XDPE.DE vs. XDWT.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and XDWT.DE (Xtrackers MSCI World Information Technology 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 XDWT.DE is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom Index. Both are passively managed. Over the past 10 years, XDPE.DE returned 12.45%/yr vs 23.70%/yr for XDWT.DE. A 0.79 correlation means they provide meaningful diversification when combined. XDPE.DE charges 0.20%/yr vs 0.25%/yr for XDWT.DE.
Performance
XDPE.DE vs. XDWT.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 XDWT.DE's 20.89% return. Over the past 10 years, XDPE.DE has underperformed XDWT.DE with an annualized return of 12.45%, while XDWT.DE has yielded a comparatively higher 23.70% annualized 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%
XDWT.DE
- 1D
- 0.48%
- 1M
- -5.44%
- 6M
- 21.56%
- YTD
- 20.89%
- 1Y
- 36.99%
- 3Y*
- 27.01%
- 5Y*
- 19.44%
- 10Y*
- 23.70%
XDPE.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 20.89% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.75% | 21.05% |
Correlation
The correlation between XDPE.DE and XDWT.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015 | 0.79 |
The correlation between XDPE.DE and XDWT.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
XDPE.DE vs. XDWT.DE — Risk / Return Rank
XDPE.DE
XDWT.DE
XDPE.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.36 | -0.34 |
| Martin ratioReturn relative to average drawdown | 8.11 | 6.00 | +2.12 |
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Drawdowns
XDPE.DE vs. XDWT.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, smaller than the maximum XDWT.DE drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and XDWT.DE.
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Drawdown Indicators
| XDPE.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -44.55% | +10.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -15.59% | +6.95% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -29.46% | +10.94% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -29.46% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -31.60% | -2.75% |
Current DrawdownCurrent decline from peak | -1.57% | -5.99% | +4.42% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -8.71% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 6.15% | -3.99% |
Volatility
XDPE.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) is 4.08%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 8.17%. This indicates that XDPE.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 8.17% | -4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 16.29% | -6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 21.59% | -9.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 22.76% | -6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 22.23% | -5.95% |
XDPE.DE vs. XDWT.DE - Expense Ratio Comparison
XDPE.DE has a 0.20% expense ratio, which is lower than XDWT.DE's 0.25% 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
XDPE.DE vs. XDWT.DE - Dividend Comparison
Neither XDPE.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XDPE.DE and XDWT.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDPE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDPE.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWT.DE.
XDPE.DE is categorized as S&P 500, while XDWT.DE is Technology Equities. XDPE.DE tracks S&P 500 Index (EUR Hedged), while XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index. Their fees differ too: 0.20% for XDPE.DE and 0.25% for XDWT.DE.
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