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SPYM.DE vs. XGLF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYM.DE vs. XGLF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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, SPYM.DE achieves a 23.48% return, which is significantly higher than XGLF.DE's 6.19% return. Over the past 10 years, SPYM.DE has outperformed XGLF.DE with an annualized return of 8.80%, while XGLF.DE has yielded a comparatively lower 7.56% annualized return.


SPYM.DE

1D
-0.30%
1M
-4.66%
6M
16.47%
YTD
23.48%
1Y
39.56%
3Y*
19.85%
5Y*
7.83%
10Y*
8.80%

XGLF.DE

1D
1.04%
1M
0.25%
6M
0.08%
YTD
6.19%
1Y
4.64%
3Y*
3.71%
5Y*
5.40%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYM.DE vs. XGLF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
23.48%19.06%14.05%6.05%-14.90%5.28%6.27%22.31%-11.26%19.74%
XGLF.DE
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)
6.19%-5.36%9.58%0.55%1.24%48.84%-9.49%9.50%22.95%-7.49%

Correlation

The correlation between SPYM.DE and XGLF.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.38

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

0.39

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

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2015

0.44

The correlation between SPYM.DE and XGLF.DE shifts across timeframes, from 0.34 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYM.DE vs. XGLF.DE — Risk / Return Rank

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

SPYM.DE
SPYM.DE Risk / Return Rank: 7777
Overall Rank
SPYM.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 7575
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 7777
Martin Ratio Rank

XGLF.DE
XGLF.DE Risk / Return Rank: 1515
Overall Rank
XGLF.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XGLF.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XGLF.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XGLF.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XGLF.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.

SPYM.DE vs. XGLF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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.


SPYM.DEXGLF.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.35

1.07

+0.28

Calmar ratioReturn relative to maximum drawdown

3.79

0.51

+3.28

Martin ratioReturn relative to average drawdown

11.48

1.11

+10.37

SPYM.DE vs. XGLF.DE - Sharpe Ratio Comparison

The current SPYM.DE Sharpe Ratio is 1.94, which is higher than the XGLF.DE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of SPYM.DE and XGLF.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

SPYM.DE vs. XGLF.DE - Drawdown Comparison

The maximum SPYM.DE drawdown since its inception was -44.83%, which is greater than XGLF.DE's maximum drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and XGLF.DE.


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Drawdown Indicators


SPYM.DEXGLF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.83%

-42.15%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-9.05%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.95%

-18.41%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.25%

-31.29%

+8.04%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

-35.16%

+3.47%

Current Drawdown

Current decline from peak

-8.18%

-17.67%

+9.49%

Average Drawdown

Average peak-to-trough decline

-17.58%

-18.25%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

4.16%

-0.72%

Volatility

SPYM.DE vs. XGLF.DE - Volatility Comparison

SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a higher volatility of 8.65% compared to Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) at 3.71%. This indicates that SPYM.DE's price experiences larger fluctuations and is considered to be riskier than XGLF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYM.DEXGLF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

3.71%

+4.94%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

8.99%

+8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

20.31%

12.56%

+7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

15.36%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

18.33%

+0.20%

SPYM.DE vs. XGLF.DE - Expense Ratio Comparison

SPYM.DE has a 0.18% expense ratio, which is lower than XGLF.DE's 0.65% expense ratio.


Dividends

SPYM.DE vs. XGLF.DE - Dividend Comparison

Neither SPYM.DE nor XGLF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYM.DE and XGLF.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SPYM.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for XGLF.DE.

SPYM.DE tracks MSCI Emerging Markets, while XGLF.DE tracks MSCI GCC Countries ex Select Securities Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYM.DE and 0.65% for XGLF.DE.

Portfolio Optimizer

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