XSXD.DE vs. E500.DE
XSXD.DE (Xtrackers S&P 500 Swap UCITS ETF 1D) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both S&P 500 funds tracking the S&P 500 Index, from Xtrackers and Invesco respectively. Both are passively managed. Over the past 3 years, XSXD.DE returned 19.04%/yr vs 19.53%/yr for E500.DE. Their correlation of 0.83 suggests significant overlap in exposure. XSXD.DE charges 0.07%/yr vs 0.05%/yr for E500.DE.
Performance
XSXD.DE vs. E500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXD.DE achieves a 11.41% return, which is significantly higher than E500.DE's 8.91% return.
XSXD.DE
- 1D
- -0.13%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.49%
- 1Y
- 25.73%
- 3Y*
- 19.04%
- 5Y*
- —
- 10Y*
- —
E500.DE
- 1D
- 0.01%
- 1M
- 4.31%
- YTD
- 8.91%
- 6M
- 9.68%
- 1Y
- 24.57%
- 3Y*
- 19.53%
- 5Y*
- 11.18%
- 10Y*
- 12.71%
XSXD.DE vs. E500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 11.41% | 4.89% | 32.52% | 22.75% | 0.51% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 8.91% | 15.32% | 22.74% | 23.33% | 1.02% |
Correlation
The correlation between XSXD.DE and E500.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2022 | 0.83 |
The correlation between XSXD.DE and E500.DE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
XSXD.DE vs. E500.DE — Risk / Return Rank
XSXD.DE
E500.DE
XSXD.DE vs. E500.DE - 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 Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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.
| XSXD.DE | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.80 | +0.81 |
| Martin ratioReturn relative to average drawdown | 12.87 | 11.96 | +0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSXD.DE | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.08 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.73 | +0.47 |
Drawdowns
XSXD.DE vs. E500.DE - Drawdown Comparison
The maximum XSXD.DE drawdown since its inception was -23.31%, smaller than the maximum E500.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and E500.DE.
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Drawdown Indicators
| XSXD.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -34.20% | +10.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -8.73% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -23.31% | -18.50% | -4.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.59% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -4.97% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.05% | -0.06% |
Volatility
XSXD.DE vs. E500.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) is 2.67%, while Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a volatility of 3.11%. This indicates that XSXD.DE experiences smaller price fluctuations and is considered to be less risky than E500.DE 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 | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 3.11% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 8.64% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 11.77% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 15.99% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 16.61% | -2.02% |
XSXD.DE vs. E500.DE - Expense Ratio Comparison
XSXD.DE has a 0.07% expense ratio, which is higher than E500.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XSXD.DE vs. E500.DE - Dividend Comparison
XSXD.DE's dividend yield for the trailing twelve months is around 0.81%, while E500.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.81% | 0.94% | 1.09% | 1.30% | 0.38% |
Frequently Asked Questions
XSXD.DE and E500.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for XSXD.DE.
Both ETFs track S&P 500 Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.07% for XSXD.DE and 0.05% for E500.DE.
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