SPY4.DE vs. XAIX.DE
SPY4.DE (SPDR S&P 400 US Mid Cap UCITS ETF) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - SPY4.DE is a Mid Cap Blend Equities fund tracking the S&P MidCap 400, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, SPY4.DE returned 9.06%/yr vs 19.58%/yr for XAIX.DE. A 0.70 correlation means they provide meaningful diversification when combined. SPY4.DE charges 0.30%/yr vs 0.35%/yr for XAIX.DE.
Performance
SPY4.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY4.DE achieves a 16.24% return, which is significantly lower than XAIX.DE's 27.74% return.
SPY4.DE
- 1D
- 0.04%
- 1M
- -0.17%
- 6M
- 11.60%
- YTD
- 16.24%
- 1Y
- 22.55%
- 3Y*
- 11.60%
- 5Y*
- 9.06%
- 10Y*
- 9.95%
- ALL TIME*
- 12.22%
XAIX.DE
- 1D
- 1.07%
- 1M
- -7.38%
- 6M
- 29.32%
- YTD
- 27.74%
- 1Y
- 41.82%
- 3Y*
- 31.69%
- 5Y*
- 19.58%
- 10Y*
- —
- ALL TIME*
- 20.30%
SPY4.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPY4.DE SPDR S&P 400 US Mid Cap UCITS ETF | 16.24% | -3.63% | 18.67% | 13.23% | -8.82% | 35.58% | 2.35% | 17.78% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 27.74% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 6.39% |
Correlation
The correlation between SPY4.DE and XAIX.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2019 | 0.70 |
The correlation between SPY4.DE and XAIX.DE shifts across timeframes, from 0.53 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPY4.DE vs. XAIX.DE — Risk / Return Rank
SPY4.DE
XAIX.DE
SPY4.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPY4.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.31 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 3.41 | +0.29 |
| Martin ratioReturn relative to average drawdown | 11.08 | 8.41 | +2.67 |
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Drawdowns
SPY4.DE vs. XAIX.DE - Drawdown Comparison
The maximum SPY4.DE drawdown since its inception was -42.71%, which is greater than XAIX.DE's maximum drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for SPY4.DE and XAIX.DE.
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Drawdown Indicators
| SPY4.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.71% | -33.08% | -9.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.07% | -12.22% | +6.15% |
Max Drawdown (3Y)Largest decline over 3 years | -29.11% | -27.61% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -33.08% | +3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -42.71% | — | — |
Current DrawdownCurrent decline from peak | -2.39% | -9.80% | +7.41% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -7.61% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 4.96% | -2.93% |
Volatility
SPY4.DE vs. XAIX.DE - Volatility Comparison
The current volatility for SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) is 4.17%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 9.16%. This indicates that SPY4.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPY4.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 9.16% | -4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 19.42% | -9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.20% | 23.02% | -8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 21.31% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 21.93% | -2.45% |
SPY4.DE vs. XAIX.DE - Expense Ratio Comparison
SPY4.DE has a 0.30% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
SPY4.DE vs. XAIX.DE - Dividend Comparison
Neither SPY4.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
SPY4.DE and XAIX.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY4.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY4.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for XAIX.DE.
SPY4.DE is categorized as Mid Cap Blend Equities, while XAIX.DE is Technology Equities. SPY4.DE tracks S&P MidCap 400, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for SPY4.DE and 0.35% for XAIX.DE.
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