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XSXD.DE vs. XDEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSXD.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSXD.DE achieves a 12.92% return, which is significantly lower than XDEW.DE's 14.15% return.


XSXD.DE

1D
0.00%
1M
1.22%
6M
11.89%
YTD
12.92%
1Y
23.37%
3Y*
19.39%
5Y*
10Y*

XDEW.DE

1D
-0.02%
1M
1.80%
6M
10.18%
YTD
14.15%
1Y
19.97%
3Y*
12.88%
5Y*
9.45%
10Y*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSXD.DE vs. XDEW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSXD.DE
Xtrackers S&P 500 Swap UCITS ETF 1D
12.92%4.89%32.52%22.75%0.28%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
14.15%-0.46%18.66%10.08%2.64%

Correlation

The correlation between XSXD.DE and XDEW.DE is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2022

0.80

The correlation between XSXD.DE and XDEW.DE shifts across timeframes, from 0.66 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XSXD.DE vs. XDEW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XSXD.DE
XSXD.DE Risk / Return Rank: 7777
Overall Rank
XSXD.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XSXD.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
XSXD.DE Omega Ratio Rank: 7676
Omega Ratio Rank
XSXD.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XSXD.DE Martin Ratio Rank: 7878
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 7676
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XSXD.DE vs. XDEW.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 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.


XSXD.DEXDEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

3.31

3.93

-0.62

Martin ratioReturn relative to average drawdown

11.66

12.11

-0.46

XSXD.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current XSXD.DE Sharpe Ratio is 1.95, which is comparable to the XDEW.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XSXD.DE and XDEW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XSXD.DE vs. XDEW.DE - Drawdown Comparison

The maximum XSXD.DE drawdown since its inception was -23.31%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and XDEW.DE.


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Drawdown Indicators


XSXD.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-38.79%

+15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-5.06%

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-23.31%

-22.70%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

Current Drawdown

Current decline from peak

-0.43%

-0.92%

+0.49%

Average Drawdown

Average peak-to-trough decline

-4.29%

-5.33%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.65%

+0.36%

Volatility

XSXD.DE vs. XDEW.DE - Volatility Comparison

Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) have volatilities of 2.73% and 2.73%, 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.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

2.73%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

6.91%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.06%

10.64%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

14.91%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.54%

16.80%

-2.26%

XSXD.DE vs. XDEW.DE - Expense Ratio Comparison

XSXD.DE has a 0.07% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison

XSXD.DE's dividend yield for the trailing twelve months is around 0.80%, while XDEW.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%
XSXD.DE
Xtrackers S&P 500 Swap UCITS ETF 1D
0.80%0.94%1.09%1.30%0.38%

Frequently Asked Questions


XSXD.DE and XDEW.DE have a correlation of 0.66, 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 0.20% for XDEW.DE.

XSXD.DE tracks S&P 500 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.07% for XSXD.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

Find the right allocation for XSXD.DE and XDEW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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