XG12.DE vs. XDEW.DE
XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XG12.DE is a Global Equities fund tracking the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, XG12.DE returned 11.00%/yr vs 13.01%/yr for XDEW.DE. A 0.65 correlation means they provide meaningful diversification when combined. XG12.DE charges 0.35%/yr vs 0.20%/yr for XDEW.DE.
Performance
XG12.DE vs. XDEW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XG12.DE achieves a 34.30% return, which is significantly higher than XDEW.DE's 14.89% return.
XG12.DE
- 1D
- 0.00%
- 1M
- -3.05%
- 6M
- 27.88%
- YTD
- 34.30%
- 1Y
- 46.32%
- 3Y*
- 11.00%
- 5Y*
- —
- 10Y*
- —
XDEW.DE
- 1D
- 0.65%
- 1M
- 2.83%
- 6M
- 10.05%
- YTD
- 14.89%
- 1Y
- 23.44%
- 3Y*
- 13.01%
- 5Y*
- 9.59%
- 10Y*
- 11.13%
XG12.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 34.30% | 8.69% | -4.44% | -8.34% | -5.33% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.89% | -0.46% | 18.66% | 10.08% | -3.58% |
Correlation
The correlation between XG12.DE and XDEW.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.65 |
The correlation between XG12.DE and XDEW.DE has been stable across timeframes, ranging from 0.55 to 0.65 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XG12.DE vs. XDEW.DE — Risk / Return Rank
XG12.DE
XDEW.DE
XG12.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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.
| XG12.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 4.61 | -2.19 |
| Martin ratioReturn relative to average drawdown | 5.10 | 14.21 | -9.11 |
Loading charts...
Drawdowns
XG12.DE vs. XDEW.DE - Drawdown Comparison
The maximum XG12.DE drawdown since its inception was -32.01%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XG12.DE and XDEW.DE.
Loading charts...
Drawdown Indicators
| XG12.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -38.79% | +6.78% |
Max Drawdown (1Y)Largest decline over 1 year | -19.16% | -5.06% | -14.10% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -22.70% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -5.62% | -0.27% | -5.35% |
Average DrawdownAverage peak-to-trough decline | -14.65% | -5.33% | -9.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.09% | 1.64% | +7.45% |
Volatility
XG12.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a higher volatility of 6.45% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.78%. This indicates that XG12.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.
Loading charts...
Volatility by Period
| XG12.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 2.78% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 6.93% | +7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.13% | 10.66% | +17.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.11% | 14.91% | +6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.11% | 16.80% | +4.31% |
XG12.DE vs. XDEW.DE - Expense Ratio Comparison
XG12.DE has a 0.35% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
XG12.DE vs. XDEW.DE - Dividend Comparison
Neither XG12.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XG12.DE and XDEW.DE have a correlation of 0.55, 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 0.35% for XG12.DE.
XG12.DE is categorized as Global Equities, while XDEW.DE is S&P 500. XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.35% for XG12.DE and 0.20% for XDEW.DE.
Find the right allocation for XG12.DE and XDEW.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer