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XESP.DE vs. 540J.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XESP.DE vs. 540J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Spanish Equity UCITS ETF (XESP.DE) and Amundi MSCI Switzerland UCITS ETF EUR (540J.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, XESP.DE achieves a 14.86% return, which is significantly higher than 540J.DE's 10.20% return. Over the past 10 years, XESP.DE has outperformed 540J.DE with an annualized return of 14.03%, while 540J.DE has yielded a comparatively lower 9.92% annualized return.


XESP.DE

1D
0.87%
1M
6.89%
YTD
14.86%
6M
15.90%
1Y
48.43%
3Y*
32.37%
5Y*
20.37%
10Y*
14.03%

540J.DE

1D
0.64%
1M
4.24%
YTD
10.20%
6M
10.20%
1Y
23.68%
3Y*
12.11%
5Y*
8.21%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XESP.DE vs. 540J.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XESP.DE
Xtrackers Spanish Equity UCITS ETF
14.86%58.64%14.63%26.81%-1.62%10.85%-10.20%15.89%-12.41%12.92%
540J.DE
Amundi MSCI Switzerland UCITS ETF EUR
10.20%18.39%3.70%10.71%-12.90%29.35%1.20%35.11%-4.78%7.45%

Correlation

The correlation between XESP.DE and 540J.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.45

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

0.49

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

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2011

0.53

The correlation between XESP.DE and 540J.DE shifts across timeframes, from 0.40 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XESP.DE vs. 540J.DE — Risk / Return Rank

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

XESP.DE
XESP.DE Risk / Return Rank: 9090
Overall Rank
XESP.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 8888
Martin Ratio Rank

540J.DE
540J.DE Risk / Return Rank: 5353
Overall Rank
540J.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
540J.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
540J.DE Omega Ratio Rank: 5656
Omega Ratio Rank
540J.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
540J.DE Martin Ratio Rank: 4646
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.

XESP.DE vs. 540J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Spanish Equity UCITS ETF (XESP.DE) and Amundi MSCI Switzerland UCITS ETF EUR (540J.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.


XESP.DE540J.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.51

1.31

+0.19

Calmar ratioReturn relative to maximum drawdown

4.74

1.97

+2.77

Martin ratioReturn relative to average drawdown

16.84

6.92

+9.92

XESP.DE vs. 540J.DE - Sharpe Ratio Comparison

The current XESP.DE Sharpe Ratio is 2.85, which is higher than the 540J.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of XESP.DE and 540J.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

XESP.DE vs. 540J.DE - Drawdown Comparison

The maximum XESP.DE drawdown since its inception was -40.70%, which is greater than 540J.DE's maximum drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for XESP.DE and 540J.DE.


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Drawdown Indicators


XESP.DE540J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.70%

-26.00%

-14.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-11.98%

+1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-12.92%

-15.78%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-18.56%

-17.64%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-39.03%

-26.00%

-13.03%

Current Drawdown

Current decline from peak

-0.10%

0.00%

-0.10%

Average Drawdown

Average peak-to-trough decline

-10.06%

-5.64%

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

3.41%

-0.54%

Volatility

XESP.DE vs. 540J.DE - Volatility Comparison

The current volatility for Xtrackers Spanish Equity UCITS ETF (XESP.DE) is 4.20%, while Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) has a volatility of 4.55%. This indicates that XESP.DE experiences smaller price fluctuations and is considered to be less risky than 540J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XESP.DE540J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.55%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

10.94%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.00%

13.73%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

13.64%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

14.06%

+4.38%

XESP.DE vs. 540J.DE - Expense Ratio Comparison

XESP.DE has a 0.30% expense ratio, which is higher than 540J.DE's 0.25% expense ratio.


Dividends

XESP.DE vs. 540J.DE - Dividend Comparison

Neither XESP.DE nor 540J.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XESP.DE and 540J.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 540J.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

540J.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for XESP.DE.

XESP.DE tracks Solactive Spain 40, while 540J.DE tracks MSCI Switzerland. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.30% for XESP.DE and 0.25% for 540J.DE.

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