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XDDX.L vs. SPOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDDX.L vs. SPOL.L

Last updated Jun 5, 2026

XDDX.L (Xtrackers DAX ESG Screened UCITS ETF 1D) and SPOL.L (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds - XDDX.L tracks the FSE DAX TR EUR while SPOL.L tracks the MSCI Poland NR EUR. Both are passively managed. Over the past 10 years, XDDX.L returned 9.67%/yr vs 10.28%/yr for SPOL.L. A 0.57 correlation means they provide meaningful diversification when combined. XDDX.L charges 0.09%/yr vs 0.74%/yr for SPOL.L.

Performance

XDDX.L vs. SPOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) and iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDDX.L achieves a 3.63% return, which is significantly lower than SPOL.L's 15.71% return. Over the past 10 years, XDDX.L has underperformed SPOL.L with an annualized return of 9.67%, while SPOL.L has yielded a comparatively higher 10.28% annualized return.

XDDX.L

1D
0.35%
1M
5.76%
YTD
3.63%
6M
6.44%
1Y
8.77%
3Y*
14.88%
5Y*
8.74%
10Y*
9.67%

SPOL.L

1D
0.64%
1M
6.57%
YTD
15.71%
6M
25.23%
1Y
43.43%
3Y*
30.33%
5Y*
15.01%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDDX.L vs. SPOL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDDX.L
Xtrackers DAX ESG Screened UCITS ETF 1D		3.63%24.81%11.28%17.04%-8.48%7.86%9.39%16.41%-17.15%16.44%
SPOL.L
iShares MSCI Poland UCITS ETF USD (Acc)		15.71%61.27%-4.98%41.52%-17.96%8.30%-14.19%-9.68%-7.69%40.45%

Correlation

The correlation between XDDX.L and SPOL.L is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2013

0.57

The correlation between XDDX.L and SPOL.L has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

XDDX.L vs. SPOL.L - Sectors Allocation Comparison

Sectors
XDDX.L
SPOL.L

Financial Services

29.9%
48.0%

Industrials

18.3%
1.9%

Technology

15.4%
2.2%

Consumer Cyclical

11.0%
10.9%

Communication Services

8.7%
3.2%

Basic Materials

8.3%
9.8%

Healthcare

5.3%

-

Real Estate

1.5%

-

Consumer Defensive

1.5%
5.4%

Energy

-

16.7%

Utilities

-

2.0%

Financial Services

XDDX.L
29.9%
SPOL.L
48.0%

Industrials

XDDX.L
18.3%
SPOL.L
1.9%

Technology

XDDX.L
15.4%
SPOL.L
2.2%

Consumer Cyclical

XDDX.L
11.0%
SPOL.L
10.9%

Communication Services

XDDX.L
8.7%
SPOL.L
3.2%

Basic Materials

XDDX.L
8.3%
SPOL.L
9.8%

Healthcare

XDDX.L
5.3%
SPOL.L

-

Real Estate

XDDX.L
1.5%
SPOL.L

-

Consumer Defensive

XDDX.L
1.5%
SPOL.L
5.4%

Energy

XDDX.L

-

SPOL.L
16.7%

Utilities

XDDX.L

-

SPOL.L
2.0%

Compare stocks, funds, or ETFs

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Xtrackers DAX ESG Screened UCITS ETF 1D

iShares MSCI Poland UCITS ETF USD (Acc)

Often compared with XDDX.L:
XDDX.L vs. S7XP.LXDDX.L vs. XCX5.LXDDX.L vs. XMME.LXDDX.L vs. XXTW.LXDDX.L vs. CS1.LXDDX.L vs. MVED.LXDDX.L vs. WDEP.L
Often compared with SPOL.L:
SPOL.L vs. IBCJ.DESPOL.L vs. VOOSPOL.L vs. WDEP.LSPOL.L vs. FLXD.LSPOL.L vs. XD5E.LSPOL.L vs. LCPE.LSPOL.L vs. EEIP.L

Return for Risk

XDDX.L vs. SPOL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDDX.L
XDDX.L Risk / Return Rank: 1818
Overall Rank
XDDX.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XDDX.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
XDDX.L Omega Ratio Rank: 1919
Omega Ratio Rank
XDDX.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
XDDX.L Martin Ratio Rank: 1919
Martin Ratio Rank
SPOL.L
SPOL.L Risk / Return Rank: 6161
Overall Rank
SPOL.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPOL.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPOL.L Omega Ratio Rank: 5050
Omega Ratio Rank
SPOL.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SPOL.L Martin Ratio Rank: 6262
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.

XDDX.L vs. SPOL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) and iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.L). 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.

XDDX.LSPOL.LDifference
Sharpe ratioReturn per unit of total volatility
0.57
1.87

-1.30

Sortino ratioReturn per unit of downside risk
0.89
2.58

-1.69

Omega ratioGain probability vs. loss probability

1.11

1.31

-0.20

Calmar ratioReturn relative to maximum drawdown

0.67

4.54

-3.88

Martin ratioReturn relative to average drawdown

2.01

10.87

-8.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDDX.L vs. SPOL.L - Sharpe Ratio Comparison

The current XDDX.L Sharpe Ratio is 0.57, which is lower than the SPOL.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XDDX.L and SPOL.L, 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

XDDX.LSPOL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.87

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.55

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.40

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.16

+0.30

Drawdowns

XDDX.L vs. SPOL.L - Drawdown Comparison

The maximum XDDX.L drawdown since its inception was -35.15%, smaller than the maximum SPOL.L drawdown of -56.64%. Use the drawdown chart below to compare losses from any high point for XDDX.L and SPOL.L.

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Drawdown Indicators

XDDX.LSPOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.15%

-56.64%

+21.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-9.51%

-3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-19.47%

+5.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.84%

-46.27%

+22.43%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

-56.64%

+21.49%

Current Drawdown

Current decline from peak

-1.41%

-0.53%

-0.88%

Average Drawdown

Average peak-to-trough decline

-6.63%

-21.79%

+15.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

3.98%

+0.37%

Volatility

XDDX.L vs. SPOL.L - Volatility Comparison

The current volatility for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) is 4.38%, while iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.L) has a volatility of 7.21%. This indicates that XDDX.L experiences smaller price fluctuations and is considered to be less risky than SPOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDDX.LSPOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

7.21%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

17.30%

-5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

23.13%

-7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

27.10%

-10.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

25.42%

-7.43%

XDDX.L vs. SPOL.L - Expense Ratio Comparison

XDDX.L has a 0.09% expense ratio, which is lower than SPOL.L's 0.74% expense ratio.

Dividends

XDDX.L vs. SPOL.L - Dividend Comparison

XDDX.L's dividend yield for the trailing twelve months is around 2.30%, while SPOL.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
SPOL.L
iShares MSCI Poland UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDDX.L
Xtrackers DAX ESG Screened UCITS ETF 1D		2.30%2.39%2.75%3.30%5.08%2.13%3.09%2.87%2.26%2.08%1.31%1.06%

Frequently Asked Questions

XDDX.L and SPOL.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDDX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDDX.L is cheaper with a 0.09% expense ratio, compared with 0.74% for SPOL.L.

XDDX.L tracks FSE DAX TR EUR, while SPOL.L tracks MSCI Poland NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDDX.L and 0.74% for SPOL.L.

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