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XDWT.DE vs. SPYK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWT.DE vs. SPYK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and SPDR MSCI Europe Technology UCITS ETF (SPYK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDWT.DE achieves a 20.19% return, which is significantly lower than SPYK.DE's 44.14% return. Over the past 10 years, XDWT.DE has outperformed SPYK.DE with an annualized return of 24.01%, while SPYK.DE has yielded a comparatively lower 16.97% annualized return.


XDWT.DE

1D
-1.54%
1M
-0.48%
YTD
20.19%
6M
20.60%
1Y
39.51%
3Y*
27.97%
5Y*
19.94%
10Y*
24.01%

SPYK.DE

1D
1.00%
1M
2.43%
YTD
44.14%
6M
45.93%
1Y
55.99%
3Y*
24.01%
5Y*
13.45%
10Y*
16.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWT.DE vs. SPYK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
20.19%9.56%41.11%50.00%-28.10%41.76%30.98%51.77%0.75%21.05%
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
44.14%10.46%8.46%35.03%-28.76%36.64%13.36%38.97%-7.68%19.55%

Correlation

The correlation between XDWT.DE and SPYK.DE is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2010

0.73

The correlation between XDWT.DE and SPYK.DE has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

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Return for Risk

XDWT.DE vs. SPYK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWT.DE
XDWT.DE Risk / Return Rank: 5757
Overall Rank
XDWT.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 5656
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 4545
Martin Ratio Rank

SPYK.DE
SPYK.DE Risk / Return Rank: 7474
Overall Rank
SPYK.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SPYK.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPYK.DE Omega Ratio Rank: 6565
Omega Ratio Rank
SPYK.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDWT.DE vs. SPYK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and SPDR MSCI Europe Technology UCITS ETF (SPYK.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.

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.


XDWT.DESPYK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.52

4.38

-1.86

Martin ratioReturn relative to average drawdown

6.48

11.62

-5.14

XDWT.DE vs. SPYK.DE - Sharpe Ratio Comparison

The current XDWT.DE Sharpe Ratio is 1.84, which is comparable to the SPYK.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of XDWT.DE and SPYK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDWT.DE vs. SPYK.DE - Drawdown Comparison

The maximum XDWT.DE drawdown since its inception was -44.55%, which is greater than SPYK.DE's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and SPYK.DE.


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Drawdown Indicators


XDWT.DESPYK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.55%

-38.45%

-6.10%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-12.73%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-27.02%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

-38.45%

+8.99%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

-38.45%

+6.85%

Current Drawdown

Current decline from peak

-6.53%

-4.05%

-2.48%

Average Drawdown

Average peak-to-trough decline

-8.71%

-8.54%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.08%

4.81%

+1.27%

Volatility

XDWT.DE vs. SPYK.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) is 8.55%, while SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a volatility of 9.32%. This indicates that XDWT.DE experiences smaller price fluctuations and is considered to be less risky than SPYK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWT.DESPYK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

9.32%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

15.88%

21.99%

-6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

21.34%

26.64%

-5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.72%

26.02%

-3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

24.20%

-1.98%

XDWT.DE vs. SPYK.DE - Expense Ratio Comparison

XDWT.DE has a 0.25% expense ratio, which is higher than SPYK.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

XDWT.DE vs. SPYK.DE - Dividend Comparison

Neither XDWT.DE nor SPYK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWT.DE and SPYK.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYK.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYK.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWT.DE.

XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index, while SPYK.DE tracks MSCI Europe Information Technology 20/35 Capped. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWT.DE and 0.18% for SPYK.DE.

Portfolio Optimizer

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