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

Performance

XQUI.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Portfolio UCITS ETF 1C (XQUI.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

In the year-to-date period, XQUI.DE achieves a 9.76% return, which is significantly lower than XDEW.DE's 14.15% return. Over the past 10 years, XQUI.DE has underperformed XDEW.DE with an annualized return of 6.63%, while XDEW.DE has yielded a comparatively higher 11.05% annualized return.


XQUI.DE

1D
0.00%
1M
-0.64%
6M
7.57%
YTD
9.76%
1Y
17.39%
3Y*
11.71%
5Y*
5.49%
10Y*
6.63%

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)

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


2026 (YTD)202520242023202220212020201920182017
XQUI.DE
Xtrackers Portfolio UCITS ETF 1C
9.76%8.51%11.29%11.79%-14.62%14.16%3.47%22.69%-9.09%7.66%
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 XQUI.DE and XDEW.DE is 0.54, 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

0.54

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

0.60

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

0.66

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

0.65

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

0.65

The correlation between XQUI.DE and XDEW.DE shifts across timeframes, from 0.54 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XQUI.DE
XQUI.DE Risk / Return Rank: 7272
Overall Rank
XQUI.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XQUI.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XQUI.DE Omega Ratio Rank: 6464
Omega Ratio Rank
XQUI.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
XQUI.DE Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Portfolio UCITS ETF 1C (XQUI.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.


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

-0.14

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.31

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

3.38

3.93

-0.55

Martin ratioReturn relative to average drawdown

12.50

12.11

+0.39

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

The current XQUI.DE Sharpe Ratio is 1.72, which is comparable to the XDEW.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XQUI.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

XQUI.DE vs. XDEW.DE - Drawdown Comparison

The maximum XQUI.DE drawdown since its inception was -27.36%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XQUI.DE and XDEW.DE.


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Drawdown Indicators


XQUI.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-38.79%

+11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

-5.06%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.94%

-22.70%

+10.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.16%

-22.70%

+5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

-38.79%

+11.43%

Current Drawdown

Current decline from peak

-1.09%

-0.92%

-0.17%

Average Drawdown

Average peak-to-trough decline

-4.52%

-5.33%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.65%

-0.26%

Volatility

XQUI.DE vs. XDEW.DE - Volatility Comparison

Xtrackers Portfolio UCITS ETF 1C (XQUI.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) have volatilities of 2.71% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XQUI.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

2.73%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

6.91%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

10.04%

10.64%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.27%

14.91%

-4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.02%

16.80%

-5.78%

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

XQUI.DE has a 0.70% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.


Dividends

XQUI.DE vs. XDEW.DE - Dividend Comparison

Neither XQUI.DE nor XDEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XQUI.DE and XDEW.DE have a correlation of 0.54, 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 0.70% for XQUI.DE.

XQUI.DE is categorized as Diversified Portfolio, while XDEW.DE is S&P 500. Their fees differ too: 0.70% for XQUI.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

Find the right allocation for XQUI.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.

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