SPYT.DE vs. XWTS.DE
SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) and XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) are both Communications Equities funds - SPYT.DE tracks the MSCI Europe Communication Services 20/35 Capped while XWTS.DE tracks the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 10 years, SPYT.DE returned 1.47%/yr vs 10.59%/yr for XWTS.DE. At a 0.49 correlation, their price movements are largely independent. SPYT.DE charges 0.18%/yr vs 0.25%/yr for XWTS.DE.
Performance
SPYT.DE vs. XWTS.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 XWTS.DE's 4.97% return. Over the past 10 years, SPYT.DE has underperformed XWTS.DE with an annualized return of 1.47%, while XWTS.DE has yielded a comparatively higher 10.59% 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%
XWTS.DE
- 1D
- 0.93%
- 1M
- -0.66%
- YTD
- 4.97%
- 6M
- 3.43%
- 1Y
- 22.43%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
SPYT.DE vs. XWTS.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% |
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.07% | -7.23% |
Correlation
The correlation between SPYT.DE and XWTS.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.49 |
The correlation between SPYT.DE and XWTS.DE shifts across timeframes, from 0.34 (3 years) to 0.49 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPYT.DE vs. XWTS.DE — Risk / Return Rank
SPYT.DE
XWTS.DE
SPYT.DE vs. XWTS.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 World Communication Services UCITS ETF 1C (XWTS.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 | XWTS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.27 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 2.43 | -2.95 |
| Martin ratioReturn relative to average drawdown | -0.97 | 9.13 | -10.10 |
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 | XWTS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 1.61 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.64 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.64 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.63 | -0.40 |
Drawdowns
SPYT.DE vs. XWTS.DE - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than XWTS.DE's maximum drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and XWTS.DE.
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Drawdown Indicators
| SPYT.DE | XWTS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -36.66% | -12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -9.17% | -5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | -23.94% | +8.96% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -36.66% | +16.31% |
Max Drawdown (10Y)Largest decline over 10 years | -40.09% | -36.66% | -3.43% |
Current DrawdownCurrent decline from peak | -8.46% | -3.18% | -5.28% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -8.67% | -10.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 2.45% | +5.20% |
Volatility
SPYT.DE vs. XWTS.DE - Volatility Comparison
SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) has a higher volatility of 4.21% compared to Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) at 3.84%. This indicates that SPYT.DE's price experiences larger fluctuations and is considered to be riskier than XWTS.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 | XWTS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.84% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 9.72% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 13.91% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 18.16% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 17.73% | -2.06% |
SPYT.DE vs. XWTS.DE - Expense Ratio Comparison
SPYT.DE has a 0.18% expense ratio, which is lower than XWTS.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
SPYT.DE vs. XWTS.DE - Dividend Comparison
Neither SPYT.DE nor XWTS.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYT.DE and XWTS.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYT.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XWTS.DE.
SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while XWTS.DE tracks MSCI World/Comm Services NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYT.DE and 0.25% for XWTS.DE.
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