SPYQ.DE vs. XAIX.DE
SPYQ.DE (SPDR MSCI Europe Industrials UCITS ETF) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - SPYQ.DE is a Industrials Equities fund tracking the MSCI Europe Industrials 20/35 Capped, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, SPYQ.DE returned 12.85%/yr vs 22.22%/yr for XAIX.DE. A 0.64 correlation means they provide meaningful diversification when combined. SPYQ.DE charges 0.18%/yr vs 0.35%/yr for XAIX.DE.
Performance
SPYQ.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYQ.DE achieves a 8.86% return, which is significantly lower than XAIX.DE's 37.21% return.
SPYQ.DE
- 1D
- 0.62%
- 1M
- -2.67%
- YTD
- 8.86%
- 6M
- 10.87%
- 1Y
- 15.07%
- 3Y*
- 19.58%
- 5Y*
- 12.85%
- 10Y*
- 12.56%
XAIX.DE
- 1D
- -2.02%
- 1M
- 16.54%
- YTD
- 37.21%
- 6M
- 37.25%
- 1Y
- 60.71%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
SPYQ.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPYQ.DE SPDR MSCI Europe Industrials UCITS ETF | 8.86% | 25.52% | 14.36% | 26.68% | -16.54% | 28.05% | 4.02% | 24.35% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 15.10% |
Correlation
The correlation between SPYQ.DE and XAIX.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.64 |
The correlation between SPYQ.DE and XAIX.DE shifts across timeframes, from 0.53 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYQ.DE vs. XAIX.DE — Risk / Return Rank
SPYQ.DE
XAIX.DE
SPYQ.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Industrials UCITS ETF (SPYQ.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.
| SPYQ.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.51 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 5.11 | -3.92 |
| Martin ratioReturn relative to average drawdown | 4.36 | 14.72 | -10.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYQ.DE | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 3.03 | -2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.06 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 1.08 | -0.48 |
Drawdowns
SPYQ.DE vs. XAIX.DE - Drawdown Comparison
The maximum SPYQ.DE drawdown since its inception was -41.44%, which is greater than XAIX.DE's maximum drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for SPYQ.DE and XAIX.DE.
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Drawdown Indicators
| SPYQ.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -33.08% | -8.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -12.10% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.37% | -27.61% | +9.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -33.08% | +3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | — | — |
Current DrawdownCurrent decline from peak | -2.67% | -3.11% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -7.39% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 4.21% | -0.63% |
Volatility
SPYQ.DE vs. XAIX.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) is 6.29%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that SPYQ.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
| SPYQ.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 8.63% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 16.15% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 20.43% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 20.73% | -1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 21.30% | -1.70% |
SPYQ.DE vs. XAIX.DE - Expense Ratio Comparison
SPYQ.DE has a 0.18% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
SPYQ.DE vs. XAIX.DE - Dividend Comparison
Neither SPYQ.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYQ.DE and XAIX.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYQ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYQ.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for XAIX.DE.
SPYQ.DE is categorized as Industrials Equities, while XAIX.DE is Technology Equities. SPYQ.DE tracks MSCI Europe Industrials 20/35 Capped, 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: 0.18% for SPYQ.DE and 0.35% for XAIX.DE.
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