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XDUK.DE vs. OEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDUK.DE vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) and iShares S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDUK.DE is traded in EUR, while OEF is traded in USD. To make them comparable, the OEF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDUK.DE achieves a 9.18% return, which is significantly higher than OEF's 8.26% return. Over the past 10 years, XDUK.DE has underperformed OEF with an annualized return of 9.39%, while OEF has yielded a comparatively higher 16.34% annualized return.


XDUK.DE

1D
0.82%
1M
0.93%
YTD
9.18%
6M
9.67%
1Y
22.78%
3Y*
15.97%
5Y*
11.87%
10Y*
9.39%

OEF

1D
-0.55%
1M
-1.75%
YTD
8.26%
6M
7.34%
1Y
23.93%
3Y*
20.65%
5Y*
15.35%
10Y*
16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDUK.DE vs. OEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDUK.DE
Xtrackers FTSE 100 UCITS ETF 1C
9.18%20.12%14.11%9.89%-1.73%25.15%-15.36%25.11%-10.55%7.56%
OEF
iShares S&P 100 ETF
8.26%5.59%39.37%28.73%-16.13%38.84%11.22%34.85%0.34%6.85%

Correlation

The correlation between XDUK.DE and OEF is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2012

0.42

The correlation between XDUK.DE and OEF shifts across timeframes, from 0.25 (3 years) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDUK.DE vs. OEF — Risk / Return Rank

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

XDUK.DE
XDUK.DE Risk / Return Rank: 6363
Overall Rank
XDUK.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XDUK.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
XDUK.DE Omega Ratio Rank: 6262
Omega Ratio Rank
XDUK.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
XDUK.DE Martin Ratio Rank: 6464
Martin Ratio Rank

OEF
OEF Risk / Return Rank: 5050
Overall Rank
OEF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 5050
Sortino Ratio Rank
OEF Omega Ratio Rank: 5252
Omega Ratio Rank
OEF Calmar Ratio Rank: 4343
Calmar Ratio Rank
OEF Martin Ratio Rank: 5151
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.

XDUK.DE vs. OEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) and iShares S&P 100 ETF (OEF). 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.


XDUK.DEOEFDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.34

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.90

2.37

+0.53

Martin ratioReturn relative to average drawdown

10.24

8.04

+2.20

XDUK.DE vs. OEF - Sharpe Ratio Comparison

The current XDUK.DE Sharpe Ratio is 1.82, which is comparable to the OEF Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of XDUK.DE and OEF, 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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Drawdowns

XDUK.DE vs. OEF - Drawdown Comparison

The maximum XDUK.DE drawdown since its inception was -39.88%, smaller than the maximum OEF drawdown of -48.64%. Use the drawdown chart below to compare losses from any high point for XDUK.DE and OEF.


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Drawdown Indicators


XDUK.DEOEFDifference

Max Drawdown

Largest peak-to-trough decline

-39.88%

-48.64%

+8.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-10.14%

+2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.06%

-24.93%

+7.87%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

-24.93%

+7.87%

Max Drawdown (10Y)

Largest decline over 10 years

-39.88%

-30.92%

-8.96%

Current Drawdown

Current decline from peak

-0.76%

-3.01%

+2.25%

Average Drawdown

Average peak-to-trough decline

-6.22%

-8.21%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.99%

-0.77%

Volatility

XDUK.DE vs. OEF - Volatility Comparison

The current volatility for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) is 3.12%, while iShares S&P 100 ETF (OEF) has a volatility of 4.40%. This indicates that XDUK.DE experiences smaller price fluctuations and is considered to be less risky than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDUK.DEOEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

4.40%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

9.83%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

13.60%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

17.75%

-3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

19.06%

-2.63%

XDUK.DE vs. OEF - Expense Ratio Comparison

XDUK.DE has a 0.09% expense ratio, which is lower than OEF'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

XDUK.DE vs. OEF - Dividend Comparison

XDUK.DE has not paid dividends to shareholders, while OEF's dividend yield for the trailing twelve months is around 0.90%.


PositionTTM20252024202320222021202020192018201720162015
OEF
iShares S&P 100 ETF
0.90%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
XDUK.DE
Xtrackers FTSE 100 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDUK.DE and OEF have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDUK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDUK.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for OEF.

XDUK.DE is categorized as Europe Equities, while OEF is Large Cap Blend Equities. XDUK.DE tracks FTSE AllSh TR GBP, while OEF tracks S&P 100 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDUK.DE and 0.20% for OEF.

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