XDPU.L vs. SPYL.L
XDPU.L (Xtrackers S&P 500 UCITS ETF 4C) and SPYL.L (State Street SPDR S&P 500 UCITS ETF (Acc)) are both S&P 500 funds - XDPU.L tracks the S&P 500 Index while SPYL.L tracks the S&P 500. Both are passively managed. Over the past year, XDPU.L returned 16.44% vs 17.51% for SPYL.L. Their 0.97 correlation means they have historically moved very closely together. Both charge a 0.03% expense ratio.
Performance
XDPU.L vs. SPYL.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 SPYL.L's 8.50% 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%
SPYL.L
- 1D
- 0.55%
- 1M
- 0.88%
- 6M
- 6.98%
- YTD
- 8.50%
- 1Y
- 17.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 24.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.46M | $18.12M | $19.72M | |
| $384.88K | $1.17M | $724.46K |
XDPU.L vs. SPYL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDPU.L Xtrackers S&P 500 UCITS ETF 4C | 7.55% | 17.36% | 25.28% | 15.85% |
SPYL.L State Street SPDR S&P 500 UCITS ETF (Acc) | 8.50% | 17.38% | 25.35% | 14.40% |
Correlation
The correlation between XDPU.L and SPYL.L is 0.98 - 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. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2023 | 0.97 |
The correlation between XDPU.L and SPYL.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
XDPU.L vs. SPYL.L — Risk / Return Rank
XDPU.L
SPYL.L
XDPU.L vs. SPYL.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 (Acc) (SPYL.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 | SPYL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.14 | -0.11 |
| Martin ratioReturn relative to average drawdown | 8.09 | 8.50 | -0.41 |
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Drawdowns
XDPU.L vs. SPYL.L - Drawdown Comparison
The maximum XDPU.L drawdown since its inception was -18.25%, smaller than the maximum SPYL.L drawdown of -20.80%. Use the drawdown chart below to compare losses from any high point for XDPU.L and SPYL.L.
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Drawdown Indicators
| XDPU.L | SPYL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -20.80% | +2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.22% | -8.14% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.25% | — | — |
Current DrawdownCurrent decline from peak | -3.08% | -2.18% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -1.79% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.05% | +0.02% |
Volatility
XDPU.L vs. SPYL.L - Volatility Comparison
Xtrackers S&P 500 UCITS ETF 4C (XDPU.L) and State Street SPDR S&P 500 UCITS ETF (Acc) (SPYL.L) have volatilities of 3.39% and 3.23%, 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 | SPYL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.23% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 9.36% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 12.06% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 24.44% | -9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 24.44% | -9.22% |
XDPU.L vs. SPYL.L - Expense Ratio Comparison
Both XDPU.L and SPYL.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. SPYL.L - Dividend Comparison
Neither XDPU.L nor SPYL.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, XDPU.L and SPYL.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 SPYL.L have the same expense ratio: 0.03% per year.
XDPU.L tracks S&P 500 Index, while SPYL.L tracks S&P 500. They also come from different issuers: Xtrackers and State Street.
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