XDNY.DE vs. XDEW.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDNY.DE is a Japan Equities fund tracking the MSCI Japan Select ESG Screened, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, XDNY.DE returned 8.14%/yr vs 11.04%/yr for XDEW.DE. A 0.62 correlation means they provide meaningful diversification when combined. XDNY.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
XDNY.DE vs. XDEW.DE - Performance Comparison
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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%
XDNY.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XDNY.DE
XDEW.DE
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.DE | XDEW.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -98.44% | -0.61% | -97.83% |
Average DrawdownAverage peak-to-trough decline | -98.65% | -5.33% | -93.32% |
Ulcer IndexDepth 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.DE | XDEW.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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