XDWS.L vs. SPY5.DE
XDWS.L (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - XDWS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XDWS.L returned 5.57%/yr vs 15.39%/yr for SPY5.DE. At a 0.49 correlation, their price movements are largely independent. XDWS.L charges 0.25%/yr vs 0.03%/yr for SPY5.DE.
Performance
XDWS.L vs. SPY5.DE - Performance Comparison
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Different Trading Currencies
XDWS.L is traded in USD, while SPY5.DE is traded in EUR. To make them comparable, the SPY5.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWS.L achieves a 3.29% return, which is significantly lower than SPY5.DE's 10.11% return. Over the past 10 years, XDWS.L has underperformed SPY5.DE with an annualized return of 5.57%, while SPY5.DE has yielded a comparatively higher 15.39% annualized return.
XDWS.L
- 1D
- -0.18%
- 1M
- -2.75%
- YTD
- 3.29%
- 6M
- 3.85%
- 1Y
- 0.79%
- 3Y*
- 6.17%
- 5Y*
- 3.97%
- 10Y*
- 5.57%
SPY5.DE
- 1D
- -0.01%
- 1M
- 4.50%
- YTD
- 10.11%
- 6M
- 11.13%
- 1Y
- 27.77%
- 3Y*
- 22.13%
- 5Y*
- 13.70%
- 10Y*
- 15.39%
XDWS.L vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.L Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 3.29% | 9.31% | 5.69% | 1.96% | -5.24% | 12.84% | 7.75% | 22.32% | -10.10% | 17.07% |
SPY5.DE SPDR S&P 500 UCITS ETF | 10.11% | 18.26% | 24.79% | 26.29% | -18.97% | 29.51% | 17.16% | 32.08% | -4.46% | 21.77% |
Correlation
The correlation between XDWS.L and SPY5.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2016 | 0.49 |
The correlation between XDWS.L and SPY5.DE shifts across timeframes, from -0.01 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDWS.L vs. SPY5.DE — Risk / Return Rank
XDWS.L
SPY5.DE
XDWS.L vs. SPY5.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.L) and SPDR S&P 500 UCITS ETF (SPY5.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.L | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.42 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 3.22 | -3.14 |
| Martin ratioReturn relative to average drawdown | 0.18 | 13.69 | -13.51 |
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.L | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 2.40 | -2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.85 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.94 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.92 | -0.45 |
Drawdowns
XDWS.L vs. SPY5.DE - Drawdown Comparison
The maximum XDWS.L drawdown since its inception was -23.72%, smaller than the maximum SPY5.DE drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for XDWS.L and SPY5.DE.
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Drawdown Indicators
| XDWS.L | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -34.33% | +10.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -8.59% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -11.52% | -19.50% | +7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -17.53% | -24.33% | +6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -23.72% | -34.33% | +10.61% |
Current DrawdownCurrent decline from peak | -8.95% | -0.60% | -8.35% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -3.71% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 2.02% | +2.36% |
Volatility
XDWS.L vs. SPY5.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) has a higher volatility of 4.62% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 2.84%. This indicates that XDWS.L's price experiences larger fluctuations and is considered to be riskier than SPY5.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.L | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 2.84% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 8.09% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 11.51% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.11% | 15.90% | -3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.48% | 16.33% | -3.85% |
XDWS.L vs. SPY5.DE - Expense Ratio Comparison
XDWS.L has a 0.25% expense ratio, which is higher than SPY5.DE's 0.03% 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.L vs. SPY5.DE - Dividend Comparison
XDWS.L has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
XDWS.L Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 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
XDWS.L and SPY5.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.25% for XDWS.L.
XDWS.L is categorized as Consumer Staples Equities, while SPY5.DE is S&P 500. XDWS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SPY5.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWS.L and 0.03% for SPY5.DE.
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