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SPYQ.DE vs. XDWI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYQ.DE vs. XDWI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.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, SPYQ.DE achieves a 8.86% return, which is significantly lower than XDWI.DE's 12.20% return. Both investments have delivered pretty close results over the past 10 years, with SPYQ.DE having a 12.56% annualized return and XDWI.DE not far behind at 12.07%.


SPYQ.DE

1D
0.62%
1M
0.55%
YTD
8.86%
6M
11.04%
1Y
15.68%
3Y*
19.58%
5Y*
12.85%
10Y*
12.56%

XDWI.DE

1D
0.11%
1M
1.18%
YTD
12.20%
6M
13.38%
1Y
19.56%
3Y*
18.27%
5Y*
12.48%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYQ.DE vs. XDWI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYQ.DE
SPDR MSCI Europe Industrials UCITS ETF
8.86%25.52%14.36%26.68%-16.54%28.05%4.02%37.55%-14.12%15.52%
XDWI.DE
Xtrackers MSCI World Industrials UCITS ETF 1C
12.20%12.06%19.50%19.04%-7.86%26.23%1.52%31.50%-11.18%10.04%

Correlation

The correlation between SPYQ.DE and XDWI.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 (3Y)
Calculated over the trailing 3-year period

0.82

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

0.83

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

0.84

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.84

The correlation between SPYQ.DE and XDWI.DE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

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Return for Risk

SPYQ.DE vs. XDWI.DE — Risk / Return Rank

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

SPYQ.DE
SPYQ.DE Risk / Return Rank: 2525
Overall Rank
SPYQ.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SPYQ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPYQ.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SPYQ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPYQ.DE Martin Ratio Rank: 3030
Martin Ratio Rank

XDWI.DE
XDWI.DE Risk / Return Rank: 4242
Overall Rank
XDWI.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDWI.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
XDWI.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XDWI.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
XDWI.DE Martin Ratio Rank: 4646
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.

SPYQ.DE vs. XDWI.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 MSCI World Industrials UCITS ETF 1C (XDWI.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.DEXDWI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.16

1.25

-0.09

Calmar ratioReturn relative to maximum drawdown

1.19

2.10

-0.91

Martin ratioReturn relative to average drawdown

4.36

7.51

-3.15

SPYQ.DE vs. XDWI.DE - Sharpe Ratio Comparison

The current SPYQ.DE Sharpe Ratio is 0.79, which is lower than the XDWI.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SPYQ.DE and XDWI.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


SPYQ.DEXDWI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.35

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.81

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.71

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.71

-0.11

Drawdowns

SPYQ.DE vs. XDWI.DE - Drawdown Comparison

The maximum SPYQ.DE drawdown since its inception was -41.44%, which is greater than XDWI.DE's maximum drawdown of -38.10%. Use the drawdown chart below to compare losses from any high point for SPYQ.DE and XDWI.DE.


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Drawdown Indicators


SPYQ.DEXDWI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.44%

-38.10%

-3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-9.28%

-3.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-19.09%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-19.09%

-10.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.44%

-38.10%

-3.34%

Current Drawdown

Current decline from peak

-2.67%

-0.98%

-1.69%

Average Drawdown

Average peak-to-trough decline

-6.07%

-4.30%

-1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.60%

+0.98%

Volatility

SPYQ.DE vs. XDWI.DE - Volatility Comparison

SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) has a higher volatility of 6.29% compared to Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) at 3.96%. This indicates that SPYQ.DE's price experiences larger fluctuations and is considered to be riskier than XDWI.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.DEXDWI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

3.96%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

16.51%

11.67%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.70%

14.44%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

15.31%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

16.78%

+2.82%

SPYQ.DE vs. XDWI.DE - Expense Ratio Comparison

SPYQ.DE has a 0.18% expense ratio, which is lower than XDWI.DE's 0.25% 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%.


Dividends

SPYQ.DE vs. XDWI.DE - Dividend Comparison

Neither SPYQ.DE nor XDWI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYQ.DE and XDWI.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, 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 0.25% for XDWI.DE.

SPYQ.DE tracks MSCI Europe Industrials 20/35 Capped, while XDWI.DE tracks MSCI World/Materials NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYQ.DE and 0.25% for XDWI.DE.

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