DXS0.DE vs. SPY
Compare and contrast key facts about Xtrackers SLI UCITS ETF (DXS0.DE) and SPDR S&P 500 ETF (SPY).
DXS0.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXS0.DE is a passively managed fund by Xtrackers that tracks the performance of the SLI®. It was launched on Jan 25, 2008. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both DXS0.DE and SPY 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: DXS0.DE or SPY.
Key characteristics
DXS0.DE | SPY | |
---|---|---|
YTD Return | 9.53% | 19.22% |
1Y Return | 15.45% | 28.25% |
3Y Return (Ann) | 5.83% | 9.99% |
5Y Return (Ann) | 9.38% | 15.19% |
10Y Return (Ann) | 8.39% | 12.84% |
Sharpe Ratio | 1.48 | 2.25 |
Daily Std Dev | 11.07% | 12.59% |
Max Drawdown | -41.80% | -55.19% |
Current Drawdown | -2.84% | -0.32% |
Correlation
The correlation between DXS0.DE and SPY is 0.44, 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.
Performance
DXS0.DE vs. SPY - Performance Comparison
In the year-to-date period, DXS0.DE achieves a 9.53% return, which is significantly lower than SPY's 19.22% return. Over the past 10 years, DXS0.DE has underperformed SPY with an annualized return of 8.39%, while SPY has yielded a comparatively higher 12.84% annualized return. 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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DXS0.DE vs. SPY - Expense Ratio Comparison
DXS0.DE has a 0.25% expense ratio, which is higher than SPY's 0.09% expense ratio. However, 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
DXS0.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers SLI UCITS ETF (DXS0.DE) and SPDR S&P 500 ETF (SPY). 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
DXS0.DE vs. SPY - Dividend Comparison
DXS0.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.93%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Xtrackers SLI UCITS ETF | 0.00% | 0.00% | 3.13% | 1.08% | 0.99% | 1.19% | 1.54% | 3.10% | 1.13% | 0.37% | 2.21% | 1.73% |
SPDR S&P 500 ETF | 0.93% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DXS0.DE vs. SPY - Drawdown Comparison
The maximum DXS0.DE drawdown since its inception was -41.80%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DXS0.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
DXS0.DE vs. SPY - Volatility Comparison
The current volatility for Xtrackers SLI UCITS ETF (DXS0.DE) is 2.78%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.83%. This indicates that DXS0.DE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.