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XESD.DE vs. XDEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XESD.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Spanish Equity UCITS ETF (XESD.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XESD.DE having a 14.62% return and XDEW.DE slightly lower at 14.15%. Over the past 10 years, XESD.DE has outperformed XDEW.DE with an annualized return of 12.68%, while XDEW.DE has yielded a comparatively lower 11.05% annualized return.


XESD.DE

1D
-0.46%
1M
2.74%
6M
11.50%
YTD
14.62%
1Y
45.76%
3Y*
30.97%
5Y*
21.73%
10Y*
12.68%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XESD.DE vs. XDEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XESD.DE
Xtrackers Spanish Equity UCITS ETF
14.62%58.72%14.57%26.76%-1.63%10.91%-10.10%15.69%-12.39%12.92%
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 XESD.DE and XDEW.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.37

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

0.49

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

0.55

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.57

The correlation between XESD.DE and XDEW.DE shifts across timeframes, from 0.37 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XESD.DE vs. XDEW.DE — Risk / Return Rank

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

XESD.DE
XESD.DE Risk / Return Rank: 9191
Overall Rank
XESD.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XESD.DE Martin Ratio Rank: 8989
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 7676
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8080
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.

XESD.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Spanish Equity UCITS ETF (XESD.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.


XESD.DEXDEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.48

1.34

+0.14

Calmar ratioReturn relative to maximum drawdown

4.43

3.93

+0.50

Martin ratioReturn relative to average drawdown

15.65

12.11

+3.54

XESD.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current XESD.DE Sharpe Ratio is 2.66, which is higher than the XDEW.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XESD.DE and XDEW.DE, 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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Drawdowns

XESD.DE vs. XDEW.DE - Drawdown Comparison

The maximum XESD.DE drawdown since its inception was -38.76%, roughly equal to the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XESD.DE and XDEW.DE.


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Drawdown Indicators


XESD.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.76%

-38.79%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.28%

-5.06%

-5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-12.49%

-22.70%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-22.70%

+4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

-38.79%

+0.03%

Current Drawdown

Current decline from peak

-2.33%

-0.92%

-1.41%

Average Drawdown

Average peak-to-trough decline

-8.43%

-5.33%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.65%

+1.27%

Volatility

XESD.DE vs. XDEW.DE - Volatility Comparison

Xtrackers Spanish Equity UCITS ETF (XESD.DE) has a higher volatility of 4.28% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that XESD.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


XESD.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

2.73%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

6.91%

+7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

10.64%

+6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

14.91%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

16.80%

+1.62%

XESD.DE vs. XDEW.DE - Expense Ratio Comparison

XESD.DE has a 0.30% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.


Dividends

XESD.DE vs. XDEW.DE - Dividend Comparison

XESD.DE's dividend yield for the trailing twelve months is around 2.34%, while XDEW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.34%2.43%3.14%2.56%3.98%1.51%4.30%3.35%4.48%2.51%1.14%0.42%

Frequently Asked Questions


XESD.DE and XDEW.DE have a correlation of 0.38, 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 0.30% for XESD.DE.

XESD.DE is categorized as Europe Equities, while XDEW.DE is S&P 500. XESD.DE tracks Solactive Spain 40, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.30% for XESD.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

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