XDWT.L vs. SP5.PA
XDWT.L (Xtrackers MSCI World Information Technology UCITS ETF 1C) and SP5.PA (Amundi S&P 500 UCITS ETF - Dist EUR) are both exchange-traded funds - XDWT.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while SP5.PA is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XDWT.L returned 24.59%/yr vs 15.49%/yr for SP5.PA. A 0.78 correlation means they provide meaningful diversification when combined. XDWT.L charges 0.25%/yr vs 0.05%/yr for SP5.PA.
Performance
XDWT.L vs. SP5.PA - Performance Comparison
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Different Trading Currencies
XDWT.L is traded in USD, while SP5.PA is traded in EUR. To make them comparable, the SP5.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWT.L achieves a 26.47% return, which is significantly higher than SP5.PA's 10.42% return. Over the past 10 years, XDWT.L has outperformed SP5.PA with an annualized return of 24.59%, while SP5.PA has yielded a comparatively lower 15.49% annualized return.
XDWT.L
- 1D
- -0.80%
- 1M
- 17.32%
- YTD
- 26.47%
- 6M
- 26.19%
- 1Y
- 55.17%
- 3Y*
- 33.78%
- 5Y*
- 21.83%
- 10Y*
- 24.59%
SP5.PA
- 1D
- -0.57%
- 1M
- 5.27%
- YTD
- 10.42%
- 6M
- 11.09%
- 1Y
- 28.45%
- 3Y*
- 22.54%
- 5Y*
- 13.90%
- 10Y*
- 15.49%
XDWT.L vs. SP5.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | 26.47% | 22.42% | 33.90% | 54.82% | -31.38% | 29.86% | 44.46% | 46.27% | -3.14% | 37.72% |
SP5.PA Amundi S&P 500 UCITS ETF - Dist EUR | 10.42% | 18.04% | 25.79% | 26.15% | -19.09% | 30.93% | 17.53% | 30.79% | -4.91% | 22.14% |
Correlation
The correlation between XDWT.L and SP5.PA is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2016 | 0.78 |
The correlation between XDWT.L and SP5.PA has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
XDWT.L vs. SP5.PA — Risk / Return Rank
XDWT.L
SP5.PA
XDWT.L vs. SP5.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA). 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.
| XDWT.L | SP5.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.44 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 3.29 | -0.04 |
| Martin ratioReturn relative to average drawdown | 9.69 | 14.03 | -4.34 |
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
| XDWT.L | SP5.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 2.46 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.86 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.13 | 0.93 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.91 | +0.22 |
Drawdowns
XDWT.L vs. SP5.PA - Drawdown Comparison
The maximum XDWT.L drawdown since its inception was -35.99%, which is greater than SP5.PA's maximum drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for XDWT.L and SP5.PA.
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Drawdown Indicators
| XDWT.L | SP5.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.99% | -34.14% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.86% | -8.52% | -8.34% |
Max Drawdown (3Y)Largest decline over 3 years | -26.10% | -19.43% | -6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -35.99% | -24.32% | -11.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.99% | -34.14% | -1.85% |
Current DrawdownCurrent decline from peak | -0.80% | -0.57% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -3.79% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 2.01% | +3.67% |
Volatility
XDWT.L vs. SP5.PA - Volatility Comparison
Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a higher volatility of 6.90% compared to Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA) at 2.95%. This indicates that XDWT.L's price experiences larger fluctuations and is considered to be riskier than SP5.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWT.L | SP5.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 2.95% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.57% | 8.05% | +7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.36% | 11.45% | +8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.61% | 15.88% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 16.35% | +5.73% |
XDWT.L vs. SP5.PA - Expense Ratio Comparison
XDWT.L has a 0.25% expense ratio, which is higher than SP5.PA's 0.05% 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.L vs. SP5.PA - Dividend Comparison
XDWT.L has not paid dividends to shareholders, while SP5.PA'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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SP5.PA Amundi S&P 500 UCITS ETF - Dist EUR | 0.89% | 1.00% | 1.20% | 1.05% | 2.12% | 1.09% | 1.55% | 1.64% | 1.93% | 1.76% | 1.89% | 2.03% |
XDWT.L Xtrackers MSCI World Information Technology 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
XDWT.L and SP5.PA have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SP5.PA is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SP5.PA is cheaper with a 0.05% expense ratio, compared with 0.25% for XDWT.L.
XDWT.L is categorized as Technology Equities, while SP5.PA is S&P 500. XDWT.L tracks MSCI World/Information Tech NR USD, while SP5.PA tracks S&P 500 Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWT.L and 0.05% for SP5.PA.
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