XSVT.DE vs. XDEW.DE
XSVT.DE (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XSVT.DE is a Commodities fund tracking the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, XSVT.DE returned 14.36%/yr vs 13.01%/yr for XDEW.DE. At a 0.17 correlation, their price movements are largely independent. XSVT.DE charges 0.29%/yr vs 0.20%/yr for XDEW.DE.
Performance
XSVT.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSVT.DE achieves a 13.49% return, which is significantly lower than XDEW.DE's 14.89% return.
XSVT.DE
- 1D
- 0.00%
- 1M
- -1.56%
- 6M
- 9.63%
- YTD
- 13.49%
- 1Y
- 31.68%
- 3Y*
- 14.36%
- 5Y*
- —
- 10Y*
- —
XDEW.DE
- 1D
- 0.65%
- 1M
- 2.83%
- 6M
- 10.05%
- YTD
- 14.89%
- 1Y
- 23.44%
- 3Y*
- 13.01%
- 5Y*
- 9.59%
- 10Y*
- 11.13%
XSVT.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSVT.DE Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 13.49% | 14.36% | 15.10% | -12.67% | 15.08% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.89% | -0.46% | 18.66% | 10.08% | -2.56% |
Correlation
The correlation between XSVT.DE and XDEW.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2022 | 0.17 |
The correlation between XSVT.DE and XDEW.DE shifts across timeframes, from 0.03 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XSVT.DE vs. XDEW.DE — Risk / Return Rank
XSVT.DE
XDEW.DE
XSVT.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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.
| XSVT.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 4.61 | -2.61 |
| Martin ratioReturn relative to average drawdown | 4.77 | 14.21 | -9.44 |
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Drawdowns
XSVT.DE vs. XDEW.DE - Drawdown Comparison
The maximum XSVT.DE drawdown since its inception was -27.57%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XSVT.DE and XDEW.DE.
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Drawdown Indicators
| XSVT.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.57% | -38.79% | +11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -5.06% | -10.76% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -22.70% | +6.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -8.38% | -0.27% | -8.11% |
Average DrawdownAverage peak-to-trough decline | -14.43% | -5.33% | -9.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 1.64% | +5.00% |
Volatility
XSVT.DE vs. XDEW.DE - Volatility Comparison
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) has a higher volatility of 4.31% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.78%. This indicates that XSVT.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
| XSVT.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 2.78% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 6.93% | +8.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.49% | 10.66% | +17.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.46% | 14.91% | +6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 16.80% | +4.66% |
XSVT.DE vs. XDEW.DE - Expense Ratio Comparison
XSVT.DE has a 0.29% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
XSVT.DE vs. XDEW.DE - Dividend Comparison
Neither XSVT.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XSVT.DE and XDEW.DE have a correlation of 0.03, 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 0.29% for XSVT.DE.
XSVT.DE is categorized as Commodities, while XDEW.DE is S&P 500. XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.29% for XSVT.DE and 0.20% for XDEW.DE.
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