XSX6.DE vs. XDEW.DE
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600, 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, XSX6.DE returned 9.60%/yr vs 11.13%/yr for XDEW.DE. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
XSX6.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX6.DE achieves a 10.66% return, which is significantly lower than XDEW.DE's 14.89% return. Over the past 10 years, XSX6.DE has underperformed XDEW.DE with an annualized return of 9.60%, while XDEW.DE has yielded a comparatively higher 11.13% annualized return.
XSX6.DE
- 1D
- 0.00%
- 1M
- 1.16%
- 6M
- 6.68%
- YTD
- 10.66%
- 1Y
- 21.96%
- 3Y*
- 15.13%
- 5Y*
- 10.20%
- 10Y*
- 9.60%
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%
XSX6.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 10.66% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.89% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between XSX6.DE and XDEW.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.72 |
The correlation between XSX6.DE and XDEW.DE shifts across timeframes, from 0.58 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XSX6.DE vs. XDEW.DE — Risk / Return Rank
XSX6.DE
XDEW.DE
XSX6.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
| XSX6.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 4.61 | -2.30 |
| Martin ratioReturn relative to average drawdown | 8.95 | 14.21 | -5.26 |
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Drawdowns
XSX6.DE vs. XDEW.DE - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.06%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and XDEW.DE.
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Drawdown Indicators
| XSX6.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.06% | -38.79% | +2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -5.06% | -4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -22.70% | +6.33% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -22.70% | +1.86% |
Max Drawdown (10Y)Largest decline over 10 years | -36.06% | -38.79% | +2.73% |
Current DrawdownCurrent decline from peak | -1.53% | -0.27% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -5.33% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.64% | +0.81% |
Volatility
XSX6.DE vs. XDEW.DE - Volatility Comparison
Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a higher volatility of 3.18% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.78%. This indicates that XSX6.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
| XSX6.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 2.78% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 6.93% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 10.66% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 14.91% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 16.80% | -1.59% |
XSX6.DE vs. XDEW.DE - Expense Ratio Comparison
Both XSX6.DE and XDEW.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XSX6.DE vs. XDEW.DE - Dividend Comparison
Neither XSX6.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XSX6.DE and XDEW.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE and XDEW.DE have the same expense ratio: 0.20% per year.
XSX6.DE is categorized as Europe Equities, while XDEW.DE is S&P 500. XSX6.DE tracks STOXX® Europe 600, while XDEW.DE tracks S&P 500 Equal Weight Index.
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