XDPU.L vs. SPY5.L
XDPU.L (Xtrackers S&P 500 UCITS ETF 4C) and SPY5.L (State Street SPDR S&P 500 UCITS ETF (Dist)) are both S&P 500 funds tracking the S&P 500 Index, from Xtrackers and State Street respectively. Both are passively managed. Over the past 3 years, XDPU.L returned 18.41%/yr vs 18.79%/yr for SPY5.L. Their 0.99 correlation means they have historically moved very closely together. Both charge a 0.03% expense ratio.
Performance
XDPU.L vs. SPY5.L - Performance Comparison
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Returns By Period
In the year-to-date period, XDPU.L achieves a 7.55% return, which is significantly lower than SPY5.L's 8.47% return.
XDPU.L
- 1D
- -0.87%
- 1M
- -0.03%
- 6M
- 6.03%
- YTD
- 7.55%
- 1Y
- 16.44%
- 3Y*
- 18.41%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.47%
SPY5.L
- 1D
- 0.55%
- 1M
- 0.89%
- 6M
- 6.98%
- YTD
- 8.47%
- 1Y
- 17.51%
- 3Y*
- 18.79%
- 5Y*
- 12.25%
- 10Y*
- 14.43%
- ALL TIME*
- 13.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.07M | $5.82M | $7.34M | |
| $384.88K | $1.17M | $724.46K |
XDPU.L vs. SPY5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDPU.L Xtrackers S&P 500 UCITS ETF 4C | 7.55% | 17.36% | 25.28% | 26.77% | -6.22% |
SPY5.L State Street SPDR S&P 500 UCITS ETF (Dist) | 8.47% | 17.43% | 25.36% | 26.64% | -6.33% |
Correlation
The correlation between XDPU.L and SPY5.L is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2022 | 0.99 |
The correlation between XDPU.L and SPY5.L has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
XDPU.L vs. SPY5.L — Risk / Return Rank
XDPU.L
SPY5.L
XDPU.L vs. SPY5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF 4C (XDPU.L) and State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDPU.L | SPY5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.13 | -0.10 |
| Martin ratioReturn relative to average drawdown | 8.09 | 8.51 | -0.43 |
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Drawdowns
XDPU.L vs. SPY5.L - Drawdown Comparison
The maximum XDPU.L drawdown since its inception was -18.25%, smaller than the maximum SPY5.L drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for XDPU.L and SPY5.L.
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Drawdown Indicators
| XDPU.L | SPY5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -33.89% | +15.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.22% | -8.18% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -18.25% | -18.36% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.89% | — |
Current DrawdownCurrent decline from peak | -3.08% | -2.21% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -3.70% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.05% | +0.02% |
Volatility
XDPU.L vs. SPY5.L - Volatility Comparison
Xtrackers S&P 500 UCITS ETF 4C (XDPU.L) and State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.L) have volatilities of 3.39% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDPU.L | SPY5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.40% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 9.43% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 12.14% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 15.98% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 16.22% | -1.00% |
XDPU.L vs. SPY5.L - Expense Ratio Comparison
Both XDPU.L and SPY5.L have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDPU.L vs. SPY5.L - Dividend Comparison
XDPU.L has not paid dividends to shareholders, while SPY5.L's dividend yield for the trailing twelve months is around 0.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.L State Street SPDR S&P 500 UCITS ETF (Dist) | 0.93% | 0.97% | 1.06% | 1.19% | 1.40% | 0.99% | 1.28% | 1.44% | 0.40% | 1.14% | 1.64% | 1.73% |
XDPU.L Xtrackers S&P 500 UCITS ETF 4C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, XDPU.L and SPY5.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.03% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDPU.L and SPY5.L have the same expense ratio: 0.03% per year.
Both ETFs track S&P 500 Index. They also come from different issuers: Xtrackers and State Street.
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