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XDPE.DE vs. XDWD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDPE.DE vs. XDWD.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 Xtrackers MSCI World UCITS ETF 1C (XDWD.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 7.74% return, which is significantly lower than XDWD.DE's 12.57% return. Both investments have delivered pretty close results over the past 10 years, with XDPE.DE having a 12.45% annualized return and XDWD.DE not far ahead at 13.00%.


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%

XDWD.DE

1D
0.32%
1M
1.49%
6M
12.36%
YTD
12.57%
1Y
24.32%
3Y*
17.54%
5Y*
12.27%
10Y*
13.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDPE.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDPE.DE
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)
7.74%15.08%22.74%23.31%-21.95%28.44%15.08%27.18%-8.63%18.89%
XDWD.DE
Xtrackers MSCI World UCITS ETF 1C
12.57%7.85%25.98%20.19%-13.68%32.75%5.47%31.26%-4.94%7.84%

Correlation

The correlation between XDPE.DE and XDWD.DE is 0.83, 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

0.83

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

0.84

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

0.88

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

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2015

0.86

The correlation between XDPE.DE and XDWD.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

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Return for Risk

XDPE.DE vs. XDWD.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: 5151
Overall Rank
XDPE.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XDPE.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDPE.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDPE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XDPE.DE Martin Ratio Rank: 5656
Martin Ratio Rank

XDWD.DE
XDWD.DE Risk / Return Rank: 8383
Overall Rank
XDWD.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 8888
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. XDWD.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 Xtrackers MSCI World UCITS ETF 1C (XDWD.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.DEXDWD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.26

1.40

-0.14

Calmar ratioReturn relative to maximum drawdown

2.02

3.82

-1.80

Martin ratioReturn relative to average drawdown

8.11

15.31

-7.20

XDPE.DE vs. XDWD.DE - Sharpe Ratio Comparison

The current XDPE.DE Sharpe Ratio is 1.44, which is lower than the XDWD.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of XDPE.DE and XDWD.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. XDWD.DE - Drawdown Comparison

The maximum XDPE.DE drawdown since its inception was -34.35%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and XDWD.DE.


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Drawdown Indicators


XDPE.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-33.55%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-6.34%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-18.52%

-21.64%

+3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.17%

-21.64%

-4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-33.55%

-0.80%

Current Drawdown

Current decline from peak

-1.57%

-0.11%

-1.46%

Average Drawdown

Average peak-to-trough decline

-5.10%

-4.52%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.58%

+0.58%

Volatility

XDPE.DE vs. XDWD.DE - Volatility Comparison

Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) has a higher volatility of 4.08% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 3.15%. This indicates that XDPE.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.15%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

7.97%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

11.30%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

14.15%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

15.09%

+1.19%

XDPE.DE vs. XDWD.DE - Expense Ratio Comparison

XDPE.DE has a 0.20% expense ratio, which is higher than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison

Neither XDPE.DE nor XDWD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDPE.DE and XDWD.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XDPE.DE.

XDPE.DE is categorized as S&P 500, while XDWD.DE is Global Equities. XDPE.DE tracks S&P 500 Index (EUR Hedged), while XDWD.DE tracks MSCI World. Their fees differ too: 0.20% for XDPE.DE and 0.19% for XDWD.DE.

Portfolio Optimizer

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