DBX4.DE vs. SPPY.DE
Compare and contrast key facts about Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.DE) and State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE).
DBX4.DE and SPPY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBX4.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI EM EMEA Low Carbon SRI Selection Capped Index. It was launched on Jun 19, 2007. SPPY.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Scored & Screened Leaders Index. It was launched on Dec 2, 2019. Both DBX4.DE and SPPY.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.
Performance
DBX4.DE vs. SPPY.DE - Performance Comparison
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DBX4.DE vs. SPPY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBX4.DE Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF | -0.93% | 26.97% | 16.81% | 0.20% | 1.24% | 17.99% | -15.66% | 8.00% |
SPPY.DE State Street SPDR S&P 500 Leaders UCITS ETF | -2.75% | 4.44% | 32.87% | 26.92% | -14.47% | 41.09% | 8.04% | 4.57% |
Returns By Period
In the year-to-date period, DBX4.DE achieves a -0.93% return, which is significantly higher than SPPY.DE's -2.75% return.
DBX4.DE
- 1D
- 2.31%
- 1M
- -7.60%
- YTD
- -0.93%
- 6M
- 7.77%
- 1Y
- 20.75%
- 3Y*
- 16.49%
- 5Y*
- 9.05%
- 10Y*
- 6.66%
SPPY.DE
- 1D
- 1.74%
- 1M
- -3.68%
- YTD
- -2.75%
- 6M
- 1.44%
- 1Y
- 12.18%
- 3Y*
- 16.92%
- 5Y*
- 13.03%
- 10Y*
- —
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DBX4.DE vs. SPPY.DE - Expense Ratio Comparison
DBX4.DE has a 0.65% expense ratio, which is higher than SPPY.DE's 0.10% expense ratio.
Return for Risk
DBX4.DE vs. SPPY.DE — Risk / Return Rank
DBX4.DE
SPPY.DE
DBX4.DE vs. SPPY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.DE) and State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.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.
| DBX4.DE | SPPY.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.71 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.05 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.45 | +0.13 |
Martin ratioReturn relative to average drawdown | 6.08 | 5.58 | +0.49 |
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
| DBX4.DE | SPPY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.71 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.83 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.80 | -0.70 |
Correlation
The correlation between DBX4.DE and SPPY.DE is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DBX4.DE vs. SPPY.DE - Dividend Comparison
Neither DBX4.DE nor SPPY.DE has paid dividends to shareholders.
Drawdowns
DBX4.DE vs. SPPY.DE - Drawdown Comparison
The maximum DBX4.DE drawdown since its inception was -60.48%, which is greater than SPPY.DE's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for DBX4.DE and SPPY.DE.
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Drawdown Indicators
| DBX4.DE | SPPY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.48% | -33.31% | -27.17% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -13.53% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -23.82% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -40.52% | — | — |
Current DrawdownCurrent decline from peak | -10.62% | -4.75% | -5.87% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -4.95% | -11.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.21% | +1.62% |
Volatility
DBX4.DE vs. SPPY.DE - Volatility Comparison
Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.DE) has a higher volatility of 9.60% compared to State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) at 3.99%. This indicates that DBX4.DE's price experiences larger fluctuations and is considered to be riskier than SPPY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBX4.DE | SPPY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.60% | 3.99% | +5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 8.42% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.54% | 17.20% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 15.45% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.82% | 17.72% | +3.10% |