XDEW.DE vs. XDEQ.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.25%/yr vs 12.38%/yr for XDEQ.DE. A 0.78 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XDEW.DE vs. XDEQ.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 XDEQ.DE's 9.48% return. Over the past 10 years, XDEW.DE has underperformed XDEQ.DE with an annualized return of 11.25%, while XDEQ.DE has yielded a comparatively higher 12.38% 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%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XDEW.DE vs. XDEQ.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% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between XDEW.DE and XDEQ.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.78 |
The correlation between XDEW.DE and XDEQ.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
XDEW.DE vs. XDEQ.DE — Risk / Return Rank
XDEW.DE
XDEQ.DE
XDEW.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.04 | +0.47 |
| Martin ratioReturn relative to average drawdown | 10.36 | 12.17 | -1.82 |
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 | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.78 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.80 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.85 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.80 | -0.12 |
Drawdowns
XDEW.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and XDEQ.DE.
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Drawdown Indicators
| XDEW.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -32.16% | -6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -6.22% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -20.59% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -20.59% | -2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -32.16% | -6.63% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -4.75% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.56% | +0.16% |
Volatility
XDEW.DE vs. XDEQ.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) has a volatility of 2.36%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.36% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 7.32% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 10.64% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 14.12% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 15.35% | +1.51% |
XDEW.DE vs. XDEQ.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is lower than XDEQ.DE's 0.25% expense ratio. Despite the difference, 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. XDEQ.DE - Dividend Comparison
Neither XDEW.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and XDEQ.DE have a correlation of 0.79, 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 0.25% for XDEQ.DE.
XDEW.DE is categorized as S&P 500, while XDEQ.DE is Global Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.20% for XDEW.DE and 0.25% for XDEQ.DE.
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