XSXD.DE vs. EFRW.DE
XSXD.DE (Xtrackers S&P 500 Swap UCITS ETF 1D) and EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) are both S&P 500 funds - XSXD.DE tracks the S&P 500 Index while EFRW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past year, XSXD.DE returned 25.68% vs 17.03% for EFRW.DE. A 0.58 correlation means they provide meaningful diversification when combined. XSXD.DE charges 0.07%/yr vs 0.17%/yr for EFRW.DE.
Performance
XSXD.DE vs. EFRW.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 EFRW.DE's 8.09% return.
XSXD.DE
- 1D
- -0.13%
- 1M
- 4.37%
- YTD
- 11.41%
- 6M
- 10.90%
- 1Y
- 25.68%
- 3Y*
- 19.04%
- 5Y*
- —
- 10Y*
- —
EFRW.DE
- 1D
- 0.36%
- 1M
- 2.58%
- YTD
- 8.09%
- 6M
- 8.98%
- 1Y
- 17.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSXD.DE vs. EFRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 11.41% | 13.16% |
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
Correlation
The correlation between XSXD.DE and EFRW.DE is 0.56, 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 | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.58 |
The correlation between XSXD.DE and EFRW.DE has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.
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Return for Risk
XSXD.DE vs. EFRW.DE — Risk / Return Rank
XSXD.DE
EFRW.DE
XSXD.DE vs. EFRW.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 iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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 | EFRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.27 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.37 | +1.25 |
| Martin ratioReturn relative to average drawdown | 12.87 | 8.32 | +4.55 |
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 | EFRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.55 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 1.55 | -0.35 |
Drawdowns
XSXD.DE vs. EFRW.DE - Drawdown Comparison
The maximum XSXD.DE drawdown since its inception was -23.31%, which is greater than EFRW.DE's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and EFRW.DE.
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Drawdown Indicators
| XSXD.DE | EFRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -7.12% | -16.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -7.12% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | 0.00% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -1.35% | -3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.03% | -0.04% |
Volatility
XSXD.DE vs. EFRW.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) have volatilities of 2.67% and 2.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSXD.DE | EFRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 2.64% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 7.67% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 10.91% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 11.32% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 11.32% | +3.27% |
XSXD.DE vs. EFRW.DE - Expense Ratio Comparison
XSXD.DE has a 0.07% expense ratio, which is lower than EFRW.DE's 0.17% 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
XSXD.DE vs. EFRW.DE - Dividend Comparison
XSXD.DE's dividend yield for the trailing twelve months is around 0.81%, while EFRW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 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 EFRW.DE have a correlation of 0.56, 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 0.17% for EFRW.DE.
XSXD.DE tracks S&P 500 Index, while EFRW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XSXD.DE and 0.17% for EFRW.DE.
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