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

Performance

XDEW.DE vs. PHSP.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 WisdomTree Physical Silver (PHSP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEW.DE is traded in EUR, while PHSP.L is traded in GBp. To make them comparable, the PHSP.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 14.50% return, which is significantly higher than PHSP.L's -19.97% return. Over the past 10 years, XDEW.DE has outperformed PHSP.L with an annualized return of 11.04%, while PHSP.L has yielded a comparatively lower 9.94% 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%

PHSP.L

1D
-0.82%
1M
-19.77%
6M
-36.21%
YTD
-19.97%
1Y
48.42%
3Y*
29.27%
5Y*
17.01%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. PHSP.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%
PHSP.L
WisdomTree Physical Silver
-19.97%117.70%28.78%-4.53%9.55%-6.39%33.20%19.73%-4.74%-9.39%

Correlation

The correlation between XDEW.DE and PHSP.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

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

0.11

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

0.11

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

0.07

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

0.08

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Return for Risk

XDEW.DE vs. PHSP.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

PHSP.L
PHSP.L Risk / Return Rank: 2727
Overall Rank
PHSP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 3333
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 2222
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. PHSP.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 WisdomTree Physical Silver (PHSP.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.DEPHSP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.35

1.19

+0.15

Calmar ratioReturn relative to maximum drawdown

3.91

0.99

+2.93

Martin ratioReturn relative to average drawdown

12.05

2.06

+9.99

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

The current XDEW.DE Sharpe Ratio is 1.96, which is higher than the PHSP.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of XDEW.DE and PHSP.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. PHSP.L - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum PHSP.L drawdown of -71.39%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and PHSP.L.


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Drawdown Indicators


XDEW.DEPHSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-71.39%

+32.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-48.90%

+43.84%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-48.90%

+26.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-48.90%

+26.20%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-48.90%

+10.11%

Current Drawdown

Current decline from peak

-0.61%

-48.90%

+48.29%

Average Drawdown

Average peak-to-trough decline

-5.33%

-42.76%

+37.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

23.42%

-21.77%

Volatility

XDEW.DE vs. PHSP.L - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.81%, while WisdomTree Physical Silver (PHSP.L) has a volatility of 12.56%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than PHSP.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.DEPHSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

12.56%

-9.75%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

50.54%

-43.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

56.40%

-45.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

37.09%

-22.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

31.14%

-14.34%

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

XDEW.DE has a 0.20% expense ratio, which is lower than PHSP.L's 0.49% expense ratio.


Dividends

XDEW.DE vs. PHSP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDEW.DE and PHSP.L have a correlation of 0.17, 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 0.49% for PHSP.L.

XDEW.DE is categorized as S&P 500, while PHSP.L is Silver. XDEW.DE tracks S&P 500 Equal Weight Index, while PHSP.L tracks LBMA Silver Price. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.20% for XDEW.DE and 0.49% for PHSP.L.

Portfolio Optimizer

Find the right allocation for XDEW.DE and PHSP.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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