XDEW.DE vs. IMEU.L
Compare and contrast key facts about Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and iShares MSCI Europe UCITS Dist (IMEU.L).
XDEW.DE and IMEU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEW.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500® Equal Weight. It was launched on Jun 10, 2014. IMEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. Both XDEW.DE and IMEU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEW.DE or IMEU.L.
Key characteristics
| XDEW.DE | IMEU.L | |
|---|---|---|
| YTD Return | 11.49% | 7.04% |
| 1Y Return | 17.18% | 13.33% |
| 3Y Return (Ann) | 8.05% | 7.40% |
| 5Y Return (Ann) | 11.28% | 7.78% |
| 10Y Return (Ann) | 11.74% | 7.99% |
| Sharpe Ratio | 1.73 | 1.17 |
| Daily Std Dev | 11.04% | 10.30% |
| Max Drawdown | -38.79% | -43.90% |
| Current Drawdown | -0.46% | -2.84% |
Correlation
The correlation between XDEW.DE and IMEU.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDEW.DE vs. IMEU.L - Performance Comparison
In the year-to-date period, XDEW.DE achieves a 11.49% return, which is significantly higher than IMEU.L's 7.04% return. Over the past 10 years, XDEW.DE has outperformed IMEU.L with an annualized return of 11.74%, while IMEU.L has yielded a comparatively lower 7.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDEW.DE vs. IMEU.L - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is lower than IMEU.L's 1.00% expense ratio.
Risk-Adjusted Performance
XDEW.DE vs. IMEU.L - Risk-Adjusted Performance 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 MSCI Europe UCITS Dist (IMEU.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.
Dividends
XDEW.DE vs. IMEU.L - Dividend Comparison
XDEW.DE has not paid dividends to shareholders, while IMEU.L's dividend yield for the trailing twelve months is around 3.36%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IMEU.L iShares MSCI Europe UCITS Dist | 3.36% | 3.31% | 3.29% | 2.68% | 2.30% | 3.59% | 3.61% | 2.97% | 3.34% | 3.62% | 3.22% | 2.95% |
Drawdowns
XDEW.DE vs. IMEU.L - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum IMEU.L drawdown of -43.90%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and IMEU.L. For additional features, visit the drawdowns tool.
Volatility
XDEW.DE vs. IMEU.L - Volatility Comparison
Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and iShares MSCI Europe UCITS Dist (IMEU.L) have volatilities of 3.51% and 3.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.