SPYT.DE vs. DXSG.DE
SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) and DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) are both Communications Equities funds - SPYT.DE tracks the MSCI Europe Communication Services 20/35 Capped while DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35. Both are passively managed. Over the past 10 years, SPYT.DE returned 1.47%/yr vs 1.87%/yr for DXSG.DE. With a 0.95 correlation, they move nearly in lockstep. SPYT.DE charges 0.18%/yr vs 0.17%/yr for DXSG.DE.
Performance
SPYT.DE vs. DXSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYT.DE achieves a 3.11% return, which is significantly lower than DXSG.DE's 5.28% return. Over the past 10 years, SPYT.DE has underperformed DXSG.DE with an annualized return of 1.47%, while DXSG.DE has yielded a comparatively higher 1.87% annualized return.
SPYT.DE
- 1D
- -0.08%
- 1M
- 2.62%
- YTD
- 3.11%
- 6M
- 5.27%
- 1Y
- -7.75%
- 3Y*
- 10.29%
- 5Y*
- 5.43%
- 10Y*
- 1.47%
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.09%
- YTD
- 5.28%
- 6M
- 7.13%
- 1Y
- -8.38%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
SPYT.DE vs. DXSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 3.11% | 7.33% | 14.79% | 14.90% | -11.90% | 13.68% | -12.90% | 5.78% | -9.57% | 2.27% |
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
Correlation
The correlation between SPYT.DE and DXSG.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.95 |
The correlation between SPYT.DE and DXSG.DE has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
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Return for Risk
SPYT.DE vs. DXSG.DE — Risk / Return Rank
SPYT.DE
DXSG.DE
SPYT.DE vs. DXSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.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.
| SPYT.DE | DXSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.92 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.48 | -0.03 |
| Martin ratioReturn relative to average drawdown | -0.97 | -0.91 | -0.06 |
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
| SPYT.DE | DXSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | -0.57 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.42 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.12 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.17 | +0.06 |
Drawdowns
SPYT.DE vs. DXSG.DE - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, roughly equal to the maximum DXSG.DE drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and DXSG.DE.
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Drawdown Indicators
| SPYT.DE | DXSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -47.38% | -2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -17.28% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | -17.28% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -20.23% | -0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -40.09% | -37.33% | -2.76% |
Current DrawdownCurrent decline from peak | -8.46% | -9.16% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -19.89% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 8.89% | -1.24% |
Volatility
SPYT.DE vs. DXSG.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) is 4.21%, while Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) has a volatility of 5.43%. This indicates that SPYT.DE experiences smaller price fluctuations and is considered to be less risky than DXSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYT.DE | DXSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 5.43% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 12.35% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 14.82% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 13.73% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 15.88% | -0.21% |
SPYT.DE vs. DXSG.DE - Expense Ratio Comparison
SPYT.DE has a 0.18% expense ratio, which is higher than DXSG.DE's 0.17% 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
SPYT.DE vs. DXSG.DE - Dividend Comparison
Neither SPYT.DE nor DXSG.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYT.DE and DXSG.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for SPYT.DE.
SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYT.DE and 0.17% for DXSG.DE.
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