XQUI.DE vs. XDEW.DE
XQUI.DE (Xtrackers Portfolio UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XQUI.DE is a Diversified Portfolio fund actively managed by Xtrackers, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. XQUI.DE is actively managed, while XDEW.DE is passively managed. Over the past 10 years, XQUI.DE returned 6.63%/yr vs 11.05%/yr for XDEW.DE. A 0.65 correlation means they provide meaningful diversification when combined. XQUI.DE charges 0.70%/yr vs 0.20%/yr for XDEW.DE.
Performance
XQUI.DE vs. XDEW.DE - Performance Comparison
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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%
XQUI.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XQUI.DE
XDEW.DE
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.DE | XDEW.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.09% | -0.92% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -5.33% | +0.81% |
Ulcer IndexDepth 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.DE | XDEW.DE | Difference | |
|---|---|---|---|
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.
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.
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