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XESX.L vs. SPX4.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XESX.L vs. SPX4.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L).

XESX.L and SPX4.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XESX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 4, 2007. SPX4.L is a passively managed fund by State Street that tracks the performance of the Russell Mid Cap TR USD. It was launched on Jan 30, 2012. Both XESX.L and SPX4.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XESX.L vs. SPX4.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L). The values are adjusted to include any dividend payments, if applicable.

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XESX.L vs. SPX4.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D		-1.21%24.66%2.94%16.40%-0.42%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF		3.87%0.12%14.37%10.71%-1.28%
Different Trading Currencies

XESX.L is traded in GBp, while SPX4.L is traded in GBP. To make them comparable, the SPX4.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XESX.L achieves a -1.21% return, which is significantly lower than SPX4.L's 3.87% return.

XESX.L

1D
3.01%
1M
-4.48%
YTD
-1.21%
6M
2.64%
1Y
12.24%
3Y*
9.56%
5Y*
7.86%
10Y*
7.63%

SPX4.L

1D
1.85%
1M
-3.64%
YTD
3.87%
6M
6.37%
1Y
14.08%
3Y*
9.30%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers EURO STOXX 50 UCITS ETF 1D

SPDR S&P 400 US Mid Cap UCITS ETF

Often compared with XESX.L:
XESX.L vs. IDWR.LXESX.L vs. FEZXESX.L vs. URTHXESX.L vs. EUN.LXESX.L vs. FTWG.LXESX.L vs. VUKE.LXESX.L vs. VEUR.L
Often compared with SPX4.L:
SPX4.L vs. XRSG.LSPX4.L vs. SPYSPX4.L vs. XMHQSPX4.L vs. VOSPX4.L vs. ESIF.LSPX4.L vs. IITU.LSPX4.L vs. VHVG.L

XESX.L vs. SPX4.L - Expense Ratio Comparison

XESX.L has a 0.09% expense ratio, which is lower than SPX4.L's 0.30% expense ratio.

SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D

Return for Risk

XESX.L vs. SPX4.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XESX.L
XESX.L Risk / Return Rank: 3636
Overall Rank
XESX.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XESX.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XESX.L Omega Ratio Rank: 3434
Omega Ratio Rank
XESX.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
XESX.L Martin Ratio Rank: 3838
Martin Ratio Rank
SPX4.L
SPX4.L Risk / Return Rank: 4848
Overall Rank
SPX4.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPX4.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPX4.L Omega Ratio Rank: 3737
Omega Ratio Rank
SPX4.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPX4.L Martin Ratio Rank: 5454
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.

XESX.L vs. SPX4.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L). 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.

XESX.LSPX4.LDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.77

-0.03

Sortino ratio

Return per unit of downside risk

1.08

1.13

-0.05

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

1.10

2.01

-0.91

Martin ratio

Return relative to average drawdown

3.85

5.69

-1.83

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XESX.L vs. SPX4.L - Sharpe Ratio Comparison

The current XESX.L Sharpe Ratio is 0.75, which is comparable to the SPX4.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of XESX.L and SPX4.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XESX.LSPX4.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.77

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.30

-0.15

Correlation

The correlation between XESX.L and SPX4.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XESX.L vs. SPX4.L - Dividend Comparison

XESX.L's dividend yield for the trailing twelve months is around 0.03%, while SPX4.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D		0.03%0.03%0.03%0.03%0.05%0.02%0.03%0.02%0.03%0.03%0.02%0.00%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XESX.L vs. SPX4.L - Drawdown Comparison

The maximum XESX.L drawdown since its inception was -47.16%, which is greater than SPX4.L's maximum drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for XESX.L and SPX4.L.

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Drawdown Indicators

XESX.LSPX4.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

-26.24%

-20.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-12.82%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-23.79%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-31.68%

—

—

Current Drawdown

Current decline from peak

-7.33%

-3.97%

-3.36%

Average Drawdown

Average peak-to-trough decline

-14.04%

-8.09%

-5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.38%

+0.90%

Volatility

XESX.L vs. SPX4.L - Volatility Comparison

Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) has a higher volatility of 6.42% compared to SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) at 5.04%. This indicates that XESX.L's price experiences larger fluctuations and is considered to be riskier than SPX4.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XESX.LSPX4.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

5.04%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

10.05%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

18.15%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

22.79%

-5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

22.79%

-4.56%