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SPYD.DE vs. XDND.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYD.DE vs. XDND.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) and Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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, SPYD.DE achieves a 14.85% return, which is significantly lower than XDND.DE's 15.70% return. Over the past 10 years, SPYD.DE has underperformed XDND.DE with an annualized return of 8.71%, while XDND.DE has yielded a comparatively higher 9.54% annualized return.


SPYD.DE

1D
0.40%
1M
6.10%
6M
14.61%
YTD
14.85%
1Y
17.32%
3Y*
8.66%
5Y*
7.85%
10Y*
8.71%

XDND.DE

1D
0.33%
1M
3.13%
6M
16.23%
YTD
15.70%
1Y
21.96%
3Y*
12.11%
5Y*
9.67%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYD.DE vs. XDND.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYD.DE
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)
14.85%-3.53%14.02%-1.46%5.40%36.24%-8.60%25.98%0.02%1.45%
XDND.DE
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)
15.70%0.21%17.37%2.26%0.85%33.35%-8.47%25.76%-0.21%4.27%

Correlation

The correlation between SPYD.DE and XDND.DE is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2014

0.91

The correlation between SPYD.DE and XDND.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

SPYD.DE vs. XDND.DE — Risk / Return Rank

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

SPYD.DE
SPYD.DE Risk / Return Rank: 6161
Overall Rank
SPYD.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SPYD.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPYD.DE Omega Ratio Rank: 5858
Omega Ratio Rank
SPYD.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPYD.DE Martin Ratio Rank: 5151
Martin Ratio Rank

XDND.DE
XDND.DE Risk / Return Rank: 8686
Overall Rank
XDND.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDND.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XDND.DE Omega Ratio Rank: 8282
Omega Ratio Rank
XDND.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDND.DE Martin Ratio Rank: 8383
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.

SPYD.DE vs. XDND.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) and Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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.


SPYD.DEXDND.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.29

1.40

-0.10

Calmar ratioReturn relative to maximum drawdown

2.80

4.44

-1.64

Martin ratioReturn relative to average drawdown

7.19

13.43

-6.24

SPYD.DE vs. XDND.DE - Sharpe Ratio Comparison

The current SPYD.DE Sharpe Ratio is 1.69, which is comparable to the XDND.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SPYD.DE and XDND.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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Drawdowns

SPYD.DE vs. XDND.DE - Drawdown Comparison

The maximum SPYD.DE drawdown since its inception was -35.89%, which is greater than XDND.DE's maximum drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for SPYD.DE and XDND.DE.


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Drawdown Indicators


SPYD.DEXDND.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.89%

-32.18%

-3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-4.92%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

-18.13%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-18.13%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.89%

-32.18%

-3.71%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.57%

-6.84%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

1.63%

+0.77%

Volatility

SPYD.DE vs. XDND.DE - Volatility Comparison

State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) has a higher volatility of 2.58% compared to Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) at 2.40%. This indicates that SPYD.DE's price experiences larger fluctuations and is considered to be riskier than XDND.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYD.DEXDND.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

2.40%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

6.96%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

10.26%

9.57%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

12.51%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

16.07%

-0.24%

SPYD.DE vs. XDND.DE - Expense Ratio Comparison

SPYD.DE has a 0.35% expense ratio, which is lower than XDND.DE's 0.39% expense ratio.


Dividends

SPYD.DE vs. XDND.DE - Dividend Comparison

SPYD.DE's dividend yield for the trailing twelve months is around 1.97%, while XDND.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPYD.DE
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)
1.97%2.23%1.97%2.30%2.16%2.07%2.52%2.01%1.66%1.87%1.74%2.02%
XDND.DE
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPYD.DE and XDND.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYD.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYD.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for XDND.DE.

SPYD.DE tracks S&P High Yield Dividend Aristocrats Index, while XDND.DE tracks MSCI North America High Dividend Yield Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.35% for SPYD.DE and 0.39% for XDND.DE.

Portfolio Optimizer

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