XZBU.DE vs. XDEW.DE
XZBU.DE (Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XZBU.DE is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR 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, XZBU.DE returned -0.29%/yr vs 9.52%/yr for XDEW.DE. At a 0.23 correlation, their price movements are largely independent. XZBU.DE charges 0.16%/yr vs 0.20%/yr for XDEW.DE.
Performance
XZBU.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZBU.DE achieves a 2.09% return, which is significantly lower than XDEW.DE's 14.50% return.
XZBU.DE
- 1D
- 0.00%
- 1M
- 0.16%
- 6M
- 0.58%
- YTD
- 2.09%
- 1Y
- 5.13%
- 3Y*
- 3.60%
- 5Y*
- -0.29%
- 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%
XZBU.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XZBU.DE Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C | 2.09% | -3.98% | 6.63% | 5.34% | -13.42% | 6.21% | -1.24% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 11.59% |
Correlation
The correlation between XZBU.DE and XDEW.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2020 | 0.23 |
The correlation between XZBU.DE and XDEW.DE shifts across timeframes, from 0.23 (all time) to 0.39 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XZBU.DE vs. XDEW.DE — Risk / Return Rank
XZBU.DE
XDEW.DE
XZBU.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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.
| XZBU.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.35 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 3.91 | -2.53 |
| Martin ratioReturn relative to average drawdown | 3.43 | 12.05 | -8.62 |
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Drawdowns
XZBU.DE vs. XDEW.DE - Drawdown Comparison
The maximum XZBU.DE drawdown since its inception was -17.79%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XZBU.DE and XDEW.DE.
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Drawdown Indicators
| XZBU.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -38.79% | +21.00% |
Max Drawdown (1Y)Largest decline over 1 year | -3.73% | -5.06% | +1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -12.28% | -22.70% | +10.42% |
Max Drawdown (5Y)Largest decline over 5 years | -17.79% | -22.70% | +4.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -6.29% | -0.61% | -5.68% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -5.33% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 1.65% | -0.15% |
Volatility
XZBU.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) is 1.63%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.81%. This indicates that XZBU.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.
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Volatility by Period
| XZBU.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 2.81% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 4.26% | 6.82% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.21% | 10.43% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.12% | 14.90% | -5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.88% | 16.80% | -7.92% |
XZBU.DE vs. XDEW.DE - Expense Ratio Comparison
XZBU.DE has a 0.16% 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
XZBU.DE vs. XDEW.DE - Dividend Comparison
Neither XZBU.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XZBU.DE and XDEW.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZBU.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZBU.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for XDEW.DE.
XZBU.DE is categorized as Corporate Bonds, while XDEW.DE is S&P 500. XZBU.DE tracks Bloomberg US Corp Bond TR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.16% for XZBU.DE and 0.20% for XDEW.DE.
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