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

Performance

SPFT.DE vs. XNNV.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 MSCI Innovation UCITS ETF 1C (XNNV.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 higher than XNNV.DE's 5.08% return.


SPFT.DE

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

XNNV.DE

1D
1.03%
1M
6.57%
YTD
5.08%
6M
3.95%
1Y
15.22%
3Y*
13.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
SPFT.DE
SPDR MSCI World Technology UCITS ETF
25.08%9.48%41.35%3.97%
XNNV.DE
Xtrackers MSCI Innovation UCITS ETF 1C
5.08%2.05%29.19%6.61%

Correlation

The correlation between SPFT.DE and XNNV.DE is 0.77, 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

0.77

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

0.80

The correlation between SPFT.DE and XNNV.DE has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

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Return for Risk

SPFT.DE vs. XNNV.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

XNNV.DE
XNNV.DE Risk / Return Rank: 2626
Overall Rank
XNNV.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XNNV.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XNNV.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XNNV.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
XNNV.DE Martin Ratio Rank: 2323
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. XNNV.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 MSCI Innovation UCITS ETF 1C (XNNV.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.DEXNNV.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.59

Omega ratioGain probability vs. loss probability

1.38

1.18

+0.20

Calmar ratioReturn relative to maximum drawdown

3.11

1.01

+2.10

Martin ratioReturn relative to average drawdown

8.21

2.80

+5.40

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

The current SPFT.DE Sharpe Ratio is 2.37, which is higher than the XNNV.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SPFT.DE and XNNV.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.DEXNNV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.03

+1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.67

+0.72

Drawdowns

SPFT.DE vs. XNNV.DE - Drawdown Comparison

The maximum SPFT.DE drawdown since its inception was -29.42%, which is greater than XNNV.DE's maximum drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for SPFT.DE and XNNV.DE.


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Drawdown Indicators


SPFT.DEXNNV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.42%

-25.90%

-3.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-15.02%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-25.90%

Current Drawdown

Current decline from peak

-2.56%

-0.91%

-1.65%

Average Drawdown

Average peak-to-trough decline

-5.35%

-6.64%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

5.41%

+0.50%

Volatility

SPFT.DE vs. XNNV.DE - Volatility Comparison

SPDR MSCI World Technology UCITS ETF (SPFT.DE) has a higher volatility of 7.08% compared to Xtrackers MSCI Innovation UCITS ETF 1C (XNNV.DE) at 3.84%. This indicates that SPFT.DE's price experiences larger fluctuations and is considered to be riskier than XNNV.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.DEXNNV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

3.84%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

10.61%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

14.72%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.91%

18.07%

+4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

18.07%

+4.84%

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

Both SPFT.DE and XNNV.DE have an expense ratio of 0.30%.


Dividends

SPFT.DE vs. XNNV.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPFT.DE and XNNV.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPFT.DE and XNNV.DE have the same expense ratio: 0.30% per year.

SPFT.DE tracks MSCI World Information Technology 35/20 Capped Index, while XNNV.DE tracks MSCI ACWI IMI Innovation Select ESG Screened 200. They also come from different issuers: State Street and Xtrackers.

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