XDWM.DE vs. SPYQ.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and SPYQ.DE (SPDR MSCI Europe Industrials UCITS ETF) are both Industrials Equities funds - XDWM.DE tracks the MSCI World/Materials NR USD while SPYQ.DE tracks the MSCI Europe Industrials 20/35 Capped. Both are passively managed. Over the past 10 years, XDWM.DE returned 10.70%/yr vs 12.56%/yr for SPYQ.DE. A 0.74 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.18%/yr for SPYQ.DE.
Performance
XDWM.DE vs. SPYQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWM.DE achieves a 15.62% return, which is significantly higher than SPYQ.DE's 8.86% return. Over the past 10 years, XDWM.DE has underperformed SPYQ.DE with an annualized return of 10.70%, while SPYQ.DE has yielded a comparatively higher 12.56% annualized return.
XDWM.DE
- 1D
- -0.60%
- 1M
- 4.06%
- YTD
- 15.62%
- 6M
- 20.60%
- 1Y
- 29.85%
- 3Y*
- 12.34%
- 5Y*
- 7.86%
- 10Y*
- 10.70%
SPYQ.DE
- 1D
- 0.62%
- 1M
- 0.55%
- YTD
- 8.86%
- 6M
- 11.04%
- 1Y
- 15.68%
- 3Y*
- 19.58%
- 5Y*
- 12.85%
- 10Y*
- 12.56%
XDWM.DE vs. SPYQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 15.62% | 12.88% | 0.02% | 10.77% | -4.99% | 26.01% | 9.43% | 25.66% | -13.34% | 13.08% |
SPYQ.DE SPDR MSCI Europe Industrials UCITS ETF | 8.86% | 25.52% | 14.36% | 26.68% | -16.54% | 28.05% | 4.02% | 37.55% | -14.12% | 15.52% |
Correlation
The correlation between XDWM.DE and SPYQ.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.74 |
The correlation between XDWM.DE and SPYQ.DE shifts across timeframes, from 0.56 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWM.DE vs. SPYQ.DE — Risk / Return Rank
XDWM.DE
SPYQ.DE
XDWM.DE vs. SPYQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and SPDR MSCI Europe Industrials UCITS ETF (SPYQ.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.
| XDWM.DE | SPYQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.16 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.19 | +0.99 |
| Martin ratioReturn relative to average drawdown | 8.91 | 4.36 | +4.55 |
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
| XDWM.DE | SPYQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.79 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.67 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.64 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.60 | +0.02 |
Drawdowns
XDWM.DE vs. SPYQ.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum SPYQ.DE drawdown of -41.44%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and SPYQ.DE.
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Drawdown Indicators
| XDWM.DE | SPYQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -41.44% | +7.53% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -13.15% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -18.37% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -29.20% | +8.43% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -41.44% | +7.53% |
Current DrawdownCurrent decline from peak | -2.14% | -2.67% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -6.07% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.58% | -0.24% |
Volatility
XDWM.DE vs. SPYQ.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) have volatilities of 6.55% and 6.29%, 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
| XDWM.DE | SPYQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 6.29% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 16.51% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 19.70% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 18.87% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 19.60% | -2.02% |
XDWM.DE vs. SPYQ.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is higher than SPYQ.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDWM.DE vs. SPYQ.DE - Dividend Comparison
Neither XDWM.DE nor SPYQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and SPYQ.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYQ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYQ.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWM.DE.
XDWM.DE tracks MSCI World/Materials NR USD, while SPYQ.DE tracks MSCI Europe Industrials 20/35 Capped. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWM.DE and 0.18% for SPYQ.DE.
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