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SPYL.L vs. XDPP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYL.L vs. XDPP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and Xtrackers S&P 500 UCITS ETF 4C (XDPP.L). The values are adjusted to include any dividend payments, if applicable.

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SPYL.L vs. XDPP.L - Yearly Performance Comparison


2026 (YTD)202520242023
SPYL.L
SPDR S&P 500 UCITS ETF USD Acc
-6.38%17.39%25.33%14.46%
XDPP.L
Xtrackers S&P 500 UCITS ETF 4C
-6.24%17.70%25.14%14.71%
Different Trading Currencies

SPYL.L is traded in USD, while XDPP.L is traded in GBP. To make them comparable, the XDPP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SPYL.L having a -6.38% return and XDPP.L slightly higher at -6.24%.


SPYL.L

1D
0.48%
1M
-6.33%
YTD
-6.38%
6M
-2.71%
1Y
17.14%
3Y*
5Y*
10Y*

XDPP.L

1D
0.89%
1M
-6.26%
YTD
-6.24%
6M
-2.60%
1Y
17.38%
3Y*
17.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYL.L vs. XDPP.L - Expense Ratio Comparison

SPYL.L has a 0.03% expense ratio, which is lower than XDPP.L's 0.06% 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%.


Return for Risk

SPYL.L vs. XDPP.L — Risk / Return Rank

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

SPYL.L
SPYL.L Risk / Return Rank: 7373
Overall Rank
SPYL.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYL.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPYL.L Omega Ratio Rank: 6161
Omega Ratio Rank
SPYL.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
SPYL.L Martin Ratio Rank: 9494
Martin Ratio Rank

XDPP.L
XDPP.L Risk / Return Rank: 5151
Overall Rank
XDPP.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XDPP.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDPP.L Omega Ratio Rank: 5454
Omega Ratio Rank
XDPP.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
XDPP.L Martin Ratio Rank: 4848
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.

SPYL.L vs. XDPP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and Xtrackers S&P 500 UCITS ETF 4C (XDPP.L). 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.


SPYL.LXDPP.LDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.09

-0.02

Sortino ratio

Return per unit of downside risk

1.56

1.58

-0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

3.13

1.26

+1.87

Martin ratio

Return relative to average drawdown

14.12

6.03

+8.09

SPYL.L vs. XDPP.L - Sharpe Ratio Comparison

The current SPYL.L Sharpe Ratio is 1.07, which is comparable to the XDPP.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SPYL.L and XDPP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYL.LXDPP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.09

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

1.09

+0.38

Correlation

The correlation between SPYL.L and XDPP.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPYL.L vs. XDPP.L - Dividend Comparison

Neither SPYL.L nor XDPP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYL.L vs. XDPP.L - Drawdown Comparison

The maximum SPYL.L drawdown since its inception was -18.42%, roughly equal to the maximum XDPP.L drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for SPYL.L and XDPP.L.


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Drawdown Indicators


SPYL.LXDPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-20.98%

+2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-10.54%

-1.24%

Current Drawdown

Current decline from peak

-7.69%

-6.45%

-1.24%

Average Drawdown

Average peak-to-trough decline

-1.82%

-3.61%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.80%

-1.00%

Volatility

SPYL.L vs. XDPP.L - Volatility Comparison

SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) has a higher volatility of 4.11% compared to Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) at 3.77%. This indicates that SPYL.L's price experiences larger fluctuations and is considered to be riskier than XDPP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYL.LXDPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

3.77%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

8.40%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

15.92%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

14.97%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

14.97%

-1.01%