XDEW.DE vs. IBCK.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 IBCK.DE's 5.14% return. Over the past 10 years, XDEW.DE has outperformed IBCK.DE with an annualized return of 11.25%, while IBCK.DE has yielded a comparatively lower 10.32% 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%
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
XDEW.DE vs. IBCK.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% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
Correlation
The correlation between XDEW.DE and IBCK.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.87 |
The correlation between XDEW.DE and IBCK.DE has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
XDEW.DE vs. IBCK.DE — Risk / Return Rank
XDEW.DE
IBCK.DE
XDEW.DE vs. IBCK.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 Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.83 | +1.68 |
| Martin ratioReturn relative to average drawdown | 10.36 | 5.31 | +5.05 |
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 | IBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.07 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.79 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.73 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.88 | -0.21 |
Drawdowns
XDEW.DE vs. IBCK.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than IBCK.DE's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and IBCK.DE.
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Drawdown Indicators
| XDEW.DE | IBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -33.11% | -5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -5.08% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -17.55% | -5.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -17.55% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -33.11% | -5.68% |
Current DrawdownCurrent decline from peak | 0.00% | -0.47% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -4.50% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.75% | -0.03% |
Volatility
XDEW.DE vs. IBCK.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) has a volatility of 2.26%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.26% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 5.71% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 8.73% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 12.37% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 14.02% | +2.84% |
XDEW.DE vs. IBCK.DE - Expense Ratio Comparison
Both XDEW.DE and IBCK.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. IBCK.DE - Dividend Comparison
Neither XDEW.DE nor IBCK.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and IBCK.DE have a correlation of 0.79, 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 IBCK.DE have the same expense ratio: 0.20% per year.
XDEW.DE tracks S&P 500 Equal Weight Index, while IBCK.DE tracks S&P 500 Minimum Volatility. They also come from different issuers: Xtrackers and iShares.
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