XWEB.DE vs. XDEW.DE
XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XWEB.DE is a Global Equities fund tracking the MSCI World Minimum Volatility Low Carbon SRI Screened Select, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, XWEB.DE returned 9.30%/yr vs 13.01%/yr for XDEW.DE. A 0.73 correlation means they provide meaningful diversification when combined. XWEB.DE charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
XWEB.DE vs. XDEW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XWEB.DE achieves a 4.95% return, which is significantly lower than XDEW.DE's 14.89% return.
XWEB.DE
- 1D
- 0.00%
- 1M
- 3.13%
- 6M
- 3.41%
- YTD
- 4.95%
- 1Y
- 10.29%
- 3Y*
- 9.30%
- 5Y*
- —
- 10Y*
- —
XDEW.DE
- 1D
- 0.65%
- 1M
- 2.83%
- 6M
- 10.05%
- YTD
- 14.89%
- 1Y
- 23.44%
- 3Y*
- 13.01%
- 5Y*
- 9.59%
- 10Y*
- 11.13%
XWEB.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 4.95% | 1.61% | 16.94% | -6.46% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.89% | -0.46% | 18.66% | 4.76% |
Correlation
The correlation between XWEB.DE and XDEW.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.73 |
The correlation between XWEB.DE and XDEW.DE has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XWEB.DE vs. XDEW.DE — Risk / Return Rank
XWEB.DE
XDEW.DE
XWEB.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.
| XWEB.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.40 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 4.61 | -3.91 |
| Martin ratioReturn relative to average drawdown | 1.00 | 14.21 | -13.21 |
Loading charts...
Drawdowns
XWEB.DE vs. XDEW.DE - Drawdown Comparison
The maximum XWEB.DE drawdown since its inception was -14.73%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XWEB.DE and XDEW.DE.
Loading charts...
Drawdown Indicators
| XWEB.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.73% | -38.79% | +24.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -5.06% | -9.67% |
Max Drawdown (3Y)Largest decline over 3 years | -14.73% | -22.70% | +7.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -8.73% | -0.27% | -8.46% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.33% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.28% | 1.64% | +8.64% |
Volatility
XWEB.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) is 2.59%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.78%. This indicates that XWEB.DE experiences smaller price fluctuations and is considered to be less risky than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XWEB.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 2.78% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 5.75% | 6.93% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.69% | 10.66% | +12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 14.91% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 16.80% | -0.18% |
XWEB.DE vs. XDEW.DE - Expense Ratio Comparison
XWEB.DE has a 0.25% expense ratio, which is higher than XDEW.DE's 0.20% 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
XWEB.DE vs. XDEW.DE - Dividend Comparison
Neither XWEB.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEB.DE and XDEW.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XWEB.DE.
XWEB.DE is categorized as Global Equities, while XDEW.DE is S&P 500. XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XWEB.DE and 0.20% for XDEW.DE.
Find the right allocation for XWEB.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.
Open Portfolio Optimizer