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

Performance

XDNY.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XDNY.DE having a 14.26% return and XDEW.DE slightly higher at 14.50%. Over the past 10 years, XDNY.DE has underperformed XDEW.DE with an annualized return of 8.14%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.


XDNY.DE

1D
-2.32%
1M
-4.30%
6M
7.46%
YTD
14.26%
1Y
30.85%
3Y*
14.52%
5Y*
8.84%
10Y*
8.14%

XDEW.DE

1D
-0.34%
1M
2.32%
6M
9.75%
YTD
14.50%
1Y
19.87%
3Y*
12.62%
5Y*
9.52%
10Y*
11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XDNY.DE
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
14.26%11.70%12.67%16.15%-12.83%9.07%4.79%22.35%-10.67%9.68%
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%

Correlation

The correlation between XDNY.DE and XDEW.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.47

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

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2015

0.62

The correlation between XDNY.DE and XDEW.DE shifts across timeframes, from 0.46 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDNY.DE vs. XDEW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDNY.DE
XDNY.DE Risk / Return Rank: 6868
Overall Rank
XDNY.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XDNY.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XDNY.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XDNY.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XDNY.DE Martin Ratio Rank: 7272
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 7979
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7474
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8181
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.

XDNY.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.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.


XDNY.DEXDEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratioReturn relative to maximum drawdown

3.01

3.91

-0.90

Martin ratioReturn relative to average drawdown

9.61

12.05

-2.44

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

The current XDNY.DE Sharpe Ratio is 1.55, which is comparable to the XDEW.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of XDNY.DE and XDEW.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

XDNY.DE vs. XDEW.DE - Drawdown Comparison

The maximum XDNY.DE drawdown since its inception was -99.40%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and XDEW.DE.


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Drawdown Indicators


XDNY.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-38.79%

-60.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-5.06%

-5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-17.97%

-22.70%

+4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-22.70%

+2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-28.32%

-38.79%

+10.47%

Current Drawdown

Current decline from peak

-98.44%

-0.61%

-97.83%

Average Drawdown

Average peak-to-trough decline

-98.65%

-5.33%

-93.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

1.65%

+1.55%

Volatility

XDNY.DE vs. XDEW.DE - Volatility Comparison

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) has a higher volatility of 6.46% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that XDNY.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


XDNY.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

2.81%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

6.82%

+9.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.91%

10.43%

+9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

14.90%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

16.80%

-0.22%

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

XDNY.DE has a 0.15% expense ratio, which is lower than XDEW.DE's 0.20% 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

XDNY.DE vs. XDEW.DE - Dividend Comparison

XDNY.DE's dividend yield for the trailing twelve months is around 1.45%, while XDEW.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
XDNY.DE
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
1.45%1.66%1.60%1.77%2.98%1.40%1.82%1.73%1.24%2.07%0.69%

Frequently Asked Questions


XDNY.DE and XDEW.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDNY.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDNY.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XDEW.DE.

XDNY.DE is categorized as Japan Equities, while XDEW.DE is S&P 500. XDNY.DE tracks MSCI Japan Select ESG Screened, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.15% for XDNY.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

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