SPX5.L vs. XUTC.DE
SPX5.L (SPDR S&P 500 UCITS ETF) and XUTC.DE (Xtrackers MSCI USA Information Technology UCITS ETF 1D) are both exchange-traded funds - SPX5.L is a S&P 500 fund tracking the S&P 500 Index, while XUTC.DE is a Technology Equities fund tracking the MSCI USA Information Technology 20/35 Custom. Both are passively managed. Over the past 5 years, SPX5.L returned 14.92%/yr vs 24.23%/yr for XUTC.DE. Their correlation of 0.83 suggests significant overlap in exposure. SPX5.L charges 0.09%/yr vs 0.12%/yr for XUTC.DE.
Performance
SPX5.L vs. XUTC.DE - Performance Comparison
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Different Trading Currencies
SPX5.L is traded in GBP, while XUTC.DE is traded in EUR. To make them comparable, the XUTC.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPX5.L achieves a 10.53% return, which is significantly lower than XUTC.DE's 23.30% return.
SPX5.L
- 1D
- 0.05%
- 1M
- 5.53%
- YTD
- 10.53%
- 6M
- 10.48%
- 1Y
- 29.15%
- 3Y*
- 19.03%
- 5Y*
- 14.92%
- 10Y*
- 16.17%
XUTC.DE
- 1D
- -2.14%
- 1M
- 14.65%
- YTD
- 23.30%
- 6M
- 21.92%
- 1Y
- 53.26%
- 3Y*
- 30.68%
- 5Y*
- 24.23%
- 10Y*
- —
SPX5.L vs. XUTC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | 10.53% | 9.34% | 27.47% | 19.75% | -9.01% | 30.96% | 13.52% | 26.74% | -0.04% | 9.41% |
XUTC.DE Xtrackers MSCI USA Information Technology UCITS ETF 1D | 23.30% | 15.54% | 38.29% | 49.33% | -23.44% | 33.85% | 40.12% | 45.21% | 4.53% | 11.23% |
Correlation
The correlation between SPX5.L and XUTC.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.83 |
The correlation between SPX5.L and XUTC.DE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
SPX5.L vs. XUTC.DE — Risk / Return Rank
SPX5.L
XUTC.DE
SPX5.L vs. XUTC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPX5.L) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.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.
| SPX5.L | XUTC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.42 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 3.12 | +0.98 |
| Martin ratioReturn relative to average drawdown | 15.08 | 7.90 | +7.17 |
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
| SPX5.L | XUTC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 2.61 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 1.06 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 1.11 | -0.08 |
Drawdowns
SPX5.L vs. XUTC.DE - Drawdown Comparison
The maximum SPX5.L drawdown since its inception was -25.45%, smaller than the maximum XUTC.DE drawdown of -29.04%. Use the drawdown chart below to compare losses from any high point for SPX5.L and XUTC.DE.
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Drawdown Indicators
| SPX5.L | XUTC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -29.04% | +3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -16.97% | +9.90% |
Max Drawdown (3Y)Largest decline over 3 years | -20.90% | -29.04% | +8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -29.04% | +8.14% |
Max Drawdown (10Y)Largest decline over 10 years | -25.45% | — | — |
Current DrawdownCurrent decline from peak | -0.22% | -2.80% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -3.18% | -6.09% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 6.72% | -4.79% |
Volatility
SPX5.L vs. XUTC.DE - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPX5.L) is 2.67%, while Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) has a volatility of 7.49%. This indicates that SPX5.L experiences smaller price fluctuations and is considered to be less risky than XUTC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPX5.L | XUTC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 7.49% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 14.89% | -7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.50% | 20.29% | -9.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 22.51% | -8.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.52% | 22.57% | -7.05% |
SPX5.L vs. XUTC.DE - Expense Ratio Comparison
SPX5.L has a 0.09% expense ratio, which is lower than XUTC.DE's 0.12% 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
SPX5.L vs. XUTC.DE - Dividend Comparison
SPX5.L's dividend yield for the trailing twelve months is around 0.89%, more than XUTC.DE's 0.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | 0.89% | 0.98% | 1.04% | 1.21% | 1.39% | 0.98% | 1.40% | 1.76% | 1.71% | 2.36% | 1.49% | 1.68% |
XUTC.DE Xtrackers MSCI USA Information Technology UCITS ETF 1D | 0.26% | 0.34% | 0.36% | 0.53% | 1.14% | 0.51% | 0.64% | 0.59% | 0.58% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPX5.L and XUTC.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPX5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPX5.L is cheaper with a 0.09% expense ratio, compared with 0.12% for XUTC.DE.
SPX5.L is categorized as S&P 500, while XUTC.DE is Technology Equities. SPX5.L tracks S&P 500 Index, while XUTC.DE tracks MSCI USA Information Technology 20/35 Custom. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.09% for SPX5.L and 0.12% for XUTC.DE.
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