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XDEW.DE vs. IS31.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEW.DE vs. IS31.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDEW.DE achieves a 14.15% return, which is significantly higher than IS31.DE's 2.57% return.


XDEW.DE

1D
-0.02%
1M
1.80%
6M
10.18%
YTD
14.15%
1Y
19.97%
3Y*
12.88%
5Y*
9.45%
10Y*
11.05%

IS31.DE

1D
-0.55%
1M
-0.28%
6M
3.07%
YTD
2.57%
1Y
8.36%
3Y*
10.43%
5Y*
5.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. IS31.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
14.15%-0.46%18.66%10.08%-6.94%41.59%1.18%31.27%-4.53%-0.66%
IS31.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)
2.57%9.27%16.79%6.75%-14.54%23.93%5.67%27.41%-8.01%10.34%

Correlation

The correlation between XDEW.DE and IS31.DE is 0.64, 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

0.64

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

0.68

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

0.74

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2017

0.70

The correlation between XDEW.DE and IS31.DE shifts across timeframes, from 0.64 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XDEW.DE vs. IS31.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: 7676
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8080
Martin Ratio Rank

IS31.DE
IS31.DE Risk / Return Rank: 3131
Overall Rank
IS31.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IS31.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IS31.DE Omega Ratio Rank: 2828
Omega Ratio Rank
IS31.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
IS31.DE Martin Ratio Rank: 3737
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. IS31.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 EUR Hedged (Acc) (IS31.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.DEIS31.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.34

1.17

+0.17

Calmar ratioReturn relative to maximum drawdown

3.93

1.25

+2.68

Martin ratioReturn relative to average drawdown

12.11

4.77

+7.34

XDEW.DE vs. IS31.DE - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.87, which is higher than the IS31.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XDEW.DE and IS31.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.


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Drawdowns

XDEW.DE vs. IS31.DE - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than IS31.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and IS31.DE.


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Drawdown Indicators


XDEW.DEIS31.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-33.66%

-5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-6.64%

+1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-12.56%

-10.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-20.75%

-1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

Current Drawdown

Current decline from peak

-0.92%

-1.01%

+0.09%

Average Drawdown

Average peak-to-trough decline

-5.33%

-4.83%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.75%

-0.10%

Volatility

XDEW.DE vs. IS31.DE - Volatility Comparison

Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a higher volatility of 2.73% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) at 2.40%. This indicates that XDEW.DE's price experiences larger fluctuations and is considered to be riskier than IS31.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.DEIS31.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

2.40%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.91%

6.55%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

10.64%

8.70%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

12.78%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

14.36%

+2.44%

XDEW.DE vs. IS31.DE - Expense Ratio Comparison

XDEW.DE has a 0.20% expense ratio, which is lower than IS31.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDEW.DE vs. IS31.DE - Dividend Comparison

Neither XDEW.DE nor IS31.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEW.DE and IS31.DE have a correlation of 0.64, 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 0.25% for IS31.DE.

XDEW.DE tracks S&P 500 Equal Weight Index, while IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XDEW.DE and 0.25% for IS31.DE.

Portfolio Optimizer

Find the right allocation for XDEW.DE and IS31.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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