SPYL.DE vs. XAIX.DE
SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - SPYL.DE is a S&P 500 fund tracking the S&P 500 Index, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past year, SPYL.DE returned 26.53% vs 55.37% for XAIX.DE. Their correlation of 0.86 suggests significant overlap in exposure. SPYL.DE charges 0.03%/yr vs 0.35%/yr for XAIX.DE.
Performance
SPYL.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYL.DE achieves a 11.37% return, which is significantly lower than XAIX.DE's 32.20% return.
SPYL.DE
- 1D
- -0.15%
- 1M
- 1.89%
- YTD
- 11.37%
- 6M
- 12.66%
- 1Y
- 26.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XAIX.DE
- 1D
- 3.39%
- 1M
- 7.58%
- YTD
- 32.20%
- 6M
- 35.31%
- 1Y
- 55.37%
- 3Y*
- 33.45%
- 5Y*
- 20.87%
- 10Y*
- —
SPYL.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 32.20% | 15.25% | 34.63% | 15.15% |
Correlation
The correlation between SPYL.DE and XAIX.DE is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2023 | 0.86 |
The correlation between SPYL.DE and XAIX.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
SPYL.DE vs. XAIX.DE — Risk / Return Rank
SPYL.DE
XAIX.DE
SPYL.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.
| SPYL.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.44 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 4.48 | -0.90 |
| Martin ratioReturn relative to average drawdown | 12.72 | 12.35 | +0.37 |
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Drawdowns
SPYL.DE vs. XAIX.DE - Drawdown Comparison
The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and XAIX.DE.
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Drawdown Indicators
| SPYL.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.27% | -33.08% | +9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -12.10% | +4.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.08% | — |
Current DrawdownCurrent decline from peak | -0.46% | -6.65% | +6.19% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -7.63% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 4.40% | -2.39% |
Volatility
SPYL.DE vs. XAIX.DE - Volatility Comparison
The current volatility for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) is 2.66%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 9.60%. This indicates that SPYL.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYL.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 9.60% | -6.94% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 17.26% | -9.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 21.31% | -9.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 20.90% | -6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 21.77% | -7.17% |
SPYL.DE vs. XAIX.DE - Expense Ratio Comparison
SPYL.DE has a 0.03% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
SPYL.DE vs. XAIX.DE - Dividend Comparison
Neither SPYL.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYL.DE and XAIX.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.35% for XAIX.DE.
SPYL.DE is categorized as S&P 500, while XAIX.DE is Technology Equities. SPYL.DE tracks S&P 500 Index, 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: 0.03% for SPYL.DE and 0.35% for XAIX.DE.
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