XDWU.DE vs. XDEW.DE
XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, 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, XDWU.DE returned 8.36%/yr vs 11.05%/yr for XDEW.DE. A 0.56 correlation means they provide meaningful diversification when combined. XDWU.DE charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
XDWU.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWU.DE achieves a 12.57% return, which is significantly lower than XDEW.DE's 14.15% return. Over the past 10 years, XDWU.DE has underperformed XDEW.DE with an annualized return of 8.36%, while XDEW.DE has yielded a comparatively higher 11.05% annualized return.
XDWU.DE
- 1D
- -0.42%
- 1M
- 3.78%
- 6M
- 10.23%
- YTD
- 12.57%
- 1Y
- 20.87%
- 3Y*
- 14.77%
- 5Y*
- 10.48%
- 10Y*
- 8.36%
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%
XDWU.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 12.57% | 11.38% | 19.84% | -3.21% | 2.24% | 19.80% | -4.88% | 25.27% | 6.79% | -0.21% |
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 XDWU.DE and XDEW.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.56 |
Over the past year, the correlation between XDWU.DE and XDEW.DE has dropped to 0.33 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
XDWU.DE vs. XDEW.DE — Risk / Return Rank
XDWU.DE
XDEW.DE
XDWU.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.
| XDWU.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 3.93 | -1.08 |
| Martin ratioReturn relative to average drawdown | 7.10 | 12.11 | -5.01 |
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Drawdowns
XDWU.DE vs. XDEW.DE - Drawdown Comparison
The maximum XDWU.DE drawdown since its inception was -42.00%, 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 XDWU.DE and XDEW.DE.
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Drawdown Indicators
| XDWU.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.00% | -38.79% | -3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -5.06% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -12.69% | -22.70% | +10.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -22.70% | -0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -33.61% | -38.79% | +5.18% |
Current DrawdownCurrent decline from peak | -1.40% | -0.92% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -5.33% | -7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.65% | +1.28% |
Volatility
XDWU.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a higher volatility of 3.41% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that XDWU.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
| XDWU.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.73% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 6.91% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 10.64% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 14.91% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 16.80% | +1.21% |
XDWU.DE vs. XDEW.DE - Expense Ratio Comparison
XDWU.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
XDWU.DE vs. XDEW.DE - Dividend Comparison
Neither XDWU.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWU.DE and XDEW.DE have a correlation of 0.33, 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 XDWU.DE.
XDWU.DE is categorized as Utilities Equities, while XDEW.DE is S&P 500. XDWU.DE tracks MSCI World/Utilities NR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XDWU.DE and 0.20% for XDEW.DE.
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