XM1D.DE vs. CSPX.L
Compare and contrast key facts about Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
XM1D.DE and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XM1D.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Japan. It was launched on Mar 8, 2023. CSPX.L is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both XM1D.DE and CSPX.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
XM1D.DE vs. CSPX.L - Performance Comparison
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XM1D.DE vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 8.85% | 12.60% | 13.72% | 13.20% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | -4.98% | 3.52% | 33.52% | 18.26% |
Different Trading Currencies
XM1D.DE is traded in EUR, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XM1D.DE achieves a 8.85% return, which is significantly higher than CSPX.L's -4.98% return.
XM1D.DE
- 1D
- 4.84%
- 1M
- -2.38%
- YTD
- 8.85%
- 6M
- 14.21%
- 1Y
- 24.90%
- 3Y*
- 15.37%
- 5Y*
- —
- 10Y*
- —
CSPX.L
- 1D
- 0.00%
- 1M
- -4.59%
- YTD
- -4.98%
- 6M
- -2.22%
- 1Y
- 7.54%
- 3Y*
- 15.16%
- 5Y*
- 11.65%
- 10Y*
- 13.42%
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XM1D.DE vs. CSPX.L - Expense Ratio Comparison
XM1D.DE has a 0.12% expense ratio, which is higher than CSPX.L's 0.07% 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%.
Return for Risk
XM1D.DE vs. CSPX.L — Risk / Return Rank
XM1D.DE
CSPX.L
XM1D.DE vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.
| XM1D.DE | CSPX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.44 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.75 | 0.70 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.10 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.19 | -0.62 |
Martin ratioReturn relative to average drawdown | 8.42 | 10.60 | -2.18 |
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
| XM1D.DE | CSPX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.44 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.73 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.86 | +0.06 |
Correlation
The correlation between XM1D.DE and CSPX.L is 0.47, 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
XM1D.DE vs. CSPX.L - Dividend Comparison
XM1D.DE's dividend yield for the trailing twelve months is around 1.58%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.58% | 1.71% | 2.68% | 1.64% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XM1D.DE vs. CSPX.L - Drawdown Comparison
The maximum XM1D.DE drawdown since its inception was -16.92%, smaller than the maximum CSPX.L drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for XM1D.DE and CSPX.L.
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Drawdown Indicators
| XM1D.DE | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -33.90% | +16.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.00% | -8.42% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -5.02% | -5.74% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -3.76% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 1.90% | +1.20% |
Volatility
XM1D.DE vs. CSPX.L - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF (XM1D.DE) has a higher volatility of 8.98% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.89%. This indicates that XM1D.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XM1D.DE | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.98% | 3.89% | +5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.65% | 8.99% | +5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 16.94% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 15.87% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 16.60% | +0.93% |