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SPY2.DE vs. XDRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY2.DE vs. XDRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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, SPY2.DE achieves a 8.38% return, which is significantly higher than XDRE.DE's 7.27% return.


SPY2.DE

1D
0.10%
1M
-0.62%
YTD
8.38%
6M
7.13%
1Y
10.21%
3Y*
5.92%
5Y*
2.27%
10Y*

XDRE.DE

1D
0.41%
1M
0.53%
YTD
7.27%
6M
6.71%
1Y
9.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY2.DE vs. XDRE.DE - Yearly Performance Comparison


Correlation

The correlation between SPY2.DE and XDRE.DE is 0.95, 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

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2024

0.96

The correlation between SPY2.DE and XDRE.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

SPY2.DE vs. XDRE.DE — Risk / Return Rank

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

SPY2.DE
SPY2.DE Risk / Return Rank: 2727
Overall Rank
SPY2.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SPY2.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPY2.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SPY2.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPY2.DE Martin Ratio Rank: 3030
Martin Ratio Rank

XDRE.DE
XDRE.DE Risk / Return Rank: 2626
Overall Rank
XDRE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XDRE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XDRE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XDRE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDRE.DE Martin Ratio Rank: 3030
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.

SPY2.DE vs. XDRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.


SPY2.DEXDRE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.48

1.41

+0.08

Martin ratioReturn relative to average drawdown

4.38

4.22

+0.16

SPY2.DE vs. XDRE.DE - Sharpe Ratio Comparison

The current SPY2.DE Sharpe Ratio is 0.89, which is comparable to the XDRE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SPY2.DE and XDRE.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


SPY2.DEXDRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.86

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.04

+0.01

Drawdowns

SPY2.DE vs. XDRE.DE - Drawdown Comparison

The maximum SPY2.DE drawdown since its inception was -42.59%, which is greater than XDRE.DE's maximum drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for SPY2.DE and XDRE.DE.


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Drawdown Indicators


SPY2.DEXDRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-20.91%

-21.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-6.79%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.72%

Current Drawdown

Current decline from peak

-7.69%

-2.81%

-4.88%

Average Drawdown

Average peak-to-trough decline

-15.50%

-8.22%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.27%

+0.06%

Volatility

SPY2.DE vs. XDRE.DE - Volatility Comparison

SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) have volatilities of 2.82% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPY2.DEXDRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.92%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

8.43%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

11.17%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

14.01%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

14.01%

+5.90%

SPY2.DE vs. XDRE.DE - Expense Ratio Comparison

SPY2.DE has a 0.40% expense ratio, which is higher than XDRE.DE's 0.18% expense ratio.


Dividends

SPY2.DE vs. XDRE.DE - Dividend Comparison

Neither SPY2.DE nor XDRE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SPY2.DE and XDRE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for SPY2.DE.

SPY2.DE tracks Dow Jones Global Select Real Estate Securities, while XDRE.DE tracks Dow Jones Developed Green Real Estate Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.40% for SPY2.DE and 0.18% for XDRE.DE.

Portfolio Optimizer

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