XDPE.DE vs. XSX6.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDPE.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XDPE.DE returned 12.45%/yr vs 10.16%/yr for XSX6.DE. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
XDPE.DE vs. XSX6.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 XSX6.DE's 11.63% return. Over the past 10 years, XDPE.DE has outperformed XSX6.DE with an annualized return of 12.45%, while XSX6.DE has yielded a comparatively lower 10.16% 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%
XSX6.DE
- 1D
- 0.00%
- 1M
- 4.56%
- 6M
- 10.88%
- YTD
- 11.63%
- 1Y
- 22.49%
- 3Y*
- 15.24%
- 5Y*
- 10.32%
- 10Y*
- 10.16%
XDPE.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 11.63% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XDPE.DE and XSX6.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015 | 0.76 |
The correlation between XDPE.DE and XSX6.DE shifts across timeframes, from 0.65 (3 years) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDPE.DE vs. XSX6.DE — Risk / Return Rank
XDPE.DE
XSX6.DE
XDPE.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.37 | -0.34 |
| Martin ratioReturn relative to average drawdown | 8.11 | 9.17 | -1.06 |
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Drawdowns
XDPE.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, roughly equal to the maximum XSX6.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and XSX6.DE.
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Drawdown Indicators
| XDPE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -36.06% | +1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -9.46% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -16.37% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -20.84% | -5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -36.06% | +1.71% |
Current DrawdownCurrent decline from peak | -1.57% | 0.00% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -5.24% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.44% | -0.28% |
Volatility
XDPE.DE vs. XSX6.DE - Volatility Comparison
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) has a higher volatility of 4.08% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 3.11%. This indicates that XDPE.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.11% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 10.96% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 13.02% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 14.46% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 15.23% | +1.05% |
XDPE.DE vs. XSX6.DE - Expense Ratio Comparison
Both XDPE.DE and XSX6.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDPE.DE vs. XSX6.DE - Dividend Comparison
Neither XDPE.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XDPE.DE and XSX6.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDPE.DE and XSX6.DE have the same expense ratio: 0.20% per year.
XDPE.DE is categorized as S&P 500, while XSX6.DE is Europe Equities. XDPE.DE tracks S&P 500 Index (EUR Hedged), while XSX6.DE tracks STOXX® Europe 600.
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