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XDWF.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

XDWF.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, XDWF.DE has underperformed ^GSPC with an annualized return of 11.89%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.


XDWF.DE

1D
2.02%
1M
2.66%
YTD
1.15%
6M
4.89%
1Y
12.52%
3Y*
20.89%
5Y*
12.85%
10Y*
11.89%

^GSPC

1D
0.27%
1M
5.17%
YTD
12.06%
6M
10.90%
1Y
24.89%
3Y*
17.85%
5Y*
13.43%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
1.15%15.35%34.08%12.42%-4.87%39.49%-11.91%29.11%-13.92%8.33%
^GSPC
S&P 500 Index
12.06%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between XDWF.DE and ^GSPC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.39

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

0.43

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.47

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Return for Risk

XDWF.DE vs. ^GSPC — Risk / Return Rank

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

XDWF.DE
XDWF.DE Risk / Return Rank: 2727
Overall Rank
XDWF.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 2929
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

XDWF.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and S&P 500 Index (^GSPC). 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.


XDWF.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

1.29

3.30

-2.01

Martin ratioReturn relative to average drawdown

3.98

12.34

-8.36

XDWF.DE vs. ^GSPC - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 0.93, which is lower than the ^GSPC Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of XDWF.DE and ^GSPC, 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


XDWF.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.04

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.80

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.72

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.51

+0.12

Drawdowns

XDWF.DE vs. ^GSPC - Drawdown Comparison

The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and ^GSPC.


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Drawdown Indicators


XDWF.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-42.06%

-51.62%

+9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-7.57%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

-23.99%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-19.74%

-23.99%

+4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-42.06%

-33.42%

-8.64%

Current Drawdown

Current decline from peak

-0.84%

-0.20%

-0.64%

Average Drawdown

Average peak-to-trough decline

-6.06%

-9.08%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.02%

+1.12%

Volatility

XDWF.DE vs. ^GSPC - Volatility Comparison

Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) has a higher volatility of 3.37% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that XDWF.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWF.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

2.24%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

8.62%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

12.29%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

16.79%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

18.59%

+0.02%

Frequently Asked Questions


XDWF.DE and ^GSPC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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