SPYH.DE vs. XNAS.DE
Compare and contrast key facts about SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE).
SPYH.DE and XNAS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYH.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Health Care 20/35 Capped. It was launched on Dec 5, 2014. XNAS.DE is a passively managed fund by Xtrackers that tracks the performance of the Nasdaq 100®. It was launched on Jan 21, 2021. Both SPYH.DE and XNAS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYH.DE or XNAS.DE.
Key characteristics
| SPYH.DE | XNAS.DE | |
|---|---|---|
| YTD Return | 8.47% | 30.53% |
| 1Y Return | 12.29% | 37.85% |
| Sharpe Ratio | 1.06 | 2.26 |
| Sortino Ratio | 1.52 | 3.00 |
| Omega Ratio | 1.19 | 1.42 |
| Calmar Ratio | 1.11 | 2.80 |
| Martin Ratio | 3.85 | 9.28 |
| Ulcer Index | 3.42% | 4.05% |
| Daily Std Dev | 12.36% | 16.53% |
| Max Drawdown | -25.71% | -26.13% |
| Current Drawdown | -11.87% | 0.00% |
Correlation
The correlation between SPYH.DE and XNAS.DE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SPYH.DE vs. XNAS.DE - Performance Comparison
In the year-to-date period, SPYH.DE achieves a 8.47% return, which is significantly lower than XNAS.DE's 30.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPYH.DE vs. XNAS.DE - Expense Ratio Comparison
SPYH.DE has a 0.18% expense ratio, which is lower than XNAS.DE's 0.20% 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%.
Risk-Adjusted Performance
SPYH.DE vs. XNAS.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.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.
Dividends
SPYH.DE vs. XNAS.DE - Dividend Comparison
Neither SPYH.DE nor XNAS.DE has paid dividends to shareholders.
Drawdowns
SPYH.DE vs. XNAS.DE - Drawdown Comparison
The maximum SPYH.DE drawdown since its inception was -25.71%, roughly equal to the maximum XNAS.DE drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for SPYH.DE and XNAS.DE. For additional features, visit the drawdowns tool.
Volatility
SPYH.DE vs. XNAS.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) is 3.66%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.58%. This indicates that SPYH.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.