XDWU.L vs. SPYL.DE
XDWU.L (Xtrackers MSCI World Utilities UCITS ETF 1C) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - XDWU.L is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, XDWU.L returned 19.08% vs 21.32% for SPYL.DE. At a 0.15 correlation, their price movements are largely independent. XDWU.L charges 0.25%/yr vs 0.03%/yr for SPYL.DE.
Performance
XDWU.L vs. SPYL.DE - Performance Comparison
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Different Trading Currencies
XDWU.L is traded in USD, while SPYL.DE is traded in EUR. To make them comparable, the SPYL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with XDWU.L having a 9.46% return and SPYL.DE slightly higher at 9.73%.
XDWU.L
- 1D
- -0.30%
- 1M
- 2.39%
- 6M
- 8.54%
- YTD
- 9.46%
- 1Y
- 19.08%
- 3Y*
- 15.46%
- 5Y*
- 9.82%
- 10Y*
- 8.72%
SPYL.DE
- 1D
- 0.00%
- 1M
- -0.23%
- 6M
- 9.71%
- YTD
- 9.73%
- 1Y
- 21.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDWU.L vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDWU.L Xtrackers MSCI World Utilities UCITS ETF 1C | 9.46% | 25.35% | 13.23% | 9.56% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 9.73% | 18.21% | 24.76% | 12.46% |
Correlation
The correlation between XDWU.L and SPYL.DE is 0.08, 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 | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.15 |
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Return for Risk
XDWU.L vs. SPYL.DE — Risk / Return Rank
XDWU.L
SPYL.DE
XDWU.L vs. SPYL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.
| XDWU.L | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.49 | -0.13 |
| Martin ratioReturn relative to average drawdown | 6.00 | 10.08 | -4.08 |
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Drawdowns
XDWU.L vs. SPYL.DE - Drawdown Comparison
The maximum XDWU.L drawdown since its inception was -33.87%, which is greater than SPYL.DE's maximum drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for XDWU.L and SPYL.DE.
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Drawdown Indicators
| XDWU.L | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.87% | -19.42% | -14.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -8.60% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -17.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.92% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.87% | — | — |
Current DrawdownCurrent decline from peak | -3.62% | -0.94% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -1.80% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.12% | +1.05% |
Volatility
XDWU.L vs. SPYL.DE - Volatility Comparison
Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) has a higher volatility of 3.97% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 3.02%. This indicates that XDWU.L's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWU.L | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 3.02% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 8.73% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 12.11% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 14.47% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 14.47% | +1.16% |
XDWU.L vs. SPYL.DE - Expense Ratio Comparison
XDWU.L has a 0.25% expense ratio, which is higher than SPYL.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
XDWU.L vs. SPYL.DE - Dividend Comparison
Neither XDWU.L nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWU.L and SPYL.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.25% for XDWU.L.
XDWU.L is categorized as Utilities Equities, while SPYL.DE is S&P 500. XDWU.L tracks MSCI World/Utilities NR USD, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWU.L and 0.03% for SPYL.DE.
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