DXSG.DE vs. SPYT.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) are both Communications Equities funds - DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35 while SPYT.DE tracks the MSCI Europe Communication Services 20/35 Capped. Both are passively managed. Over the past 10 years, DXSG.DE returned 1.87%/yr vs 1.47%/yr for SPYT.DE. With a 0.95 correlation, they move nearly in lockstep. DXSG.DE charges 0.17%/yr vs 0.18%/yr for SPYT.DE.
Performance
DXSG.DE vs. SPYT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly higher than SPYT.DE's 3.11% return. Over the past 10 years, DXSG.DE has outperformed SPYT.DE with an annualized return of 1.87%, while SPYT.DE has yielded a comparatively lower 1.47% annualized return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.12%
- YTD
- 5.28%
- 6M
- 6.42%
- 1Y
- -9.16%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
SPYT.DE
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 3.11%
- 6M
- 4.73%
- 1Y
- -8.46%
- 3Y*
- 10.29%
- 5Y*
- 5.43%
- 10Y*
- 1.47%
DXSG.DE vs. SPYT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 3.11% | 7.33% | 14.79% | 14.90% | -11.90% | 13.68% | -12.90% | 5.78% | -9.57% | 2.27% |
Correlation
The correlation between DXSG.DE and SPYT.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.95 |
The correlation between DXSG.DE and SPYT.DE has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
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Return for Risk
DXSG.DE vs. SPYT.DE — Risk / Return Rank
DXSG.DE
SPYT.DE
DXSG.DE vs. SPYT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and SPDR MSCI Europe Communication Services UCITS ETF (SPYT.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.
| DXSG.DE | SPYT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.92 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.52 | +0.03 |
| Martin ratioReturn relative to average drawdown | -0.91 | -0.97 | +0.06 |
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
| DXSG.DE | SPYT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | -0.58 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.40 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.09 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.23 | -0.06 |
Drawdowns
DXSG.DE vs. SPYT.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, roughly equal to the maximum SPYT.DE drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and SPYT.DE.
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Drawdown Indicators
| DXSG.DE | SPYT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -49.63% | +2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -14.65% | -2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -14.98% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -20.35% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | -40.06% | +2.73% |
Current DrawdownCurrent decline from peak | -9.16% | -8.46% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -18.83% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 7.65% | +1.24% |
Volatility
DXSG.DE vs. SPYT.DE - Volatility Comparison
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) has a higher volatility of 5.43% compared to SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) at 4.21%. This indicates that DXSG.DE's price experiences larger fluctuations and is considered to be riskier than SPYT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSG.DE | SPYT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.21% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 10.43% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 13.45% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 13.48% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 15.67% | +0.21% |
DXSG.DE vs. SPYT.DE - Expense Ratio Comparison
DXSG.DE has a 0.17% expense ratio, which is lower than SPYT.DE's 0.18% 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
DXSG.DE vs. SPYT.DE - Dividend Comparison
Neither DXSG.DE nor SPYT.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and SPYT.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for SPYT.DE.
DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.17% for DXSG.DE and 0.18% for SPYT.DE.
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