XZMD.DE vs. XDEW.DE
XZMD.DE (Xtrackers MSCI USA ESG UCITS ETF 1D) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XZMD.DE is a Large Cap Blend Equities fund tracking the Russell 1000 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 3 years, XZMD.DE returned 18.45%/yr vs 12.88%/yr for XDEW.DE. A 0.77 correlation means they provide meaningful diversification when combined. XZMD.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
XZMD.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMD.DE achieves a 9.01% return, which is significantly lower than XDEW.DE's 14.15% return.
XZMD.DE
- 1D
- 0.00%
- 1M
- 0.53%
- 6M
- 8.17%
- YTD
- 9.01%
- 1Y
- 20.75%
- 3Y*
- 18.45%
- 5Y*
- —
- 10Y*
- —
XDEW.DE
- 1D
- -0.02%
- 1M
- 1.80%
- 6M
- 10.18%
- YTD
- 14.15%
- 1Y
- 19.97%
- 3Y*
- 12.88%
- 5Y*
- 9.45%
- 10Y*
- 11.05%
XZMD.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 9.01% | 5.05% | 32.63% | 26.55% | -13.35% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.15% | -0.46% | 18.66% | 10.08% | -4.84% |
Correlation
The correlation between XZMD.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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2022 | 0.77 |
The correlation between XZMD.DE and XDEW.DE shifts across timeframes, from 0.64 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XZMD.DE vs. XDEW.DE — Risk / Return Rank
XZMD.DE
XDEW.DE
XZMD.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.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.
| XZMD.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.93 | -1.99 |
| Martin ratioReturn relative to average drawdown | 6.85 | 12.11 | -5.26 |
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Drawdowns
XZMD.DE vs. XDEW.DE - Drawdown Comparison
The maximum XZMD.DE drawdown since its inception was -24.74%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XZMD.DE and XDEW.DE.
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Drawdown Indicators
| XZMD.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -38.79% | +14.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.73% | -5.06% | -5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -22.70% | -2.04% |
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 | -1.02% | -0.92% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -5.33% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.65% | +1.39% |
Volatility
XZMD.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) has a higher volatility of 3.36% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that XZMD.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
| XZMD.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.73% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 6.91% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 10.64% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.91% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 16.80% | -0.67% |
XZMD.DE vs. XDEW.DE - Expense Ratio Comparison
XZMD.DE has a 0.15% 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
XZMD.DE vs. XDEW.DE - Dividend Comparison
XZMD.DE's dividend yield for the trailing twelve months is around 0.68%, 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% |
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 0.68% | 0.81% | 0.91% | 0.97% | 0.58% |
Frequently Asked Questions
XZMD.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, XZMD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMD.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XDEW.DE.
XZMD.DE is categorized as Large Cap Blend Equities, while XDEW.DE is S&P 500. XZMD.DE tracks Russell 1000 TR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.15% for XZMD.DE and 0.20% for XDEW.DE.
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