DXSL.DE vs. SPYP.DE
Compare and contrast key facts about Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and SPDR MSCI Europe Materials UCITS ETF (SPYP.DE).
DXSL.DE and SPYP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXSL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Industrials ESG Screened 20-35. It was launched on Jul 3, 2007. SPYP.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Materials 20/35 Capped. It was launched on Dec 5, 2014. Both DXSL.DE and SPYP.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
DXSL.DE vs. SPYP.DE - Performance Comparison
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DXSL.DE vs. SPYP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSL.DE Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | -0.05% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
SPYP.DE SPDR MSCI Europe Materials UCITS ETF | 7.94% | 13.01% | -3.09% | 12.36% | -9.22% | 24.42% | 9.86% | 27.43% | -14.57% | 18.99% |
Returns By Period
In the year-to-date period, DXSL.DE achieves a -0.05% return, which is significantly lower than SPYP.DE's 7.94% return. Both investments have delivered pretty close results over the past 10 years, with DXSL.DE having a 10.52% annualized return and SPYP.DE not far ahead at 10.77%.
DXSL.DE
- 1D
- 3.69%
- 1M
- -7.07%
- YTD
- -0.05%
- 6M
- 3.52%
- 1Y
- 11.54%
- 3Y*
- 12.12%
- 5Y*
- 8.16%
- 10Y*
- 10.52%
SPYP.DE
- 1D
- 1.97%
- 1M
- -1.83%
- YTD
- 7.94%
- 6M
- 15.77%
- 1Y
- 19.22%
- 3Y*
- 8.85%
- 5Y*
- 6.23%
- 10Y*
- 10.77%
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DXSL.DE vs. SPYP.DE - Expense Ratio Comparison
DXSL.DE has a 0.17% expense ratio, which is lower than SPYP.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%.
Return for Risk
DXSL.DE vs. SPYP.DE — Risk / Return Rank
DXSL.DE
SPYP.DE
DXSL.DE vs. SPYP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and SPDR MSCI Europe Materials UCITS ETF (SPYP.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.
| DXSL.DE | SPYP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 1.09 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.52 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.50 | -0.63 |
Martin ratioReturn relative to average drawdown | 3.11 | 5.67 | -2.56 |
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
| DXSL.DE | SPYP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.09 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.35 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.55 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.39 | -0.03 |
Correlation
The correlation between DXSL.DE and SPYP.DE is 0.79, 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.
Dividends
DXSL.DE vs. SPYP.DE - Dividend Comparison
Neither DXSL.DE nor SPYP.DE has paid dividends to shareholders.
Drawdowns
DXSL.DE vs. SPYP.DE - Drawdown Comparison
The maximum DXSL.DE drawdown since its inception was -58.54%, which is greater than SPYP.DE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and SPYP.DE.
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Drawdown Indicators
| DXSL.DE | SPYP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -36.99% | -21.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -13.07% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -22.63% | -8.43% |
Max Drawdown (10Y)Largest decline over 10 years | -41.92% | -35.40% | -6.52% |
Current DrawdownCurrent decline from peak | -8.84% | -5.04% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -7.67% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.45% | +0.26% |
Volatility
DXSL.DE vs. SPYP.DE - Volatility Comparison
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) has a higher volatility of 8.68% compared to SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) at 7.85%. This indicates that DXSL.DE's price experiences larger fluctuations and is considered to be riskier than SPYP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSL.DE | SPYP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.68% | 7.85% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 12.78% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.32% | 17.59% | +2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 17.78% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 19.34% | +0.07% |