D500.DE vs. XSXD.DE
Compare and contrast key facts about Invesco S&P 500 UCITS ETF Dist (D500.DE) and Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE).
D500.DE and XSXD.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500®. It was launched on Oct 26, 2015. XSXD.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500®. It was launched on Jun 8, 2022. Both D500.DE and XSXD.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: D500.DE or XSXD.DE.
Key characteristics
| D500.DE | XSXD.DE | |
|---|---|---|
| YTD Return | 19.58% | 19.63% |
| 1Y Return | 28.30% | 28.51% |
| Sharpe Ratio | 1.45 | 2.33 |
| Daily Std Dev | 18.31% | 11.56% |
| Max Drawdown | -33.57% | -15.08% |
| Current Drawdown | -9.28% | -0.30% |
Correlation
The correlation between D500.DE and XSXD.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
D500.DE vs. XSXD.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with D500.DE having a 19.58% return and XSXD.DE slightly higher at 19.63%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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D500.DE vs. XSXD.DE - Expense Ratio Comparison
D500.DE has a 0.05% expense ratio, which is lower than XSXD.DE's 0.07% 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%.
Risk-Adjusted Performance
D500.DE vs. XSXD.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (D500.DE) and Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.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.
Dividends
D500.DE vs. XSXD.DE - Dividend Comparison
Neither D500.DE nor XSXD.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 0.00% | 0.00% | 1.80% | 1.47% | 1.91% | 0.48% |
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
D500.DE vs. XSXD.DE - Drawdown Comparison
The maximum D500.DE drawdown since its inception was -33.57%, which is greater than XSXD.DE's maximum drawdown of -15.08%. Use the drawdown chart below to compare losses from any high point for D500.DE and XSXD.DE. For additional features, visit the drawdowns tool.
Volatility
D500.DE vs. XSXD.DE - Volatility Comparison
Invesco S&P 500 UCITS ETF Dist (D500.DE) has a higher volatility of 14.78% compared to Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) at 3.95%. This indicates that D500.DE's price experiences larger fluctuations and is considered to be riskier than XSXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.