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XDPE.DE vs. 6TVM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDPE.DE vs. 6TVM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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, XDPE.DE achieves a 7.25% return, which is significantly lower than 6TVM.DE's 11.85% return.


XDPE.DE

1D
-1.23%
1M
-0.71%
6M
6.60%
YTD
7.25%
1Y
16.98%
3Y*
16.74%
5Y*
9.98%
10Y*
12.00%

6TVM.DE

1D
-1.22%
1M
0.79%
6M
9.42%
YTD
11.85%
1Y
21.71%
3Y*
18.81%
5Y*
13.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDPE.DE vs. 6TVM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XDPE.DE
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)
7.25%15.08%22.74%23.31%-21.95%28.44%7.64%
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
11.85%4.87%32.69%22.58%-14.12%41.00%4.69%

Correlation

The correlation between XDPE.DE and 6TVM.DE is 0.84, 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

0.84

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

0.82

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

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2020

0.86

The correlation between XDPE.DE and 6TVM.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

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Return for Risk

XDPE.DE vs. 6TVM.DE — Risk / Return Rank

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

XDPE.DE
XDPE.DE Risk / Return Rank: 5555
Overall Rank
XDPE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XDPE.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
XDPE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XDPE.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDPE.DE Martin Ratio Rank: 6060
Martin Ratio Rank

6TVM.DE
6TVM.DE Risk / Return Rank: 7575
Overall Rank
6TVM.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
6TVM.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
6TVM.DE Omega Ratio Rank: 7474
Omega Ratio Rank
6TVM.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
6TVM.DE Martin Ratio Rank: 7777
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.

XDPE.DE vs. 6TVM.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 Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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.DE6TVM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

1.96

3.04

-1.09

Martin ratioReturn relative to average drawdown

7.77

10.73

-2.95

XDPE.DE vs. 6TVM.DE - Sharpe Ratio Comparison

The current XDPE.DE Sharpe Ratio is 1.39, which is comparable to the 6TVM.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of XDPE.DE and 6TVM.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

XDPE.DE vs. 6TVM.DE - Drawdown Comparison

The maximum XDPE.DE drawdown since its inception was -34.35%, which is greater than 6TVM.DE's maximum drawdown of -23.37%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and 6TVM.DE.


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Drawdown Indicators


XDPE.DE6TVM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-23.37%

-10.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-7.10%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-18.52%

-23.37%

+4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-26.17%

-23.37%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

Current Drawdown

Current decline from peak

-2.02%

-1.35%

-0.67%

Average Drawdown

Average peak-to-trough decline

-5.09%

-3.98%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.02%

+0.16%

Volatility

XDPE.DE vs. 6TVM.DE - Volatility Comparison

Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) have volatilities of 2.97% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDPE.DE6TVM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

3.03%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

7.85%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

11.87%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

15.27%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

15.18%

+1.11%

XDPE.DE vs. 6TVM.DE - Expense Ratio Comparison

XDPE.DE has a 0.20% expense ratio, which is higher than 6TVM.DE's 0.05% 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. 6TVM.DE - Dividend Comparison

XDPE.DE has not paid dividends to shareholders, while 6TVM.DE's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM202520242023202220212020
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
0.89%1.00%1.28%1.03%2.12%1.08%0.61%
XDPE.DE
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDPE.DE and 6TVM.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 6TVM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6TVM.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for XDPE.DE.

XDPE.DE tracks S&P 500 Index (EUR Hedged), while 6TVM.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for XDPE.DE and 0.05% for 6TVM.DE.

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