XGIU.DE vs. XDEW.DE
XGIU.DE (Xtrackers Global Inflation-Linked Bond UCITS ETF 5C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XGIU.DE is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR 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, XGIU.DE returned 0.61%/yr vs 11.04%/yr for XDEW.DE. At a 0.21 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
XGIU.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGIU.DE achieves a 3.10% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, XGIU.DE has underperformed XDEW.DE with an annualized return of 0.61%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
XGIU.DE
- 1D
- 0.22%
- 1M
- 0.31%
- 6M
- 1.39%
- YTD
- 3.10%
- 1Y
- 3.95%
- 3Y*
- 1.68%
- 5Y*
- -1.87%
- 10Y*
- 0.61%
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%
XGIU.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGIU.DE Xtrackers Global Inflation-Linked Bond UCITS ETF 5C | 3.10% | -3.77% | 2.98% | 1.42% | -17.03% | 11.58% | 2.48% | 9.94% | 0.63% | -4.41% |
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 XGIU.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 | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.21 |
The correlation between XGIU.DE and XDEW.DE shifts across timeframes, from 0.17 (10 years) to 0.31 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XGIU.DE vs. XDEW.DE — Risk / Return Rank
XGIU.DE
XDEW.DE
XGIU.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.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.
| XGIU.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 3.91 | -2.82 |
| Martin ratioReturn relative to average drawdown | 3.04 | 12.05 | -9.01 |
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Drawdowns
XGIU.DE vs. XDEW.DE - Drawdown Comparison
The maximum XGIU.DE drawdown since its inception was -22.30%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XGIU.DE and XDEW.DE.
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Drawdown Indicators
| XGIU.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -38.79% | +16.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -5.06% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -8.44% | -22.70% | +14.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -22.70% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -22.30% | -38.79% | +16.49% |
Current DrawdownCurrent decline from peak | -16.78% | -0.61% | -16.17% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -5.33% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 1.65% | -0.35% |
Volatility
XGIU.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) is 1.10%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.81%. This indicates that XGIU.DE experiences smaller price fluctuations and is considered to be less risky 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
| XGIU.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 2.81% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 5.10% | 6.82% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.87% | 10.43% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.74% | 14.90% | -6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.97% | 16.80% | -8.83% |
XGIU.DE vs. XDEW.DE - Expense Ratio Comparison
Both XGIU.DE and XDEW.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XGIU.DE vs. XDEW.DE - Dividend Comparison
Neither XGIU.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XGIU.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.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XGIU.DE and XDEW.DE have the same expense ratio: 0.20% per year.
XGIU.DE is categorized as Inflation-Protected Bonds, while XDEW.DE is S&P 500. XGIU.DE tracks Bloomberg Gbl Infl Linked TR USD, while XDEW.DE tracks S&P 500 Equal Weight Index.
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