XUCM.DE vs. XDEW.DE
XUCM.DE (Xtrackers MSCI USA Communication Services UCITS ETF 1D) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XUCM.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 5 years, XUCM.DE returned 8.94%/yr vs 9.52%/yr for XDEW.DE. A 0.57 correlation means they provide meaningful diversification when combined. XUCM.DE charges 0.12%/yr vs 0.20%/yr for XDEW.DE.
Performance
XUCM.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUCM.DE achieves a -0.72% return, which is significantly lower than XDEW.DE's 14.50% return.
XUCM.DE
- 1D
- -4.29%
- 1M
- -0.43%
- 6M
- -1.39%
- YTD
- -0.72%
- 1Y
- 10.10%
- 3Y*
- 21.50%
- 5Y*
- 8.94%
- 10Y*
- —
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.32%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 19.87%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
XUCM.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | -0.72% | 10.39% | 45.88% | 50.45% | -38.22% | 23.47% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 35.40% |
Correlation
The correlation between XUCM.DE and XDEW.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.57 |
Over the past year, the correlation between XUCM.DE and XDEW.DE has dropped to 0.35 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
XUCM.DE vs. XDEW.DE — Risk / Return Rank
XUCM.DE
XDEW.DE
XUCM.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.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.
| XUCM.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.91 | -2.78 |
| Martin ratioReturn relative to average drawdown | 3.10 | 12.05 | -8.95 |
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Drawdowns
XUCM.DE vs. XDEW.DE - Drawdown Comparison
The maximum XUCM.DE drawdown since its inception was -40.85%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XUCM.DE and XDEW.DE.
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Drawdown Indicators
| XUCM.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.85% | -38.79% | -2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -5.06% | -3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -25.07% | -22.70% | -2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -40.85% | -22.70% | -18.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -7.00% | -0.61% | -6.39% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -5.33% | -5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 1.65% | +1.60% |
Volatility
XUCM.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) has a higher volatility of 8.14% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that XUCM.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
| XUCM.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 2.81% | +5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 6.82% | +5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 10.43% | +5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 14.90% | +5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 16.80% | +2.80% |
XUCM.DE vs. XDEW.DE - Expense Ratio Comparison
XUCM.DE has a 0.12% 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
XUCM.DE vs. XDEW.DE - Dividend Comparison
XUCM.DE's dividend yield for the trailing twelve months is around 0.72%, while XDEW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 0.72% | 0.77% | 0.60% | 0.60% | 0.54% |
Frequently Asked Questions
XUCM.DE and XDEW.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUCM.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCM.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XDEW.DE.
XUCM.DE is categorized as Communications Equities, while XDEW.DE is S&P 500. XUCM.DE tracks MSCI World/Comm Services NR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.12% for XUCM.DE and 0.20% for XDEW.DE.
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