XZEC.DE vs. XDEW.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XZEC.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Discretionary ESG Screened 20-35 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 5 years, XZEC.DE returned 2.26%/yr vs 9.52%/yr for XDEW.DE. A 0.57 correlation means they provide meaningful diversification when combined. XZEC.DE charges 0.17%/yr vs 0.20%/yr for XDEW.DE.
Performance
XZEC.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEC.DE achieves a 6.15% return, which is significantly lower than XDEW.DE's 14.50% return.
XZEC.DE
- 1D
- -0.25%
- 1M
- 0.18%
- 6M
- 3.34%
- YTD
- 6.15%
- 1Y
- 15.73%
- 3Y*
- 2.02%
- 5Y*
- 2.26%
- 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%
XZEC.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 6.15% | 1.95% | 3.52% | 16.28% | -16.49% | -0.49% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 14.96% |
Correlation
The correlation between XZEC.DE and XDEW.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.57 |
The correlation between XZEC.DE and XDEW.DE has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.
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Return for Risk
XZEC.DE vs. XDEW.DE — Risk / Return Rank
XZEC.DE
XDEW.DE
XZEC.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.
| XZEC.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.35 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 3.91 | -2.52 |
| Martin ratioReturn relative to average drawdown | 3.84 | 12.05 | -8.21 |
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Drawdowns
XZEC.DE vs. XDEW.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.23%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and XDEW.DE.
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Drawdown Indicators
| XZEC.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.23% | -38.79% | +8.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -5.06% | -6.21% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -22.70% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -30.23% | -22.70% | -7.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -2.16% | -0.61% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -5.33% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 1.65% | +2.44% |
Volatility
XZEC.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) has a higher volatility of 3.65% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that XZEC.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
| XZEC.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 2.81% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.33% | 6.82% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 10.43% | +4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.86% | 14.90% | +4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.85% | 16.80% | +3.05% |
XZEC.DE vs. XDEW.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% 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
XZEC.DE vs. XDEW.DE - Dividend Comparison
Neither XZEC.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and XDEW.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XDEW.DE.
XZEC.DE is categorized as Consumer Staples Equities, while XDEW.DE is S&P 500. XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.17% for XZEC.DE and 0.20% for XDEW.DE.
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