XDWT.DE vs. XDEW.DE
XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDWT.DE is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom 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 10 years, XDWT.DE returned 23.08%/yr vs 11.05%/yr for XDEW.DE. A 0.69 correlation means they provide meaningful diversification when combined. XDWT.DE charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
XDWT.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWT.DE achieves a 21.04% return, which is significantly higher than XDEW.DE's 14.15% return. Over the past 10 years, XDWT.DE has outperformed XDEW.DE with an annualized return of 23.08%, while XDEW.DE has yielded a comparatively lower 11.05% annualized return.
XDWT.DE
- 1D
- -0.86%
- 1M
- -1.91%
- 6M
- 21.92%
- YTD
- 21.04%
- 1Y
- 33.84%
- 3Y*
- 27.21%
- 5Y*
- 19.15%
- 10Y*
- 23.08%
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%
XDWT.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 21.04% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.75% | 21.05% |
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 XDWT.DE and XDEW.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.69 |
Over the past year, the correlation between XDWT.DE and XDEW.DE has dropped to 0.39 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
XDWT.DE vs. XDEW.DE — Risk / Return Rank
XDWT.DE
XDEW.DE
XDWT.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.
| XDWT.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.93 | -1.77 |
| Martin ratioReturn relative to average drawdown | 5.41 | 12.11 | -6.70 |
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Drawdowns
XDWT.DE vs. XDEW.DE - Drawdown Comparison
The maximum XDWT.DE drawdown since its inception was -44.55%, 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 XDWT.DE and XDEW.DE.
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Drawdown Indicators
| XDWT.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.55% | -38.79% | -5.76% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -5.06% | -10.53% |
Max Drawdown (3Y)Largest decline over 3 years | -29.46% | -22.70% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -29.46% | -22.70% | -6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -31.60% | -38.79% | +7.19% |
Current DrawdownCurrent decline from peak | -5.87% | -0.92% | -4.95% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -5.33% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.24% | 1.65% | +4.59% |
Volatility
XDWT.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a higher volatility of 7.34% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that XDWT.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
| XDWT.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 2.73% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.72% | 6.91% | +9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.02% | 10.64% | +11.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.84% | 14.91% | +7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 16.80% | +5.47% |
XDWT.DE vs. XDEW.DE - Expense Ratio Comparison
XDWT.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
XDWT.DE vs. XDEW.DE - Dividend Comparison
Neither XDWT.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWT.DE and XDEW.DE have a correlation of 0.39, 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 XDWT.DE.
XDWT.DE is categorized as Technology Equities, while XDEW.DE is S&P 500. XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XDWT.DE and 0.20% for XDEW.DE.
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