XDPE.DE vs. 4UBQ.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and 4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - XDPE.DE tracks the S&P 500 Index (EUR Hedged) while 4UBQ.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 5 years, XDPE.DE returned 10.14%/yr vs 14.39%/yr for 4UBQ.DE. Their correlation of 0.81 suggests significant overlap in exposure. XDPE.DE charges 0.20%/yr vs 0.10%/yr for 4UBQ.DE.
Performance
XDPE.DE vs. 4UBQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDPE.DE achieves a 7.74% return, which is significantly lower than 4UBQ.DE's 12.19% return.
XDPE.DE
- 1D
- 0.19%
- 1M
- -1.02%
- 6M
- 8.95%
- YTD
- 7.74%
- 1Y
- 17.57%
- 3Y*
- 17.59%
- 5Y*
- 10.14%
- 10Y*
- 12.45%
4UBQ.DE
- 1D
- 0.00%
- 1M
- 1.52%
- 6M
- 12.78%
- YTD
- 12.19%
- 1Y
- 26.75%
- 3Y*
- 18.17%
- 5Y*
- 14.39%
- 10Y*
- —
XDPE.DE vs. 4UBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDPE.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) | 7.74% | 15.08% | 22.74% | 23.31% | -21.95% | 28.44% | 17.94% |
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 12.19% | 5.39% | 31.02% | 24.03% | -13.92% | 43.62% | 7.99% |
Correlation
The correlation between XDPE.DE and 4UBQ.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.81 |
The correlation between XDPE.DE and 4UBQ.DE has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
XDPE.DE vs. 4UBQ.DE — Risk / Return Rank
XDPE.DE
4UBQ.DE
XDPE.DE vs. 4UBQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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.
| XDPE.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.88 | -1.85 |
| Martin ratioReturn relative to average drawdown | 8.11 | 14.86 | -6.75 |
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Drawdowns
XDPE.DE vs. 4UBQ.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, which is greater than 4UBQ.DE's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and 4UBQ.DE.
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Drawdown Indicators
| XDPE.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -23.35% | -11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -6.93% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -23.35% | +4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -23.35% | -2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | — | — |
Current DrawdownCurrent decline from peak | -1.57% | -0.90% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -3.95% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.81% | +0.35% |
Volatility
XDPE.DE vs. 4UBQ.DE - Volatility Comparison
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) has a higher volatility of 4.08% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 3.49%. This indicates that XDPE.DE's price experiences larger fluctuations and is considered to be riskier than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDPE.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.49% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 8.11% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 11.93% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 15.33% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 15.46% | +0.82% |
XDPE.DE vs. 4UBQ.DE - Expense Ratio Comparison
XDPE.DE has a 0.20% expense ratio, which is higher than 4UBQ.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDPE.DE vs. 4UBQ.DE - Dividend Comparison
Neither XDPE.DE nor 4UBQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XDPE.DE and 4UBQ.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBQ.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for XDPE.DE.
XDPE.DE tracks S&P 500 Index (EUR Hedged), while 4UBQ.DE tracks S&P 500 ESG. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.20% for XDPE.DE and 0.10% for 4UBQ.DE.
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