ITB.DE vs. XDPP.L
ITB.DE (Imperial Brands PLC) is a stock, while XDPP.L (Xtrackers S&P 500 UCITS ETF 4C) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, ITB.DE returned 24.44%/yr vs 18.85%/yr for XDPP.L. At a 0.07 correlation, their price movements are largely independent.
Performance
ITB.DE vs. XDPP.L - Performance Comparison
Loading charts...
Different Trading Currencies
ITB.DE is traded in EUR, while XDPP.L is traded in GBP. To make them comparable, the XDPP.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ITB.DE achieves a -10.68% return, which is significantly lower than XDPP.L's 11.56% return.
ITB.DE
- 1D
- -0.64%
- 1M
- -3.28%
- YTD
- -10.68%
- 6M
- -15.31%
- 1Y
- -2.37%
- 3Y*
- 24.44%
- 5Y*
- 19.78%
- 10Y*
- —
XDPP.L
- 1D
- -0.09%
- 1M
- 5.30%
- YTD
- 11.56%
- 6M
- 11.59%
- 1Y
- 25.79%
- 3Y*
- 18.85%
- 5Y*
- —
- 10Y*
- —
ITB.DE vs. XDPP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ITB.DE Imperial Brands PLC | -10.68% | 24.75% | 58.83% | -1.47% | 13.23% |
XDPP.L Xtrackers S&P 500 UCITS ETF 4C | 11.56% | 3.73% | 33.40% | 22.34% | -0.71% |
Correlation
The correlation between ITB.DE and XDPP.L is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2022 | 0.07 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ITB.DE vs. XDPP.L — Risk / Return Rank
ITB.DE
XDPP.L
ITB.DE vs. XDPP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (ITB.DE) and Xtrackers S&P 500 UCITS ETF 4C (XDPP.L). 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.
| ITB.DE | XDPP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.43 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 3.57 | -3.71 |
| Martin ratioReturn relative to average drawdown | -0.34 | 12.94 | -13.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ITB.DE | XDPP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 2.31 | -2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.19 | -0.76 |
Drawdowns
ITB.DE vs. XDPP.L - Drawdown Comparison
The maximum ITB.DE drawdown since its inception was -49.50%, which is greater than XDPP.L's maximum drawdown of -22.63%. Use the drawdown chart below to compare losses from any high point for ITB.DE and XDPP.L.
Loading charts...
Drawdown Indicators
| ITB.DE | XDPP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.50% | -22.63% | -26.87% |
Max Drawdown (1Y)Largest decline over 1 year | -17.70% | -7.19% | -10.51% |
Max Drawdown (3Y)Largest decline over 3 years | -17.70% | -22.63% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | — | — |
Current DrawdownCurrent decline from peak | -17.22% | -0.41% | -16.81% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -4.37% | -9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 1.99% | +5.01% |
Volatility
ITB.DE vs. XDPP.L - Volatility Comparison
Imperial Brands PLC (ITB.DE) has a higher volatility of 7.94% compared to Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) at 2.14%. This indicates that ITB.DE's price experiences larger fluctuations and is considered to be riskier than XDPP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ITB.DE | XDPP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 2.14% | +5.80% |
Volatility (6M)Calculated over the trailing 6-month period | 16.07% | 7.38% | +8.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 11.13% | +8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 14.46% | +6.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.05% | 14.46% | +10.59% |
Dividends
ITB.DE vs. XDPP.L - Dividend Comparison
ITB.DE's dividend yield for the trailing twelve months is around 6.93%, while XDPP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ITB.DE Imperial Brands PLC | 6.93% | 6.62% | 6.71% | 9.08% | 8.22% | 9.51% | 12.34% | 12.02% | 3.23% |
XDPP.L Xtrackers S&P 500 UCITS ETF 4C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ITB.DE and XDPP.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ITB.DE and XDPP.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer