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XDEW.DE vs. SPY1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEW.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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 higher than SPY1.DE's 2.00% return. Over the past 10 years, XDEW.DE has outperformed SPY1.DE with an annualized return of 11.25%, while SPY1.DE has yielded a comparatively lower 7.35% annualized 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%

SPY1.DE

1D
-0.18%
1M
-0.80%
YTD
2.00%
6M
1.78%
1Y
-0.66%
3Y*
4.28%
5Y*
5.96%
10Y*
7.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. SPY1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
2.00%-7.26%20.46%-3.91%0.94%34.70%-10.69%29.65%3.67%2.32%

Correlation

The correlation between XDEW.DE and SPY1.DE is 0.54, 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

0.54

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

0.65

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

0.67

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

0.72

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2014

0.75

Over the past year, the correlation between XDEW.DE and SPY1.DE has dropped to 0.54 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Return for Risk

XDEW.DE vs. SPY1.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

SPY1.DE
SPY1.DE Risk / Return Rank: 77
Overall Rank
SPY1.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 77
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 77
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. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.DESPY1.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.30

0.98

+0.31

Calmar ratioReturn relative to maximum drawdown

3.51

-0.23

+3.73

Martin ratioReturn relative to average drawdown

10.36

-0.48

+10.84

XDEW.DE vs. SPY1.DE - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.66, which is higher than the SPY1.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of XDEW.DE and SPY1.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.DESPY1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

-0.15

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.47

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.52

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.69

-0.02

Drawdowns

XDEW.DE vs. SPY1.DE - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than SPY1.DE's maximum drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and SPY1.DE.


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Drawdown Indicators


XDEW.DESPY1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-35.30%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-6.77%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-14.59%

-8.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-16.32%

-6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-35.30%

-3.49%

Current Drawdown

Current decline from peak

0.00%

-11.45%

+11.45%

Average Drawdown

Average peak-to-trough decline

-5.39%

-6.16%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

3.15%

-1.43%

Volatility

XDEW.DE vs. SPY1.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a volatility of 3.46%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than SPY1.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.DESPY1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

3.46%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

7.38%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

10.25%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

12.47%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

14.00%

+2.86%

XDEW.DE vs. SPY1.DE - Expense Ratio Comparison

XDEW.DE has a 0.20% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.


Dividends

XDEW.DE vs. SPY1.DE - Dividend Comparison

Neither XDEW.DE nor SPY1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEW.DE and SPY1.DE have a correlation of 0.54, 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 0.35% for SPY1.DE.

XDEW.DE tracks S&P 500 Equal Weight Index, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.20% for XDEW.DE and 0.35% for SPY1.DE.

Portfolio Optimizer

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