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SPYP.DE vs. XUIN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYP.DE vs. XUIN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.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, SPYP.DE achieves a 17.42% return, which is significantly higher than XUIN.DE's 14.33% return.


SPYP.DE

1D
-0.40%
1M
5.89%
YTD
17.42%
6M
21.88%
1Y
25.97%
3Y*
12.38%
5Y*
6.68%
10Y*
11.05%

XUIN.DE

1D
-0.21%
1M
2.46%
YTD
14.33%
6M
14.81%
1Y
21.18%
3Y*
19.11%
5Y*
13.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYP.DE vs. XUIN.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
17.42%13.01%-3.09%12.36%-9.22%23.09%
XUIN.DE
Xtrackers MSCI USA Industrials UCITS ETF 1D
14.33%6.01%23.58%16.69%-1.88%32.02%

Correlation

The correlation between SPYP.DE and XUIN.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.42

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.51

The correlation between SPYP.DE and XUIN.DE has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

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Return for Risk

SPYP.DE vs. XUIN.DE — Risk / Return Rank

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

SPYP.DE
SPYP.DE Risk / Return Rank: 4444
Overall Rank
SPYP.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPYP.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPYP.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SPYP.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPYP.DE Martin Ratio Rank: 4949
Martin Ratio Rank

XUIN.DE
XUIN.DE Risk / Return Rank: 4545
Overall Rank
XUIN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XUIN.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XUIN.DE Omega Ratio Rank: 4141
Omega Ratio Rank
XUIN.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
XUIN.DE Martin Ratio Rank: 4747
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.

SPYP.DE vs. XUIN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.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.


SPYP.DEXUIN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

1.98

2.39

-0.41

Martin ratioReturn relative to average drawdown

7.94

7.70

+0.24

SPYP.DE vs. XUIN.DE - Sharpe Ratio Comparison

The current SPYP.DE Sharpe Ratio is 1.52, which is comparable to the XUIN.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SPYP.DE and XUIN.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


SPYP.DEXUIN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.47

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.80

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.98

-0.56

Drawdowns

SPYP.DE vs. XUIN.DE - Drawdown Comparison

The maximum SPYP.DE drawdown since its inception was -36.99%, which is greater than XUIN.DE's maximum drawdown of -22.79%. Use the drawdown chart below to compare losses from any high point for SPYP.DE and XUIN.DE.


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Drawdown Indicators


SPYP.DEXUIN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-22.79%

-14.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-8.83%

-4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-20.69%

-22.79%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-22.79%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-35.40%

Current Drawdown

Current decline from peak

-1.54%

-0.21%

-1.33%

Average Drawdown

Average peak-to-trough decline

-7.59%

-3.81%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.74%

+0.52%

Volatility

SPYP.DE vs. XUIN.DE - Volatility Comparison

SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) has a higher volatility of 6.50% compared to Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.DE) at 3.92%. This indicates that SPYP.DE's price experiences larger fluctuations and is considered to be riskier than XUIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYP.DEXUIN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

3.92%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

10.90%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

14.37%

+2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

16.64%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

16.71%

+2.63%

SPYP.DE vs. XUIN.DE - Expense Ratio Comparison

SPYP.DE has a 0.18% expense ratio, which is higher than XUIN.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPYP.DE vs. XUIN.DE - Dividend Comparison

SPYP.DE has not paid dividends to shareholders, while XUIN.DE's dividend yield for the trailing twelve months is around 0.90%.


PositionTTM2025202420232022
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
0.00%0.00%0.00%0.00%0.00%
XUIN.DE
Xtrackers MSCI USA Industrials UCITS ETF 1D
0.90%1.07%1.07%1.20%0.65%

Frequently Asked Questions


SPYP.DE and XUIN.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUIN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUIN.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for SPYP.DE.

SPYP.DE tracks MSCI Europe Materials 20/35 Capped, while XUIN.DE tracks MSCI World/Materials NR USD. They also come from different issuers: State Street and DWS. Their fees differ too: 0.18% for SPYP.DE and 0.12% for XUIN.DE.

Portfolio Optimizer

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