XDEW.DE vs. SGL.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) is S&P 500 fund tracking the S&P 500 Equal Weight Index, while SGL.DE (SGL Carbon SE) is a stock. Over the past 10 years, XDEW.DE returned 11.25%/yr vs -7.18%/yr for SGL.DE. At a 0.39 correlation, their price movements are largely independent.
Performance
XDEW.DE vs. SGL.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 SGL.DE's 66.13% return. Over the past 10 years, XDEW.DE has outperformed SGL.DE with an annualized return of 11.25%, while SGL.DE has yielded a comparatively lower -7.18% annualized return.
XDEW.DE
- 1D
- 0.30%
- 1M
- 4.55%
- YTD
- 10.39%
- 6M
- 10.80%
- 1Y
- 17.39%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
SGL.DE
- 1D
- -3.53%
- 1M
- 16.20%
- YTD
- 66.13%
- 6M
- 78.69%
- 1Y
- 37.57%
- 3Y*
- -15.42%
- 5Y*
- -6.71%
- 10Y*
- -7.18%
XDEW.DE vs. SGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -4.52% | 4.00% |
SGL.DE SGL Carbon SE | 66.13% | -21.75% | -38.56% | -6.06% | -9.88% | 113.91% | -24.16% | -22.23% | -46.49% | 36.24% |
Correlation
The correlation between XDEW.DE and SGL.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.39 |
The correlation between XDEW.DE and SGL.DE shifts across timeframes, from 0.22 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEW.DE vs. SGL.DE — Risk / Return Rank
XDEW.DE
SGL.DE
XDEW.DE vs. SGL.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 SGL Carbon SE (SGL.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 | SGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.10 | +2.41 |
| Martin ratioReturn relative to average drawdown | 10.36 | 2.21 | +8.14 |
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 | SGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.80 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | -0.15 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | -0.16 | +0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | -0.08 | +0.76 |
Drawdowns
XDEW.DE vs. SGL.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum SGL.DE drawdown of -97.48%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and SGL.DE.
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Drawdown Indicators
| XDEW.DE | SGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -97.48% | +58.69% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -34.43% | +29.37% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -70.08% | +47.38% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -75.97% | +53.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -84.52% | +45.73% |
Current DrawdownCurrent decline from peak | 0.00% | -94.12% | +94.12% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -73.71% | +68.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 17.09% | -15.37% |
Volatility
XDEW.DE vs. SGL.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while SGL Carbon SE (SGL.DE) has a volatility of 17.91%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than SGL.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 | SGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 17.91% | -15.85% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 39.38% | -32.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 47.05% | -36.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 43.39% | -28.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 45.47% | -28.61% |
Dividends
XDEW.DE vs. SGL.DE - Dividend Comparison
Neither XDEW.DE nor SGL.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and SGL.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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