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

Performance

XDEW.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. XDEQ.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%
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

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

XDEQ.DE
XDEQ.DE Risk / Return Rank: 5858
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 5555
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDEQ.DE Martin Ratio Rank: 6767
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. 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.DEXDEQ.DEDifference
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

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

The current XDEW.DE Sharpe Ratio is 1.66, which is comparable to the XDEQ.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of XDEW.DE and XDEQ.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.DEXDEQ.DEDifference

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.DEXDEQ.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.39%

-4.75%

-0.64%

Ulcer Index

Depth 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.DEXDEQ.DEDifference

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.


Tickers have no history of dividend payments

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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