XSXD.DE vs. DGRW
XSXD.DE (Xtrackers S&P 500 Swap UCITS ETF 1D) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - XSXD.DE is a S&P 500 fund tracking the S&P 500 Index, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 3 years, XSXD.DE returned 19.47%/yr vs 13.54%/yr for DGRW. A 0.56 correlation means they provide meaningful diversification when combined. XSXD.DE charges 0.07%/yr vs 0.28%/yr for DGRW.
Performance
XSXD.DE vs. DGRW - Performance Comparison
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Different Trading Currencies
XSXD.DE is traded in EUR, while DGRW is traded in USD. To make them comparable, the DGRW values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSXD.DE achieves a 11.92% return, which is significantly higher than DGRW's 9.99% return.
XSXD.DE
- 1D
- 0.00%
- 1M
- 1.16%
- YTD
- 11.92%
- 6M
- 12.26%
- 1Y
- 26.11%
- 3Y*
- 19.47%
- 5Y*
- —
- 10Y*
- —
DGRW
- 1D
- 0.05%
- 1M
- 0.68%
- YTD
- 9.99%
- 6M
- 9.15%
- 1Y
- 19.33%
- 3Y*
- 13.54%
- 5Y*
- 12.79%
- 10Y*
- 14.01%
XSXD.DE vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 11.92% | 4.89% | 32.52% | 22.75% | 0.28% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 9.99% | -1.14% | 24.71% | 15.10% | 5.16% |
Correlation
The correlation between XSXD.DE and DGRW is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2022 | 0.56 |
The correlation between XSXD.DE and DGRW has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.
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Return for Risk
XSXD.DE vs. DGRW — Risk / Return Rank
XSXD.DE
DGRW
XSXD.DE vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.
| XSXD.DE | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 3.15 | +0.55 |
| Martin ratioReturn relative to average drawdown | 13.03 | 12.51 | +0.52 |
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Drawdowns
XSXD.DE vs. DGRW - Drawdown Comparison
The maximum XSXD.DE drawdown since its inception was -23.31%, smaller than the maximum DGRW drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and DGRW.
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Drawdown Indicators
| XSXD.DE | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -31.38% | +8.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -6.16% | -0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -23.31% | -20.78% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.38% | — |
Current DrawdownCurrent decline from peak | -0.01% | -1.03% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -3.71% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.55% | +0.46% |
Volatility
XSXD.DE vs. DGRW - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) has a higher volatility of 3.24% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.81%. This indicates that XSXD.DE's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSXD.DE | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.81% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 7.88% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 10.46% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 14.24% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 16.98% | -2.38% |
XSXD.DE vs. DGRW - Expense Ratio Comparison
XSXD.DE has a 0.07% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Dividends
XSXD.DE vs. DGRW - Dividend Comparison
XSXD.DE's dividend yield for the trailing twelve months is around 0.81%, less than DGRW's 1.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.29% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.81% | 0.94% | 1.09% | 1.30% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSXD.DE and DGRW have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSXD.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXD.DE is cheaper with a 0.07% expense ratio, compared with 0.28% for DGRW.
XSXD.DE is categorized as S&P 500, while DGRW is Dividend. XSXD.DE tracks S&P 500 Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.07% for XSXD.DE and 0.28% for DGRW.
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