XDG6.DE vs. XDEW.DE
XDG6.DE (Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDG6.DE is a Water Equities fund tracking the MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, XDG6.DE returned 1.48%/yr vs 11.80%/yr for XDEW.DE. A 0.74 correlation means they provide meaningful diversification when combined. XDG6.DE charges 0.35%/yr vs 0.20%/yr for XDEW.DE.
Performance
XDG6.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDG6.DE achieves a 3.10% return, which is significantly lower than XDEW.DE's 13.95% return.
XDG6.DE
- 1D
- 0.00%
- 1M
- 3.48%
- 6M
- 2.67%
- YTD
- 3.10%
- 1Y
- 3.67%
- 3Y*
- 1.48%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.18%
XDEW.DE
- 1D
- -0.19%
- 1M
- 1.93%
- 6M
- 11.43%
- YTD
- 13.95%
- 1Y
- 19.70%
- 3Y*
- 11.80%
- 5Y*
- 9.37%
- 10Y*
- 10.90%
- ALL TIME*
- 11.92%
XDG6.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDG6.DE Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C | 3.10% | -6.75% | 5.72% | -2.24% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 13.95% | -0.46% | 18.66% | 5.59% |
Correlation
The correlation between XDG6.DE and XDEW.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2023 | 0.74 |
The correlation between XDG6.DE and XDEW.DE shifts across timeframes, from 0.60 (1 year) to 0.74 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDG6.DE vs. XDEW.DE — Risk / Return Rank
XDG6.DE
XDEW.DE
XDG6.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.
| XDG6.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.88 | -3.68 |
| Martin ratioReturn relative to average drawdown | 0.27 | 11.93 | -11.66 |
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Drawdowns
XDG6.DE vs. XDEW.DE - Drawdown Comparison
The maximum XDG6.DE drawdown since its inception was -19.18%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XDG6.DE and XDEW.DE.
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Drawdown Indicators
| XDG6.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.18% | -38.79% | +19.61% |
Max Drawdown (1Y)Largest decline over 1 year | -19.18% | -5.06% | -14.12% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -22.70% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -13.27% | -1.09% | -12.18% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -5.33% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.61% | 1.65% | +11.96% |
Volatility
XDG6.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) has a higher volatility of 3.27% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.83%. This indicates that XDG6.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDG6.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 2.83% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 6.77% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.22% | 10.12% | +15.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 14.85% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 16.80% | +0.21% |
XDG6.DE vs. XDEW.DE - Expense Ratio Comparison
XDG6.DE has a 0.35% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
XDG6.DE vs. XDEW.DE - Dividend Comparison
Neither XDG6.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDG6.DE and XDEW.DE have a correlation of 0.60, 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 XDG6.DE.
XDG6.DE is categorized as Water Equities, while XDEW.DE is S&P 500. XDG6.DE tracks MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.35% for XDG6.DE and 0.20% for XDEW.DE.
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