PortfoliosLab logoPortfoliosLab logo
SPYK.DE vs. XAIX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYK.DE vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPYK.DE achieves a 30.85% return, which is significantly higher than XAIX.DE's 24.31% return.


SPYK.DE

1D
-2.17%
1M
-11.58%
6M
17.26%
YTD
30.85%
1Y
39.85%
3Y*
18.85%
5Y*
10.81%
10Y*
14.45%

XAIX.DE

1D
-1.35%
1M
-7.72%
6M
22.72%
YTD
24.31%
1Y
37.89%
3Y*
30.51%
5Y*
19.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYK.DE vs. XAIX.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
30.85%10.46%8.46%35.03%-28.76%36.64%13.36%26.71%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
24.31%15.25%34.63%63.77%-31.80%35.85%24.44%6.39%

Correlation

The correlation between SPYK.DE and XAIX.DE is 0.69, 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

0.69

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

0.70

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2019

0.76

The correlation between SPYK.DE and XAIX.DE has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPYK.DE vs. XAIX.DE — Risk / Return Rank

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

SPYK.DE
SPYK.DE Risk / Return Rank: 6060
Overall Rank
SPYK.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SPYK.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPYK.DE Omega Ratio Rank: 5050
Omega Ratio Rank
SPYK.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 6464
Martin Ratio Rank

XAIX.DE
XAIX.DE Risk / Return Rank: 6363
Overall Rank
XAIX.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 5959
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 5656
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.

SPYK.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Technology UCITS ETF (SPYK.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.


SPYK.DEXAIX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

3.08

3.09

-0.01

Martin ratioReturn relative to average drawdown

8.48

7.75

+0.73

SPYK.DE vs. XAIX.DE - Sharpe Ratio Comparison

The current SPYK.DE Sharpe Ratio is 1.42, which is comparable to the XAIX.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SPYK.DE and XAIX.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.


Loading charts...

Drawdowns

SPYK.DE vs. XAIX.DE - Drawdown Comparison

The maximum SPYK.DE drawdown since its inception was -38.45%, 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 SPYK.DE and XAIX.DE.


Loading charts...

Drawdown Indicators


SPYK.DEXAIX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-33.08%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-12.22%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.02%

-27.61%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-33.08%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

Current Drawdown

Current decline from peak

-12.90%

-12.22%

-0.68%

Average Drawdown

Average peak-to-trough decline

-8.54%

-7.61%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

4.88%

-0.23%

Volatility

SPYK.DE vs. XAIX.DE - Volatility Comparison

SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a higher volatility of 10.19% compared to Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) at 8.90%. This indicates that SPYK.DE's price experiences larger fluctuations and is considered to be riskier than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPYK.DEXAIX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

8.90%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

22.62%

19.36%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

27.97%

23.10%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.29%

21.30%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.26%

21.93%

+2.33%

SPYK.DE vs. XAIX.DE - Expense Ratio Comparison

SPYK.DE has a 0.18% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.


Dividends

SPYK.DE vs. XAIX.DE - Dividend Comparison

Neither SPYK.DE nor XAIX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYK.DE and XAIX.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SPYK.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for XAIX.DE.

SPYK.DE tracks MSCI Europe Information Technology 20/35 Capped, 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: 0.18% for SPYK.DE and 0.35% for XAIX.DE.

Portfolio Optimizer

Find the right allocation for SPYK.DE and XAIX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer