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SPYK.DE vs. XCTE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYK.DE vs. XCTE.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 Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.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, SPYK.DE achieves a 34.27% return, which is significantly higher than XCTE.DE's -0.10% return.


SPYK.DE

1D
-1.65%
1M
-9.58%
6M
24.38%
YTD
34.27%
1Y
43.28%
3Y*
19.27%
5Y*
11.39%
10Y*
15.07%

XCTE.DE

1D
0.00%
1M
-3.53%
6M
-5.10%
YTD
-0.10%
1Y
15.82%
3Y*
7.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
34.27%10.46%8.46%35.03%-10.32%
XCTE.DE
Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C
-0.10%19.05%22.69%-18.15%-8.46%

Correlation

The correlation between SPYK.DE and XCTE.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

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

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2022

0.33

The correlation between SPYK.DE and XCTE.DE shifts across timeframes, from 0.33 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPYK.DE vs. XCTE.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: 6262
Overall Rank
SPYK.DE Sharpe Ratio Rank: 5555
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: 8585
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 6363
Martin Ratio Rank

XCTE.DE
XCTE.DE Risk / Return Rank: 1919
Overall Rank
XCTE.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XCTE.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
XCTE.DE Omega Ratio Rank: 2222
Omega Ratio Rank
XCTE.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
XCTE.DE Martin Ratio Rank: 1515
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. XCTE.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 Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.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.DEXCTE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratioReturn relative to maximum drawdown

3.75

0.68

+3.07

Martin ratioReturn relative to average drawdown

9.13

1.09

+8.04

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

The current SPYK.DE Sharpe Ratio is 1.54, which is higher than the XCTE.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SPYK.DE and XCTE.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

SPYK.DE vs. XCTE.DE - Drawdown Comparison

The maximum SPYK.DE drawdown since its inception was -38.45%, smaller than the maximum XCTE.DE drawdown of -48.80%. Use the drawdown chart below to compare losses from any high point for SPYK.DE and XCTE.DE.


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Drawdown Indicators


SPYK.DEXCTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-48.80%

+10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-23.30%

+11.82%

Max Drawdown (3Y)

Largest decline over 3 years

-27.02%

-31.31%

+4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

Current Drawdown

Current decline from peak

-10.62%

-17.65%

+7.03%

Average Drawdown

Average peak-to-trough decline

-8.54%

-25.47%

+16.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

14.53%

-9.80%

Volatility

SPYK.DE vs. XCTE.DE - Volatility Comparison

SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a higher volatility of 10.31% compared to Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) at 7.78%. This indicates that SPYK.DE's price experiences larger fluctuations and is considered to be riskier than XCTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYK.DEXCTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.31%

7.78%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

22.72%

16.46%

+6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

28.01%

30.99%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.29%

30.26%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.28%

30.26%

-5.98%

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

SPYK.DE has a 0.18% expense ratio, which is lower than XCTE.DE's 0.44% expense ratio.


Dividends

SPYK.DE vs. XCTE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPYK.DE and XCTE.DE have a correlation of 0.46, 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 0.44% for XCTE.DE.

SPYK.DE tracks MSCI Europe Information Technology 20/35 Capped, while XCTE.DE tracks MSCI World/Information Tech NR USD. They also come from different issuers: State Street and DWS. Their fees differ too: 0.18% for SPYK.DE and 0.44% for XCTE.DE.

Portfolio Optimizer

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