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SPFT.DE vs. XMOV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFT.DE vs. XMOV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Technology UCITS ETF (SPFT.DE) and Xtrackers Future Mobility UCITS ETF (XMOV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPFT.DE achieves a 25.08% return, which is significantly lower than XMOV.DE's 27.31% return.


SPFT.DE

1D
-2.01%
1M
14.79%
YTD
25.08%
6M
23.96%
1Y
48.68%
3Y*
5Y*
10Y*

XMOV.DE

1D
-2.17%
1M
9.88%
YTD
27.31%
6M
25.74%
1Y
51.46%
3Y*
24.46%
5Y*
13.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFT.DE vs. XMOV.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SPFT.DE
SPDR MSCI World Technology UCITS ETF
25.08%9.48%41.35%3.97%
XMOV.DE
Xtrackers Future Mobility UCITS ETF
27.31%14.79%20.92%5.50%

Correlation

The correlation between SPFT.DE and XMOV.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2023

0.69

The correlation between SPFT.DE and XMOV.DE has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

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Return for Risk

SPFT.DE vs. XMOV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPFT.DE
SPFT.DE Risk / Return Rank: 6464
Overall Rank
SPFT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPFT.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPFT.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SPFT.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPFT.DE Martin Ratio Rank: 5050
Martin Ratio Rank

XMOV.DE
XMOV.DE Risk / Return Rank: 8181
Overall Rank
XMOV.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XMOV.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMOV.DE Omega Ratio Rank: 7777
Omega Ratio Rank
XMOV.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
XMOV.DE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPFT.DE vs. XMOV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Technology UCITS ETF (SPFT.DE) and Xtrackers Future Mobility UCITS ETF (XMOV.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.


SPFT.DEXMOV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.38

1.45

-0.06

Calmar ratioReturn relative to maximum drawdown

3.11

4.71

-1.60

Martin ratioReturn relative to average drawdown

8.21

17.12

-8.92

SPFT.DE vs. XMOV.DE - Sharpe Ratio Comparison

The current SPFT.DE Sharpe Ratio is 2.37, which is comparable to the XMOV.DE Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of SPFT.DE and XMOV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPFT.DEXMOV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.57

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.76

+0.62

Drawdowns

SPFT.DE vs. XMOV.DE - Drawdown Comparison

The maximum SPFT.DE drawdown since its inception was -29.42%, smaller than the maximum XMOV.DE drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for SPFT.DE and XMOV.DE.


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Drawdown Indicators


SPFT.DEXMOV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.42%

-34.78%

+5.36%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-10.87%

-4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-24.70%

Max Drawdown (5Y)

Largest decline over 5 years

-30.32%

Current Drawdown

Current decline from peak

-2.56%

-2.17%

-0.39%

Average Drawdown

Average peak-to-trough decline

-5.35%

-7.53%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

3.00%

+2.91%

Volatility

SPFT.DE vs. XMOV.DE - Volatility Comparison

The current volatility for SPDR MSCI World Technology UCITS ETF (SPFT.DE) is 7.08%, while Xtrackers Future Mobility UCITS ETF (XMOV.DE) has a volatility of 8.84%. This indicates that SPFT.DE experiences smaller price fluctuations and is considered to be less risky than XMOV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFT.DEXMOV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

8.84%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

15.94%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

19.94%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.91%

19.34%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

20.77%

+2.14%

SPFT.DE vs. XMOV.DE - Expense Ratio Comparison

SPFT.DE has a 0.30% expense ratio, which is lower than XMOV.DE's 0.35% expense ratio.


Dividends

SPFT.DE vs. XMOV.DE - Dividend Comparison

Neither SPFT.DE nor XMOV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPFT.DE and XMOV.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPFT.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPFT.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for XMOV.DE.

SPFT.DE tracks MSCI World Information Technology 35/20 Capped Index, while XMOV.DE tracks Nasdaq Global Future Mobility. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for SPFT.DE and 0.35% for XMOV.DE.

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