XDEW.DE vs. NQSE.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, XDEW.DE returned 9.29%/yr vs 14.04%/yr for NQSE.DE. A 0.61 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
XDEW.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEW.DE achieves a 11.42% return, which is significantly lower than NQSE.DE's 15.12% return.
XDEW.DE
- 1D
- 1.44%
- 1M
- 5.26%
- YTD
- 11.42%
- 6M
- 11.62%
- 1Y
- 20.08%
- 3Y*
- 11.73%
- 5Y*
- 9.29%
- 10Y*
- 11.46%
NQSE.DE
- 1D
- 3.16%
- 1M
- 1.35%
- YTD
- 15.12%
- 6M
- 16.84%
- 1Y
- 33.33%
- 3Y*
- 23.70%
- 5Y*
- 14.04%
- 10Y*
- —
XDEW.DE vs. NQSE.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 | 11.42% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -12.66% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 15.12% | 18.19% | 24.02% | 52.15% | -36.27% | 27.38% | 45.18% | 35.63% | -15.97% |
Correlation
The correlation between XDEW.DE and NQSE.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.61 |
The correlation between XDEW.DE and NQSE.DE shifts across timeframes, from 0.42 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEW.DE vs. NQSE.DE — Risk / Return Rank
XDEW.DE
NQSE.DE
XDEW.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 2.73 | +1.19 |
| Martin ratioReturn relative to average drawdown | 11.96 | 9.34 | +2.62 |
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Drawdowns
XDEW.DE vs. NQSE.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, roughly equal to the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and NQSE.DE.
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Drawdown Indicators
| XDEW.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -37.62% | -1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -11.88% | +6.82% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -22.41% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -37.62% | +14.92% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.08% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -8.55% | +3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 3.49% | -1.83% |
Volatility
XDEW.DE vs. NQSE.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.32%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 6.10%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 6.10% | -3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 6.82% | 12.93% | -6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.80% | 16.74% | -5.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 21.02% | -6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 21.60% | -4.76% |
XDEW.DE vs. NQSE.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
XDEW.DE vs. NQSE.DE - Dividend Comparison
Neither XDEW.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and NQSE.DE have a correlation of 0.42, 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 0.33% for NQSE.DE.
XDEW.DE is categorized as S&P 500, while NQSE.DE is Nasdaq-100. XDEW.DE tracks S&P 500 Equal Weight Index, while NQSE.DE tracks NASDAQ-100 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XDEW.DE and 0.33% for NQSE.DE.
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