PortfoliosLab logoPortfoliosLab logo
XDEW.DE vs. IROB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEW.DE vs. IROB.DE - 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 L&G ROBO Global Robotics and Automation UCITS ETF (IROB.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with XDEW.DE having a 14.50% return and IROB.DE slightly lower at 14.36%. Over the past 10 years, XDEW.DE has underperformed IROB.DE with an annualized return of 11.04%, while IROB.DE has yielded a comparatively higher 11.79% 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%

IROB.DE

1D
-2.80%
1M
-9.10%
6M
5.82%
YTD
14.36%
1Y
29.03%
3Y*
8.85%
5Y*
4.94%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. IROB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IROB.DE
L&G ROBO Global Robotics and Automation UCITS ETF
14.36%10.23%4.16%20.99%-30.11%26.22%31.63%33.78%-17.80%28.83%

Correlation

The correlation between XDEW.DE and IROB.DE is 0.60, 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

0.60

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

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2015

0.78

The correlation between XDEW.DE and IROB.DE shifts across timeframes, from 0.60 (1 year) to 0.78 (all time), 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. IROB.DE — 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: 7979
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7474
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8181
Martin Ratio Rank

IROB.DE
IROB.DE Risk / Return Rank: 4545
Overall Rank
IROB.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IROB.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
IROB.DE Omega Ratio Rank: 4040
Omega Ratio Rank
IROB.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
IROB.DE Martin Ratio Rank: 5050
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. IROB.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 L&G ROBO Global Robotics and Automation UCITS ETF (IROB.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.DEIROB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.35

1.21

+0.13

Calmar ratioReturn relative to maximum drawdown

3.91

2.08

+1.84

Martin ratioReturn relative to average drawdown

12.05

6.61

+5.44

XDEW.DE vs. IROB.DE - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.96, which is higher than the IROB.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of XDEW.DE and IROB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XDEW.DE vs. IROB.DE - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than IROB.DE's maximum drawdown of -36.51%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and IROB.DE.


Loading charts...

Drawdown Indicators


XDEW.DEIROB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-36.51%

-2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-13.67%

+8.61%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-31.95%

+9.25%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-36.51%

+13.81%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-36.51%

-2.28%

Current Drawdown

Current decline from peak

-0.61%

-12.43%

+11.82%

Average Drawdown

Average peak-to-trough decline

-5.33%

-11.40%

+6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

4.30%

-2.65%

Volatility

XDEW.DE vs. IROB.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.81%, while L&G ROBO Global Robotics and Automation UCITS ETF (IROB.DE) has a volatility of 9.71%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than IROB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XDEW.DEIROB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

9.71%

-6.90%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

19.55%

-12.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

24.11%

-13.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

21.69%

-6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

21.21%

-4.41%

XDEW.DE vs. IROB.DE - Expense Ratio Comparison

XDEW.DE has a 0.20% expense ratio, which is lower than IROB.DE's 0.80% expense ratio.


Dividends

XDEW.DE vs. IROB.DE - Dividend Comparison

Neither XDEW.DE nor IROB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEW.DE and IROB.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.80% for IROB.DE.

XDEW.DE is categorized as S&P 500, while IROB.DE is Technology Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while IROB.DE tracks ROBO-STOX® Global Robotics and Automation. They also come from different issuers: Xtrackers and Legal & General. Their fees differ too: 0.20% for XDEW.DE and 0.80% for IROB.DE.

Portfolio Optimizer

Find the right allocation for XDEW.DE and IROB.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