XDWF.DE vs. XDEW.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDWF.DE is a Financials Equities fund tracking the MSCI World Financials, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, XDWF.DE returned 13.06%/yr vs 11.05%/yr for XDEW.DE. Their correlation of 0.84 suggests significant overlap in exposure. XDWF.DE charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
XDWF.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 11.99% return, which is significantly lower than XDEW.DE's 14.15% return. Over the past 10 years, XDWF.DE has outperformed XDEW.DE with an annualized return of 13.06%, while XDEW.DE has yielded a comparatively lower 11.05% annualized return.
XDWF.DE
- 1D
- 0.67%
- 1M
- 7.49%
- 6M
- 12.02%
- YTD
- 11.99%
- 1Y
- 23.80%
- 3Y*
- 24.63%
- 5Y*
- 15.70%
- 10Y*
- 13.06%
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%
XDWF.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 11.99% | 15.37% | 34.09% | 12.42% | -4.89% | 39.46% | -11.91% | 29.16% | -13.91% | 8.28% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.15% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between XDWF.DE and XDEW.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.84 |
The correlation between XDWF.DE and XDEW.DE shifts across timeframes, from 0.68 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWF.DE vs. XDEW.DE — Risk / Return Rank
XDWF.DE
XDEW.DE
XDWF.DE vs. XDEW.DE - 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 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.
| XDWF.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.93 | -1.58 |
| Martin ratioReturn relative to average drawdown | 7.12 | 12.11 | -5.00 |
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Drawdowns
XDWF.DE vs. XDEW.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -50.63%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and XDEW.DE.
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Drawdown Indicators
| XDWF.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -38.79% | -11.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -5.06% | -5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.75% | -22.70% | +2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.75% | -22.70% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -38.79% | -3.30% |
Current DrawdownCurrent decline from peak | 0.00% | -0.92% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -5.33% | -5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 1.65% | +1.69% |
Volatility
XDWF.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) has a higher volatility of 3.22% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that XDWF.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.
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Volatility by Period
| XDWF.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 2.73% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 6.91% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.48% | 10.64% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 14.91% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 16.80% | +2.46% |
XDWF.DE vs. XDEW.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is higher than XDEW.DE's 0.20% 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
XDWF.DE vs. XDEW.DE - Dividend Comparison
Neither XDWF.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and XDEW.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWF.DE.
XDWF.DE is categorized as Financials Equities, while XDEW.DE is S&P 500. XDWF.DE tracks MSCI World Financials, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XDWF.DE and 0.20% for XDEW.DE.
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