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

Performance

SPYK.DE vs. XDWT.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 MSCI World Information Technology UCITS ETF 1C (XDWT.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 50.09% return, which is significantly higher than XDWT.DE's 25.23% return. Over the past 10 years, SPYK.DE has underperformed XDWT.DE with an annualized return of 16.39%, while XDWT.DE has yielded a comparatively higher 24.00% annualized return.


SPYK.DE

1D
0.27%
1M
20.48%
YTD
50.09%
6M
47.63%
1Y
59.88%
3Y*
24.74%
5Y*
15.13%
10Y*
16.39%

XDWT.DE

1D
-2.03%
1M
14.75%
YTD
25.23%
6M
23.98%
1Y
48.86%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
50.09%10.46%8.46%35.03%-28.76%36.64%13.36%38.97%-7.68%19.55%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.23%9.56%41.11%50.00%-28.10%41.76%30.98%51.77%0.78%21.03%

Correlation

The correlation between SPYK.DE and XDWT.DE is 0.71, 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

0.71

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

0.72

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

0.76

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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.77

The correlation between SPYK.DE and XDWT.DE has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

SPYK.DE vs. XDWT.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: 7171
Overall Rank
SPYK.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPYK.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPYK.DE Omega Ratio Rank: 6363
Omega Ratio Rank
SPYK.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 6767
Martin Ratio Rank

XDWT.DE
XDWT.DE Risk / Return Rank: 6464
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 5050
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. XDWT.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 MSCI World Information Technology UCITS ETF 1C (XDWT.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.


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

-0.08

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.38

1.38

-0.01

Calmar ratioReturn relative to maximum drawdown

4.59

3.12

+1.47

Martin ratioReturn relative to average drawdown

12.19

8.24

+3.95

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

The current SPYK.DE Sharpe Ratio is 2.30, which is comparable to the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of SPYK.DE and XDWT.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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Sharpe Ratios by Period


SPYK.DEXDWT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.38

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.99

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

1.11

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.09

-0.46

Drawdowns

SPYK.DE vs. XDWT.DE - Drawdown Comparison

The maximum SPYK.DE drawdown since its inception was -38.45%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for SPYK.DE and XDWT.DE.


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Drawdown Indicators


SPYK.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-31.61%

-6.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-15.59%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-27.02%

-29.46%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-29.46%

-8.99%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

-31.61%

-6.84%

Current Drawdown

Current decline from peak

-0.09%

-2.61%

+2.52%

Average Drawdown

Average peak-to-trough decline

-8.36%

-5.82%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

5.91%

-1.01%

Volatility

SPYK.DE vs. XDWT.DE - Volatility Comparison

SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a higher volatility of 10.31% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) at 7.11%. This indicates that SPYK.DE's price experiences larger fluctuations and is considered to be riskier than XDWT.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.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.31%

7.11%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

20.95%

14.96%

+5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

20.39%

+5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.86%

22.55%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.18%

21.46%

+2.72%

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

SPYK.DE has a 0.18% expense ratio, which is lower than XDWT.DE's 0.25% 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%.


Dividends

SPYK.DE vs. XDWT.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPYK.DE and XDWT.DE have a correlation of 0.71, 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 0.25% for XDWT.DE.

SPYK.DE tracks MSCI Europe Information Technology 20/35 Capped, while XDWT.DE tracks MSCI World/Information Tech NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYK.DE and 0.25% for XDWT.DE.

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