XZEW.DE vs. EFRW.DE
XZEW.DE (Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C) and EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) are both S&P 500 funds - XZEW.DE tracks the S&P 500 Equal Weight ESG while EFRW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past year, XZEW.DE returned 21.75% vs 16.94% for EFRW.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.17% expense ratio.
Performance
XZEW.DE vs. EFRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEW.DE achieves a 10.78% return, which is significantly higher than EFRW.DE's 8.09% return.
XZEW.DE
- 1D
- 0.38%
- 1M
- 4.75%
- YTD
- 10.78%
- 6M
- 11.99%
- 1Y
- 21.75%
- 3Y*
- 12.65%
- 5Y*
- —
- 10Y*
- —
EFRW.DE
- 1D
- 0.36%
- 1M
- 3.51%
- YTD
- 8.09%
- 6M
- 9.41%
- 1Y
- 16.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XZEW.DE vs. EFRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XZEW.DE Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C | 10.78% | 7.58% |
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
Correlation
The correlation between XZEW.DE and EFRW.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.82 |
The correlation between XZEW.DE and EFRW.DE has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.
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Return for Risk
XZEW.DE vs. EFRW.DE — Risk / Return Rank
XZEW.DE
EFRW.DE
XZEW.DE vs. EFRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) and iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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.
| XZEW.DE | EFRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 2.37 | +1.96 |
| Martin ratioReturn relative to average drawdown | 12.75 | 8.32 | +4.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZEW.DE | EFRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.55 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.55 | -0.81 |
Drawdowns
XZEW.DE vs. EFRW.DE - Drawdown Comparison
The maximum XZEW.DE drawdown since its inception was -23.98%, which is greater than EFRW.DE's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for XZEW.DE and EFRW.DE.
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Drawdown Indicators
| XZEW.DE | EFRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.98% | -7.12% | -16.86% |
Max Drawdown (1Y)Largest decline over 1 year | -5.00% | -7.12% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -1.35% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.03% | -0.33% |
Volatility
XZEW.DE vs. EFRW.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) is 2.12%, while iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) has a volatility of 2.64%. This indicates that XZEW.DE experiences smaller price fluctuations and is considered to be less risky than EFRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZEW.DE | EFRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 2.64% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.92% | 7.67% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 10.91% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 11.32% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 11.32% | +2.65% |
XZEW.DE vs. EFRW.DE - Expense Ratio Comparison
Both XZEW.DE and EFRW.DE have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XZEW.DE vs. EFRW.DE - Dividend Comparison
Neither XZEW.DE nor EFRW.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEW.DE and EFRW.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XZEW.DE and EFRW.DE have the same expense ratio: 0.17% per year.
XZEW.DE tracks S&P 500 Equal Weight ESG, while EFRW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Xtrackers and iShares.
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