XCHA.DE vs. SPY
Compare and contrast key facts about Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) and SPDR S&P 500 ETF (SPY).
XCHA.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCHA.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Jun 27, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both XCHA.DE and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XCHA.DE or SPY.
Key characteristics
| XCHA.DE | SPY | |
|---|---|---|
| YTD Return | -5.38% | 19.17% |
| 1Y Return | -12.74% | 28.27% |
| 3Y Return (Ann) | -10.43% | 9.99% |
| 5Y Return (Ann) | 0.61% | 15.18% |
| 10Y Return (Ann) | 6.44% | 12.84% |
| Sharpe Ratio | -0.84 | 2.11 |
| Daily Std Dev | 15.32% | 12.62% |
| Max Drawdown | -52.27% | -55.19% |
| Current Drawdown | -37.62% | -0.36% |
Correlation
The correlation between XCHA.DE and SPY is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XCHA.DE vs. SPY - Performance Comparison
In the year-to-date period, XCHA.DE achieves a -5.38% return, which is significantly lower than SPY's 19.17% return. Over the past 10 years, XCHA.DE has underperformed SPY with an annualized return of 6.44%, while SPY has yielded a comparatively higher 12.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XCHA.DE vs. SPY - Expense Ratio Comparison
XCHA.DE has a 0.50% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
XCHA.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) and SPDR S&P 500 ETF (SPY). 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.
Dividends
XCHA.DE vs. SPY - Dividend Comparison
XCHA.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.93%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XCHA.DE Xtrackers CSI 300 Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 0.93% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
XCHA.DE vs. SPY - Drawdown Comparison
The maximum XCHA.DE drawdown since its inception was -52.27%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
XCHA.DE vs. SPY - Volatility Comparison
The current volatility for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) is 3.46%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.94%. This indicates that XCHA.DE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.