XDEW.DE vs. UBU5.DE

Last updated Jul 18, 2026

XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while UBU5.DE is a Large Cap Value Equities fund tracking the MSCI USA Value. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.04%/yr vs 9.68%/yr for UBU5.DE. Their correlation of 0.95 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

XDEW.DE vs. UBU5.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with XDEW.DE having a 14.50% return and UBU5.DE slightly lower at 14.23%. Over the past 10 years, XDEW.DE has outperformed UBU5.DE with an annualized return of 11.04%, while UBU5.DE has yielded a comparatively lower 9.68% 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%

UBU5.DE

• 1D: -0.27%
• 1M: 2.51%
• 6M: 9.82%
• YTD: 14.23%
• 1Y: 21.09%
• 3Y*: 14.12%
• 5Y*: 10.37%
• 10Y*: 9.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. UBU5.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	14.50%	-0.46%	18.66%	10.08%	-6.94%	41.59%	1.18%	31.27%	-4.53%	4.00%
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	14.23%	1.27%	20.12%	5.47%	-1.48%	38.86%	-9.65%	28.22%	-4.23%	0.98%

Correlation

The correlation between XDEW.DE and UBU5.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014	0.95

The correlation between XDEW.DE and UBU5.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

Return for Risk

XDEW.DE vs. UBU5.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: 79
XDEW.DE Sharpe Ratio Rank: 78
XDEW.DE Sortino Ratio Rank: 76
XDEW.DE Omega Ratio Rank: 74
XDEW.DE Calmar Ratio Rank: 88
XDEW.DE Martin Ratio Rank: 81

UBU5.DE

UBU5.DE Risk / Return Rank: 88
UBU5.DE Sharpe Ratio Rank: 88
UBU5.DE Sortino Ratio Rank: 87
UBU5.DE Omega Ratio Rank: 86
UBU5.DE Calmar Ratio Rank: 91
UBU5.DE Martin Ratio Rank: 90

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. UBU5.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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.DE	UBU5.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.96	2.23	-0.27
Sortino ratio: Return per unit of downside risk	2.71	3.08	-0.36
Omega ratio: Gain probability vs. loss probability	1.35	1.40	-0.06
Calmar ratio: Return relative to maximum drawdown	3.91	4.40	-0.49
Martin ratio: Return relative to average drawdown	12.05	15.47	-3.42

XDEW.DE vs. UBU5.DE - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.96, which is comparable to the UBU5.DE Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of XDEW.DE and UBU5.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.

Drawdowns

XDEW.DE vs. UBU5.DE - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than UBU5.DE's maximum drawdown of -36.36%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and UBU5.DE.

Drawdown Indicators

	XDEW.DE	UBU5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-38.79%	-36.36%	-2.43%
Max Drawdown (1Y) Largest decline over 1 year	-5.06%	-4.70%	-0.36%
Max Drawdown (3Y) Largest decline over 3 years	-22.70%	-19.86%	-2.84%
Max Drawdown (5Y) Largest decline over 5 years	-22.70%	-19.86%	-2.84%
Max Drawdown (10Y) Largest decline over 10 years	-38.79%	-36.36%	-2.43%
Current Drawdown Current decline from peak	-0.61%	-0.42%	-0.19%
Average Drawdown Average peak-to-trough decline	-5.33%	-5.88%	+0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	1.34%	+0.31%

Volatility

XDEW.DE vs. UBU5.DE - Volatility Comparison

Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a higher volatility of 2.81% compared to UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) at 2.22%. This indicates that XDEW.DE's price experiences larger fluctuations and is considered to be riskier than UBU5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDEW.DE	UBU5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	2.22%	+0.59%
Volatility (6M) Calculated over the trailing 6-month period	6.82%	6.27%	+0.55%
Volatility (1Y) Calculated over the trailing 1-year period	10.43%	9.50%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.90%	13.32%	+1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.80%	15.42%	+1.38%

XDEW.DE vs. UBU5.DE - Expense Ratio Comparison

Both XDEW.DE and UBU5.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XDEW.DE vs. UBU5.DE - Dividend Comparison

XDEW.DE has not paid dividends to shareholders, while UBU5.DE's dividend yield for the trailing twelve months is around 1.35%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	1.35%	2.11%	1.74%	2.03%	1.92%	1.52%	2.49%	1.97%	2.53%	2.04%	2.32%	2.27%
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDEW.DE and UBU5.DE in my portfolio?

With a correlation of 0.91, XDEW.DE and UBU5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, XDEW.DE or UBU5.DE?

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDEW.DE or UBU5.DE?

XDEW.DE and UBU5.DE have the same expense ratio: 0.20% per year.

What is the main difference between XDEW.DE and UBU5.DE?

XDEW.DE is categorized as S&P 500, while UBU5.DE is Large Cap Value Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while UBU5.DE tracks MSCI USA Value. They also come from different issuers: Xtrackers and UBS.