Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) Sharpe Ratio

Sharpe ratio is not yet available for SPXD. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Xtrackers S&P 500 Diversified Sector Weight ETF's Sharpe Ratio with other ETFs in the Large Cap Value Equities, S&P 500 category across multiple time periods, showing how SPXD's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

Symbol	Name	1Y Sharpe Ratio
PMMY	PGIM S&P 500 Max Buffer ETF - May	5.38
CPSP	Calamos S&P 500 Structured Alt Protection ETF - April	5.19
VLUE	iShares Edge MSCI USA Value Factor ETF	5.19
HIBL	Direxion Daily S&P 500 High Beta Bull 3X Shares	4.23
PMFB	PGIM S&P 500 Max Buffer ETF - February	3.86
PMJN	PGIM S&P 500 Max Buffer ETF - June	3.82
PMJA	PGIM S&P 500 Max Buffer ETF - January	3.80
CPSM	Calamos S&P 500 Structured Alt Protection ETF - May	3.76
CPSU	Calamos S&P 500 Structured Alt Protection ETF - June	3.74
SEIV	SEI Enhanced US Large Cap Value Factor ETF	3.67
SPXD	Xtrackers S&P 500 Diversified Sector Weight ETF	—

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows SPXD's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SPXD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does SPXD fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio