XDEW.DE vs. L0CK.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while L0CK.DE is a Technology Equities fund tracking the STOXX® Global Digital Security. Both are passively managed. Over the past 5 years, XDEW.DE returned 9.22%/yr vs 10.97%/yr for L0CK.DE. A 0.72 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.40%/yr for L0CK.DE.
Performance
XDEW.DE vs. L0CK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEW.DE achieves a 10.39% return, which is significantly lower than L0CK.DE's 19.85% 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%
L0CK.DE
- 1D
- -2.66%
- 1M
- 11.33%
- YTD
- 19.85%
- 6M
- 20.34%
- 1Y
- 22.13%
- 3Y*
- 18.48%
- 5Y*
- 10.97%
- 10Y*
- —
XDEW.DE vs. L0CK.DE - 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% | -12.39% |
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 19.85% | -0.03% | 22.76% | 29.81% | -25.34% | 27.06% | 14.71% | 33.01% | -11.70% |
Correlation
The correlation between XDEW.DE and L0CK.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2018 | 0.72 |
The correlation between XDEW.DE and L0CK.DE shifts across timeframes, from 0.57 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEW.DE vs. L0CK.DE — Risk / Return Rank
XDEW.DE
L0CK.DE
XDEW.DE vs. L0CK.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 Digital Security UCITS ETF USD (Acc) (L0CK.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.
| XDEW.DE | L0CK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.81 | +1.70 |
| Martin ratioReturn relative to average drawdown | 10.36 | 4.44 | +5.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDEW.DE | L0CK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.09 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.55 | +0.07 |
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 | 0.60 | +0.08 |
Drawdowns
XDEW.DE vs. L0CK.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than L0CK.DE's maximum drawdown of -32.50%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and L0CK.DE.
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Drawdown Indicators
| XDEW.DE | L0CK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -32.50% | -6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -12.47% | +7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -27.07% | +4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -28.54% | +5.84% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.17% | +3.17% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -9.03% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 5.08% | -3.36% |
Volatility
XDEW.DE vs. L0CK.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) has a volatility of 8.18%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than L0CK.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.DE | L0CK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 8.18% | -6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 16.31% | -9.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 20.67% | -9.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 19.90% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 20.21% | -3.35% |
XDEW.DE vs. L0CK.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is lower than L0CK.DE's 0.40% expense ratio.
Dividends
XDEW.DE vs. L0CK.DE - Dividend Comparison
Neither XDEW.DE nor L0CK.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and L0CK.DE have a correlation of 0.57, 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 0.40% for L0CK.DE.
XDEW.DE is categorized as S&P 500, while L0CK.DE is Technology Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while L0CK.DE tracks STOXX® Global Digital Security. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XDEW.DE and 0.40% for L0CK.DE.
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