XDPE.DE vs. XDWD.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XDPE.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XDPE.DE returned 12.45%/yr vs 13.00%/yr for XDWD.DE. Their correlation of 0.86 suggests significant overlap in exposure. XDPE.DE charges 0.20%/yr vs 0.19%/yr for XDWD.DE.
Performance
XDPE.DE vs. XDWD.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 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%
XDPE.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XDPE.DE
XDWD.DE
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.DE | XDWD.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.57% | -0.11% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -4.52% | -0.58% |
Ulcer IndexDepth 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.DE | XDWD.DE | Difference | |
|---|---|---|---|
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.
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.
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