XPQP.DE vs. XDEW.DE
XPQP.DE (Xtrackers MSCI Philippines UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XPQP.DE is a Emerging Markets Equities fund tracking the MSCI Philippines Investable Market Total Return Net 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, XPQP.DE returned -3.52%/yr vs 11.04%/yr for XDEW.DE. At a 0.42 correlation, their price movements are largely independent. XPQP.DE charges 0.65%/yr vs 0.20%/yr for XDEW.DE.
Performance
XPQP.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XPQP.DE achieves a 6.92% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, XPQP.DE has underperformed XDEW.DE with an annualized return of -3.52%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
XPQP.DE
- 1D
- 0.72%
- 1M
- 3.73%
- 6M
- 0.72%
- YTD
- 6.92%
- 1Y
- 2.21%
- 3Y*
- -0.00%
- 5Y*
- -0.14%
- 10Y*
- -3.52%
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%
XPQP.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XPQP.DE Xtrackers MSCI Philippines UCITS ETF 1C | 6.92% | -10.34% | 3.57% | -2.10% | -11.18% | 6.62% | -11.70% | 10.32% | -12.92% | 4.71% |
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 XPQP.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 | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.42 |
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Return for Risk
XPQP.DE vs. XDEW.DE — Risk / Return Rank
XPQP.DE
XDEW.DE
XPQP.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.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.
| XPQP.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.35 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.91 | -3.77 |
| Martin ratioReturn relative to average drawdown | 0.28 | 12.05 | -11.77 |
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Drawdowns
XPQP.DE vs. XDEW.DE - Drawdown Comparison
The maximum XPQP.DE drawdown since its inception was -52.97%, 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 XPQP.DE and XDEW.DE.
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Drawdown Indicators
| XPQP.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.97% | -38.79% | -14.18% |
Max Drawdown (1Y)Largest decline over 1 year | -15.86% | -5.06% | -10.80% |
Max Drawdown (3Y)Largest decline over 3 years | -26.83% | -22.70% | -4.13% |
Max Drawdown (5Y)Largest decline over 5 years | -28.14% | -22.70% | -5.44% |
Max Drawdown (10Y)Largest decline over 10 years | -50.30% | -38.79% | -11.51% |
Current DrawdownCurrent decline from peak | -36.53% | -0.61% | -35.92% |
Average DrawdownAverage peak-to-trough decline | -25.13% | -5.33% | -19.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | 1.65% | +6.27% |
Volatility
XPQP.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.DE) has a higher volatility of 5.21% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that XPQP.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
| XPQP.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 2.81% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 16.96% | 6.82% | +10.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.58% | 10.43% | +11.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.42% | 14.90% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 16.80% | +4.91% |
XPQP.DE vs. XDEW.DE - Expense Ratio Comparison
XPQP.DE has a 0.65% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
XPQP.DE vs. XDEW.DE - Dividend Comparison
Neither XPQP.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XPQP.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 0.65% for XPQP.DE.
XPQP.DE is categorized as Emerging Markets Equities, while XDEW.DE is S&P 500. XPQP.DE tracks MSCI Philippines Investable Market Total Return Net Index, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.65% for XPQP.DE and 0.20% for XDEW.DE.
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