XDWS.DE vs. SPYR.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and SPYR.DE (SPDR MSCI Europe Consumer Discretionary UCITS ETF) are both Consumer Staples Equities funds - XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while SPYR.DE tracks the MSCI Europe Consumer Discretionary 20/35 Capped. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.34%/yr vs 4.88%/yr for SPYR.DE. At a 0.40 correlation, their price movements are largely independent. XDWS.DE charges 0.25%/yr vs 0.18%/yr for SPYR.DE.
Performance
XDWS.DE vs. SPYR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly higher than SPYR.DE's -11.04% return. Over the past 10 years, XDWS.DE has outperformed SPYR.DE with an annualized return of 5.34%, while SPYR.DE has yielded a comparatively lower 4.88% annualized return.
XDWS.DE
- 1D
- -0.24%
- 1M
- -1.84%
- YTD
- 4.43%
- 6M
- 4.20%
- 1Y
- -0.89%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
SPYR.DE
- 1D
- 0.63%
- 1M
- 7.05%
- YTD
- -11.04%
- 6M
- -10.59%
- 1Y
- -5.58%
- 3Y*
- -2.86%
- 5Y*
- -1.70%
- 10Y*
- 4.88%
XDWS.DE vs. SPYR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 22.38% | -1.96% | 25.94% | -5.88% | 2.82% |
SPYR.DE SPDR MSCI Europe Consumer Discretionary UCITS ETF | -11.04% | 2.47% | 3.29% | 15.35% | -15.95% | 21.86% | 5.93% | 35.34% | -15.45% | 10.29% |
Correlation
The correlation between XDWS.DE and SPYR.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.40 |
Over the past year, the correlation between XDWS.DE and SPYR.DE has dropped to 0.16 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
XDWS.DE vs. SPYR.DE — Risk / Return Rank
XDWS.DE
SPYR.DE
XDWS.DE vs. SPYR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.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.
| XDWS.DE | SPYR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.97 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | -0.27 | +0.17 |
| Martin ratioReturn relative to average drawdown | -0.20 | -0.64 | +0.43 |
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
| XDWS.DE | SPYR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | -0.29 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | -0.08 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.23 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.29 | +0.15 |
Drawdowns
XDWS.DE vs. SPYR.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum SPYR.DE drawdown of -41.59%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and SPYR.DE.
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Drawdown Indicators
| XDWS.DE | SPYR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -41.59% | +18.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -20.59% | +11.81% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -26.58% | +14.68% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | -29.92% | +17.45% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -41.59% | +18.64% |
Current DrawdownCurrent decline from peak | -7.60% | -18.77% | +11.17% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -9.33% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 8.74% | -4.40% |
Volatility
XDWS.DE vs. SPYR.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) is 5.00%, while SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) has a volatility of 5.71%. This indicates that XDWS.DE experiences smaller price fluctuations and is considered to be less risky than SPYR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWS.DE | SPYR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 5.71% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 15.42% | -5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 19.29% | -7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 21.07% | -9.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 20.80% | -8.61% |
XDWS.DE vs. SPYR.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is higher than SPYR.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
XDWS.DE vs. SPYR.DE - Dividend Comparison
Neither XDWS.DE nor SPYR.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and SPYR.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYR.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWS.DE.
XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SPYR.DE tracks MSCI Europe Consumer Discretionary 20/35 Capped. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWS.DE and 0.18% for SPYR.DE.
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