XDWS.DE vs. XDEW.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDWS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, 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, XDWS.DE returned 5.57%/yr vs 11.04%/yr for XDEW.DE. A 0.65 correlation means they provide meaningful diversification when combined. XDWS.DE charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
XDWS.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.DE achieves a 12.00% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, XDWS.DE has underperformed XDEW.DE with an annualized return of 5.57%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
XDWS.DE
- 1D
- 1.09%
- 1M
- 3.82%
- 6M
- 7.83%
- YTD
- 12.00%
- 1Y
- 11.32%
- 3Y*
- 6.51%
- 5Y*
- 5.82%
- 10Y*
- 5.57%
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.32%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 19.87%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
XDWS.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 12.00% | -3.35% | 12.59% | -1.54% | -0.07% | 22.38% | -1.93% | 25.90% | -5.86% | 2.82% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between XDWS.DE and XDEW.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.65 |
Over the past year, the correlation between XDWS.DE and XDEW.DE has dropped to 0.27 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
XDWS.DE vs. XDEW.DE — Risk / Return Rank
XDWS.DE
XDEW.DE
XDWS.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.
| XDWS.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.35 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.91 | -2.63 |
| Martin ratioReturn relative to average drawdown | 2.78 | 12.05 | -9.27 |
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Drawdowns
XDWS.DE vs. XDEW.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -36.24%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and XDEW.DE.
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Drawdown Indicators
| XDWS.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -38.79% | +2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -5.06% | -3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -22.70% | +10.80% |
Max Drawdown (5Y)Largest decline over 5 years | -12.45% | -22.70% | +10.25% |
Max Drawdown (10Y)Largest decline over 10 years | -24.41% | -38.79% | +14.38% |
Current DrawdownCurrent decline from peak | -0.91% | -0.61% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -8.03% | -5.33% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 1.65% | +2.41% |
Volatility
XDWS.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 4.76% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that XDWS.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
| XDWS.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 2.81% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 6.82% | +4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 10.43% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.54% | 14.90% | -3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.36% | 16.80% | -3.44% |
XDWS.DE vs. XDEW.DE - Expense Ratio Comparison
XDWS.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
XDWS.DE vs. XDEW.DE - Dividend Comparison
Neither XDWS.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and XDEW.DE have a correlation of 0.27, 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 XDWS.DE.
XDWS.DE is categorized as Consumer Staples Equities, while XDEW.DE is S&P 500. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XDWS.DE and 0.20% for XDEW.DE.
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