XQUA.DE vs. XDEW.DE
XQUA.DE (Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XQUA.DE is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified 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, XQUA.DE returned 1.36%/yr vs 11.05%/yr for XDEW.DE. At a 0.45 correlation, their price movements are largely independent. XQUA.DE charges 0.45%/yr vs 0.20%/yr for XDEW.DE.
Performance
XQUA.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XQUA.DE achieves a 3.11% return, which is significantly lower than XDEW.DE's 14.15% return. Over the past 10 years, XQUA.DE has underperformed XDEW.DE with an annualized return of 1.36%, while XDEW.DE has yielded a comparatively higher 11.05% annualized return.
XQUA.DE
- 1D
- -0.22%
- 1M
- 0.44%
- 6M
- 2.55%
- YTD
- 3.11%
- 1Y
- 7.86%
- 3Y*
- 3.90%
- 5Y*
- 0.12%
- 10Y*
- 1.36%
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%
XQUA.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 3.11% | -1.36% | 5.24% | 3.95% | -12.55% | 6.78% | -2.76% | 17.84% | 1.06% | -5.20% |
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 XQUA.DE and XDEW.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2016 | 0.45 |
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Return for Risk
XQUA.DE vs. XDEW.DE — Risk / Return Rank
XQUA.DE
XDEW.DE
XQUA.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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.
| XQUA.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 3.93 | -2.00 |
| Martin ratioReturn relative to average drawdown | 5.79 | 12.11 | -6.32 |
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Drawdowns
XQUA.DE vs. XDEW.DE - Drawdown Comparison
The maximum XQUA.DE drawdown since its inception was -20.21%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XQUA.DE and XDEW.DE.
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Drawdown Indicators
| XQUA.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.21% | -38.79% | +18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -4.06% | -5.06% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.47% | -22.70% | +11.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | -22.70% | +6.54% |
Max Drawdown (10Y)Largest decline over 10 years | -20.21% | -38.79% | +18.58% |
Current DrawdownCurrent decline from peak | -5.07% | -0.92% | -4.15% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -5.33% | -2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 1.65% | -0.30% |
Volatility
XQUA.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) is 1.59%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.73%. This indicates that XQUA.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
| XQUA.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 2.73% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 6.91% | -3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.22% | 10.64% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 14.91% | -6.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.81% | 16.80% | -7.99% |
XQUA.DE vs. XDEW.DE - Expense Ratio Comparison
XQUA.DE has a 0.45% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
XQUA.DE vs. XDEW.DE - Dividend Comparison
XQUA.DE's dividend yield for the trailing twelve months is around 4.52%, while XDEW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 4.52% | 4.80% | 4.40% | 4.34% | 7.07% | 3.83% | 4.92% | 4.19% | 3.08% | 3.74% |
Frequently Asked Questions
XQUA.DE and XDEW.DE have a correlation of 0.41, 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 0.45% for XQUA.DE.
XQUA.DE is categorized as Emerging Markets Bonds, while XDEW.DE is S&P 500. XQUA.DE tracks JPM EMBI Global Diversified TR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.45% for XQUA.DE and 0.20% for XDEW.DE.
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