XDEW.DE vs. IUVD.L
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and IUVD.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while IUVD.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Both are passively managed. Over the past 5 years, XDEW.DE returned 9.22%/yr vs 16.80%/yr for IUVD.L. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
XDEW.DE vs. IUVD.L - Performance Comparison
Loading charts...
Different Trading Currencies
XDEW.DE is traded in EUR, while IUVD.L is traded in USD. To make them comparable, the IUVD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDEW.DE achieves a 10.39% return, which is significantly lower than IUVD.L's 48.11% 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%
IUVD.L
- 1D
- -1.11%
- 1M
- 15.42%
- YTD
- 48.11%
- 6M
- 49.83%
- 1Y
- 86.19%
- 3Y*
- 29.91%
- 5Y*
- 16.80%
- 10Y*
- —
XDEW.DE vs. IUVD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -1.89% |
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 48.11% | 17.22% | 13.54% | 11.12% | -9.57% | 39.33% | -9.53% | 28.47% | -5.46% |
Correlation
The correlation between XDEW.DE and IUVD.L is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2018 | 0.85 |
The correlation between XDEW.DE and IUVD.L shifts across timeframes, from 0.75 (1 year) to 0.85 (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. IUVD.L — Risk / Return Rank
XDEW.DE
IUVD.L
XDEW.DE vs. IUVD.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 Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.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.
| XDEW.DE | IUVD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.40 | ||
| Sortino ratioReturn per unit of downside risk | -4.22 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.84 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 13.29 | -9.78 |
| Martin ratioReturn relative to average drawdown | 10.36 | 54.32 | -43.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDEW.DE | IUVD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 5.06 | -3.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.96 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.72 | -0.04 |
Drawdowns
XDEW.DE vs. IUVD.L - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, roughly equal to the maximum IUVD.L drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and IUVD.L.
Loading charts...
Drawdown Indicators
| XDEW.DE | IUVD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -38.85% | +0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -6.44% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -22.36% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -22.36% | -0.34% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.11% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -7.23% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.58% | +0.14% |
Volatility
XDEW.DE vs. IUVD.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a volatility of 7.16%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than IUVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDEW.DE | IUVD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 7.16% | -5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 13.39% | -6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 16.90% | -6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 17.57% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 19.91% | -3.05% |
XDEW.DE vs. IUVD.L - Expense Ratio Comparison
Both XDEW.DE and IUVD.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. IUVD.L - Dividend Comparison
XDEW.DE has not paid dividends to shareholders, while IUVD.L's dividend yield for the trailing twelve months is around 1.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 1.12% | 1.64% | 2.24% | 2.27% | 2.61% | 1.85% | 2.26% | 2.26% | 1.73% |
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% |
Frequently Asked Questions
XDEW.DE and IUVD.L have a correlation of 0.75, 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 IUVD.L have the same expense ratio: 0.20% per year.
XDEW.DE is categorized as S&P 500, while IUVD.L is Large Cap Value Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while IUVD.L tracks Russell 1000 Value TR USD. They also come from different issuers: Xtrackers and iShares.
Find the right allocation for XDEW.DE and IUVD.L
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