SPPW.DE vs. XDEV.DE
SPPW.DE (SPDR MSCI World UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - SPPW.DE tracks the MSCI World while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, SPPW.DE returned 13.03%/yr vs 17.35%/yr for XDEV.DE. Their correlation of 0.84 suggests significant overlap in exposure. SPPW.DE charges 0.12%/yr vs 0.25%/yr for XDEV.DE.
Performance
SPPW.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPPW.DE achieves a 10.85% return, which is significantly lower than XDEV.DE's 35.07% return.
SPPW.DE
- 1D
- -0.31%
- 1M
- 4.83%
- YTD
- 10.85%
- 6M
- 11.34%
- 1Y
- 23.90%
- 3Y*
- 17.79%
- 5Y*
- 13.03%
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 12.68%
- YTD
- 35.07%
- 6M
- 38.48%
- 1Y
- 63.09%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
SPPW.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPPW.DE SPDR MSCI World UCITS ETF | 10.85% | 8.03% | 26.09% | 20.25% | -13.28% | 32.66% | 5.27% | 17.24% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 10.33% |
Correlation
The correlation between SPPW.DE and XDEV.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2019 | 0.84 |
The correlation between SPPW.DE and XDEV.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
SPPW.DE vs. XDEV.DE — Risk / Return Rank
SPPW.DE
XDEV.DE
SPPW.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SPPW.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
| SPPW.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.81 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 10.38 | -6.72 |
| Martin ratioReturn relative to average drawdown | 14.69 | 39.12 | -24.43 |
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
| SPPW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 4.52 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 1.23 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.71 | +0.15 |
Drawdowns
SPPW.DE vs. XDEV.DE - Drawdown Comparison
The maximum SPPW.DE drawdown since its inception was -33.69%, roughly equal to the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for SPPW.DE and XDEV.DE.
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Drawdown Indicators
| SPPW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -35.28% | +1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.51% | -6.05% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -21.62% | -18.02% | -3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -18.02% | -3.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.31% | -1.07% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -5.56% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.61% | +0.02% |
Volatility
SPPW.DE vs. XDEV.DE - Volatility Comparison
The current volatility for SPDR MSCI World UCITS ETF (SPPW.DE) is 2.70%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that SPPW.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPPW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 5.77% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 11.20% | -3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 13.89% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 13.96% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 15.90% | +0.18% |
SPPW.DE vs. XDEV.DE - Expense Ratio Comparison
SPPW.DE has a 0.12% expense ratio, which is lower than XDEV.DE's 0.25% 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
SPPW.DE vs. XDEV.DE - Dividend Comparison
Neither SPPW.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
SPPW.DE and XDEV.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPPW.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPW.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEV.DE.
SPPW.DE tracks MSCI World, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: State Street and DWS. Their fees differ too: 0.12% for SPPW.DE and 0.25% for XDEV.DE.
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