XS5E.DE vs. XDWT.DE
XS5E.DE (Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XS5E.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while XDWT.DE is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom Index. Both are passively managed. Over the past 3 years, XS5E.DE returned 17.82%/yr vs 27.01%/yr for XDWT.DE. Their correlation of 0.81 suggests significant overlap in exposure. XS5E.DE charges 0.20%/yr vs 0.25%/yr for XDWT.DE.
Performance
XS5E.DE vs. XDWT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XS5E.DE achieves a 7.75% return, which is significantly lower than XDWT.DE's 20.89% return.
XS5E.DE
- 1D
- 0.18%
- 1M
- -0.99%
- 6M
- 8.38%
- YTD
- 7.75%
- 1Y
- 17.67%
- 3Y*
- 17.82%
- 5Y*
- —
- 10Y*
- —
XDWT.DE
- 1D
- 0.48%
- 1M
- -5.44%
- 6M
- 21.56%
- YTD
- 20.89%
- 1Y
- 36.99%
- 3Y*
- 27.01%
- 5Y*
- 19.44%
- 10Y*
- 23.70%
XS5E.DE vs. XDWT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XS5E.DE Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.75% | 15.25% | 23.26% | 23.58% | -21.91% | 9.25% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 20.89% | 9.56% | 41.11% | 50.00% | -28.10% | 14.54% |
Correlation
The correlation between XS5E.DE and XDWT.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021 | 0.81 |
The correlation between XS5E.DE and XDWT.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
XS5E.DE vs. XDWT.DE — Risk / Return Rank
XS5E.DE
XDWT.DE
XS5E.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.
| XS5E.DE | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.36 | -0.32 |
| Martin ratioReturn relative to average drawdown | 8.14 | 6.00 | +2.14 |
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Drawdowns
XS5E.DE vs. XDWT.DE - Drawdown Comparison
The maximum XS5E.DE drawdown since its inception was -26.08%, smaller than the maximum XDWT.DE drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for XS5E.DE and XDWT.DE.
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Drawdown Indicators
| XS5E.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.08% | -44.55% | +18.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -15.59% | +6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -29.46% | +10.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.60% | — |
Current DrawdownCurrent decline from peak | -1.61% | -5.99% | +4.38% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -8.71% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 6.15% | -3.98% |
Volatility
XS5E.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) is 4.03%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 8.17%. This indicates that XS5E.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XS5E.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 8.17% | -4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 16.29% | -7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 21.59% | -9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 22.76% | -6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 22.23% | -5.99% |
XS5E.DE vs. XDWT.DE - Expense Ratio Comparison
XS5E.DE has a 0.20% expense ratio, which is lower than XDWT.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XS5E.DE vs. XDWT.DE - Dividend Comparison
Neither XS5E.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XS5E.DE and XDWT.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XS5E.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XS5E.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWT.DE.
XS5E.DE is categorized as S&P 500, while XDWT.DE is Technology Equities. XS5E.DE tracks S&P 500 Index (EUR Hedged), while XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index. Their fees differ too: 0.20% for XS5E.DE and 0.25% for XDWT.DE.
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