XDEW.DE vs. SPY1.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both S&P 500 funds - XDEW.DE tracks the S&P 500 Equal Weight Index while SPY1.DE tracks the S&P 500 Low Volatility. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.25%/yr vs 7.35%/yr for SPY1.DE. A 0.75 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.35%/yr for SPY1.DE.
Performance
XDEW.DE vs. SPY1.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 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%
XDEW.DE vs. SPY1.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% |
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
XDEW.DE
SPY1.DE
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.DE | SPY1.DE | Difference | |
|---|---|---|---|
| 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 |
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 | SPY1.DE | Difference | |
|---|---|---|---|
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.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -11.45% | +11.45% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -6.16% | +0.77% |
Ulcer IndexDepth 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.DE | SPY1.DE | Difference | |
|---|---|---|---|
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.
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.
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