XDRE.DE vs. XDEW.DE

Last updated Jul 16, 2026

XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDRE.DE is a REIT fund tracking the Dow Jones Developed Green Real Estate Index, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past year, XDRE.DE returned 19.07% vs 19.97% for XDEW.DE. A 0.66 correlation means they provide meaningful diversification when combined. XDRE.DE charges 0.18%/yr vs 0.20%/yr for XDEW.DE.

Performance

XDRE.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with XDRE.DE having a 14.27% return and XDEW.DE slightly lower at 14.15%.

XDRE.DE

• 1D: 0.00%
• 1M: 2.69%
• 6M: 12.83%
• YTD: 14.27%
• 1Y: 19.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XDEW.DE

• 1D: -0.02%
• 1M: 1.80%
• 6M: 10.18%
• YTD: 14.15%
• 1Y: 19.97%
• 3Y*: 12.88%
• 5Y*: 9.45%
• 10Y*: 11.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDRE.DE vs. XDEW.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C	14.27%	-2.46%	-3.78%
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C	14.15%	-0.46%	-2.20%

Correlation

The correlation between XDRE.DE and XDEW.DE is 0.59, 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	0.59
Correlation (All Time) Calculated using the full available price history since Nov 19, 2024	0.66

The correlation between XDRE.DE and XDEW.DE has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.

Return for Risk

XDRE.DE vs. XDEW.DE — Risk / Return Rank

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

XDRE.DE

XDRE.DE Risk / Return Rank: 63
XDRE.DE Sharpe Ratio Rank: 60
XDRE.DE Sortino Ratio Rank: 60
XDRE.DE Omega Ratio Rank: 57
XDRE.DE Calmar Ratio Rank: 69
XDRE.DE Martin Ratio Rank: 66

XDEW.DE

XDEW.DE Risk / Return Rank: 76
XDEW.DE Sharpe Ratio Rank: 73
XDEW.DE Sortino Ratio Rank: 72
XDEW.DE Omega Ratio Rank: 71
XDEW.DE Calmar Ratio Rank: 87
XDEW.DE Martin Ratio Rank: 80

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.

XDRE.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.

	XDRE.DE	XDEW.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.64	1.87	-0.23
Sortino ratio: Return per unit of downside risk	2.33	2.61	-0.28
Omega ratio: Gain probability vs. loss probability	1.29	1.34	-0.05
Calmar ratio: Return relative to maximum drawdown	2.82	3.93	-1.11
Martin ratio: Return relative to average drawdown	9.56	12.11	-2.55

XDRE.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current XDRE.DE Sharpe Ratio is 1.64, which is comparable to the XDEW.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XDRE.DE and XDEW.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.

Drawdowns

XDRE.DE vs. XDEW.DE - Drawdown Comparison

The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and XDEW.DE.

Drawdown Indicators

	XDRE.DE	XDEW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.91%	-38.79%	+17.88%
Max Drawdown (1Y) Largest decline over 1 year	-6.79%	-5.06%	-1.73%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.70%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.79%	—
Current Drawdown Current decline from peak	-1.57%	-0.92%	-0.65%
Average Drawdown Average peak-to-trough decline	-7.70%	-5.33%	-2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	1.65%	+0.35%

Volatility

XDRE.DE vs. XDEW.DE - Volatility Comparison

Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a higher volatility of 4.21% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that XDRE.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDRE.DE	XDEW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	2.73%	+1.48%
Volatility (6M) Calculated over the trailing 6-month period	9.42%	6.91%	+2.51%
Volatility (1Y) Calculated over the trailing 1-year period	11.70%	10.64%	+1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.11%	14.91%	-0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.11%	16.80%	-2.69%

XDRE.DE vs. XDEW.DE - Expense Ratio Comparison

XDRE.DE has a 0.18% expense ratio, which is lower than XDEW.DE's 0.20% 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

XDRE.DE vs. XDEW.DE - Dividend Comparison

Neither XDRE.DE nor XDEW.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDRE.DE and XDEW.DE in my portfolio?

XDRE.DE and XDEW.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDRE.DE or XDEW.DE?

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDRE.DE or XDEW.DE?

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for XDEW.DE.

What is the main difference between XDRE.DE and XDEW.DE?

XDRE.DE is categorized as REIT, while XDEW.DE is S&P 500. XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.18% for XDRE.DE and 0.20% for XDEW.DE.