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XDEW.DE vs. IUSE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEW.DE vs. IUSE.L - 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 S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L). 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 14.50% return, which is significantly higher than IUSE.L's 7.54% return. Over the past 10 years, XDEW.DE has underperformed IUSE.L with an annualized return of 11.04%, while IUSE.L has yielded a comparatively higher 12.04% 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%

IUSE.L

1D
-1.30%
1M
-0.21%
6M
6.68%
YTD
7.54%
1Y
17.02%
3Y*
16.87%
5Y*
10.14%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. IUSE.L - 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%
IUSE.L
iShares S&P 500 EUR Hedged UCITS ETF Acc
7.54%14.95%23.21%23.05%-21.17%27.85%14.81%26.33%-8.40%19.04%

Correlation

The correlation between XDEW.DE and IUSE.L is 0.54, 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

0.54

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

0.61

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

0.71

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

0.74

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.74

Over the past year, the correlation between XDEW.DE and IUSE.L has dropped to 0.54 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

XDEW.DE vs. IUSE.L — 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

IUSE.L
IUSE.L Risk / Return Rank: 5555
Overall Rank
IUSE.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IUSE.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IUSE.L Omega Ratio Rank: 5252
Omega Ratio Rank
IUSE.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IUSE.L Martin Ratio Rank: 5959
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. IUSE.L - 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 (IUSE.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.

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.DEIUSE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratioReturn relative to maximum drawdown

3.91

1.98

+1.93

Martin ratioReturn relative to average drawdown

12.05

7.93

+4.12

XDEW.DE vs. IUSE.L - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.96, which is higher than the IUSE.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of XDEW.DE and IUSE.L, 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. IUSE.L - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than IUSE.L's maximum drawdown of -34.75%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and IUSE.L.


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Drawdown Indicators


XDEW.DEIUSE.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-34.75%

-4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-8.67%

+3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-18.33%

-4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-26.23%

+3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-34.75%

-4.04%

Current Drawdown

Current decline from peak

-0.61%

-1.97%

+1.36%

Average Drawdown

Average peak-to-trough decline

-5.33%

-4.25%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.16%

-0.51%

Volatility

XDEW.DE vs. IUSE.L - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.81%, while iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) has a volatility of 3.05%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than IUSE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEW.DEIUSE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

3.05%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

9.34%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

12.08%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

16.07%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

16.29%

+0.51%

XDEW.DE vs. IUSE.L - Expense Ratio Comparison

Both XDEW.DE and IUSE.L 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. IUSE.L - Dividend Comparison

Neither XDEW.DE nor IUSE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEW.DE and IUSE.L have a correlation of 0.54, 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 IUSE.L have the same expense ratio: 0.20% per year.

XDEW.DE tracks S&P 500 Equal Weight Index, while IUSE.L tracks S&P 500 EUR Hedged Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

Find the right allocation for XDEW.DE and IUSE.L

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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