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XDEW.DE vs. L0CK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEW.DE vs. L0CK.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 Digital Security UCITS ETF USD (Acc) (L0CK.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. L0CK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDEW.DE
XDEW.DE Risk / Return Rank: 5555
Overall Rank
XDEW.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 5959
Martin Ratio Rank

L0CK.DE
L0CK.DE Risk / Return Rank: 3232
Overall Rank
L0CK.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
L0CK.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
L0CK.DE Omega Ratio Rank: 3131
Omega Ratio Rank
L0CK.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
L0CK.DE Martin Ratio Rank: 3131
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. 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.DEL0CK.DEDifference
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

XDEW.DE vs. L0CK.DE - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.66, which is higher than the L0CK.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XDEW.DE and L0CK.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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Sharpe Ratios by Period


XDEW.DEL0CK.DEDifference

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.DEL0CK.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-3.17%

+3.17%

Average Drawdown

Average peak-to-trough decline

-5.39%

-9.03%

+3.64%

Ulcer Index

Depth 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.DEL0CK.DEDifference

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.


Tickers have no history of dividend payments

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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