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

Performance

XDEW.DE vs. SXRM.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 iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE). 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 SXRM.DE is traded in USD. To make them comparable, the SXRM.DE 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 11.42% return, which is significantly higher than SXRM.DE's 0.94% return. Over the past 10 years, XDEW.DE has outperformed SXRM.DE with an annualized return of 11.46%, while SXRM.DE has yielded a comparatively lower 0.35% annualized 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%

SXRM.DE

1D
0.46%
1M
1.54%
YTD
0.94%
6M
1.53%
1Y
4.03%
3Y*
0.59%
5Y*
-0.16%
10Y*
0.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-4.53%4.00%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.94%-3.81%5.50%0.47%-9.92%5.31%-0.09%11.39%5.30%-9.96%

Correlation

The correlation between XDEW.DE and SXRM.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.26

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

0.09

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

0.10

The correlation between XDEW.DE and SXRM.DE shifts across timeframes, from 0.07 (10 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XDEW.DE vs. SXRM.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: 6969
Overall Rank
XDEW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 7373
Martin Ratio Rank

SXRM.DE
SXRM.DE Risk / Return Rank: 2424
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2424
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. SXRM.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 USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.DESXRM.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.33

1.11

+0.22

Calmar ratioReturn relative to maximum drawdown

3.92

0.81

+3.12

Martin ratioReturn relative to average drawdown

11.96

2.18

+9.78

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

The current XDEW.DE Sharpe Ratio is 1.85, which is higher than the SXRM.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of XDEW.DE and SXRM.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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Drawdowns

XDEW.DE vs. SXRM.DE - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than SXRM.DE's maximum drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and SXRM.DE.


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Drawdown Indicators


XDEW.DESXRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-21.13%

-17.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-4.85%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-10.82%

-11.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-15.93%

-6.77%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-21.13%

-17.66%

Current Drawdown

Current decline from peak

0.00%

-15.43%

+15.43%

Average Drawdown

Average peak-to-trough decline

-5.37%

-9.58%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.80%

-0.14%

Volatility

XDEW.DE vs. SXRM.DE - Volatility Comparison

Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a higher volatility of 2.32% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) at 1.41%. This indicates that XDEW.DE's price experiences larger fluctuations and is considered to be riskier than SXRM.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.DESXRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

1.41%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

4.76%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.80%

6.30%

+4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

9.25%

+5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

8.80%

+8.04%

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

XDEW.DE has a 0.20% expense ratio, which is higher than SXRM.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDEW.DE vs. SXRM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDEW.DE and SXRM.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRM.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for XDEW.DE.

XDEW.DE is categorized as S&P 500, while SXRM.DE is Government Bonds. XDEW.DE tracks S&P 500 Equal Weight Index, while SXRM.DE tracks ICE US Treasury 7-10 Year. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XDEW.DE and 0.07% for SXRM.DE.

Portfolio Optimizer

Find the right allocation for XDEW.DE and SXRM.DE

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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