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XDPG.L vs. XDPP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDPG.L vs. XDPP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers S&P 500 UCITS ETF 2C - GBP Hedged (XDPG.L) and Xtrackers S&P 500 UCITS ETF 4C (XDPP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDPG.L is traded in GBp, while XDPP.L is traded in GBP. To make them comparable, the XDPP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDPG.L achieves a 9.91% return, which is significantly lower than XDPP.L's 10.57% return.


XDPG.L

1D
0.02%
1M
4.52%
YTD
9.91%
6M
10.64%
1Y
27.07%
3Y*
21.39%
5Y*
12.48%
10Y*
13.60%

XDPP.L

1D
0.00%
1M
5.50%
YTD
10.57%
6M
10.48%
1Y
29.16%
3Y*
19.03%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDPG.L vs. XDPP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XDPG.L
Xtrackers S&P 500 UCITS ETF 2C - GBP Hedged
9.91%16.95%24.90%24.82%0.38%
XDPP.L
Xtrackers S&P 500 UCITS ETF 4C
10.57%9.44%27.26%19.81%2.54%

Correlation

The correlation between XDPG.L and XDPP.L is 0.77, 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

0.77

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2022

0.77

The correlation between XDPG.L and XDPP.L has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

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Return for Risk

XDPG.L vs. XDPP.L — Risk / Return Rank

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

XDPG.L
XDPG.L Risk / Return Rank: 7373
Overall Rank
XDPG.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XDPG.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
XDPG.L Omega Ratio Rank: 7373
Omega Ratio Rank
XDPG.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
XDPG.L Martin Ratio Rank: 7575
Martin Ratio Rank

XDPP.L
XDPP.L Risk / Return Rank: 8282
Overall Rank
XDPP.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XDPP.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
XDPP.L Omega Ratio Rank: 8686
Omega Ratio Rank
XDPP.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XDPP.L Martin Ratio Rank: 7676
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.

XDPG.L vs. XDPP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF 2C - GBP Hedged (XDPG.L) and Xtrackers S&P 500 UCITS ETF 4C (XDPP.L). 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.


XDPG.LXDPP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.42

1.52

-0.10

Calmar ratioReturn relative to maximum drawdown

3.24

3.99

-0.74

Martin ratioReturn relative to average drawdown

13.93

14.32

-0.39

XDPG.L vs. XDPP.L - Sharpe Ratio Comparison

The current XDPG.L Sharpe Ratio is 2.32, which is comparable to the XDPP.L Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of XDPG.L and XDPP.L, 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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Sharpe Ratios by Period


XDPG.LXDPP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.78

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.25

-0.51

Drawdowns

XDPG.L vs. XDPP.L - Drawdown Comparison

The maximum XDPG.L drawdown since its inception was -35.91%, which is greater than XDPP.L's maximum drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for XDPG.L and XDPP.L.


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Drawdown Indicators


XDPG.LXDPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-20.98%

-14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-7.28%

-1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.07%

-20.98%

+1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

Current Drawdown

Current decline from peak

-0.53%

-0.24%

-0.29%

Average Drawdown

Average peak-to-trough decline

-4.80%

-3.49%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.03%

-0.09%

Volatility

XDPG.L vs. XDPP.L - Volatility Comparison

Xtrackers S&P 500 UCITS ETF 2C - GBP Hedged (XDPG.L) has a higher volatility of 3.18% compared to Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) at 2.62%. This indicates that XDPG.L's price experiences larger fluctuations and is considered to be riskier than XDPP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDPG.LXDPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

2.62%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

7.13%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.62%

10.46%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

13.89%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

13.89%

+2.71%

XDPG.L vs. XDPP.L - Expense Ratio Comparison

XDPG.L has a 0.09% expense ratio, which is higher than XDPP.L's 0.06% 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

XDPG.L vs. XDPP.L - Dividend Comparison

Neither XDPG.L nor XDPP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDPG.L and XDPP.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDPP.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDPP.L is cheaper with a 0.06% expense ratio, compared with 0.09% for XDPG.L.

XDPG.L tracks S&P 500 GBP Hedged, while XDPP.L tracks S&P 500 Index. Their fees differ too: 0.09% for XDPG.L and 0.06% for XDPP.L.

Portfolio Optimizer

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