XMEU.L vs. SPX4.L
Compare and contrast key facts about Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) and SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L).
XMEU.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. XMEU.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jan 10, 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 XMEU.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
XMEU.L vs. SPX4.L - Performance Comparison
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XMEU.L vs. SPX4.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C | 1.46% | 25.81% | 3.60% | 13.26% | 0.37% |
SPX4.L SPDR S&P 400 US Mid Cap UCITS ETF | 3.87% | 0.12% | 14.37% | 10.71% | -1.28% |
Different Trading Currencies
XMEU.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, XMEU.L achieves a 1.46% return, which is significantly lower than SPX4.L's 3.87% return.
XMEU.L
- 1D
- 2.24%
- 1M
- -4.17%
- YTD
- 1.46%
- 6M
- 6.43%
- 1Y
- 17.99%
- 3Y*
- 11.85%
- 5Y*
- 10.40%
- 10Y*
- 9.90%
SPX4.L
- 1D
- 1.85%
- 1M
- -3.64%
- YTD
- 3.87%
- 6M
- 6.37%
- 1Y
- 14.08%
- 3Y*
- 9.30%
- 5Y*
- —
- 10Y*
- —
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XMEU.L vs. SPX4.L - Expense Ratio Comparison
XMEU.L has a 0.12% expense ratio, which is lower than SPX4.L's 0.30% expense ratio.
Return for Risk
XMEU.L vs. SPX4.L — Risk / Return Rank
XMEU.L
SPX4.L
XMEU.L vs. SPX4.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF 1C (XMEU.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.
| XMEU.L | SPX4.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.77 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.13 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.01 | -0.21 |
Martin ratioReturn relative to average drawdown | 6.89 | 5.69 | +1.20 |
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
| XMEU.L | SPX4.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.77 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.30 | +0.12 |
Correlation
The correlation between XMEU.L and SPX4.L is 0.62, 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
XMEU.L vs. SPX4.L - Dividend Comparison
Neither XMEU.L nor SPX4.L has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% |
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% |
Drawdowns
XMEU.L vs. SPX4.L - Drawdown Comparison
The maximum XMEU.L drawdown since its inception was -44.27%, 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 XMEU.L and SPX4.L.
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Drawdown Indicators
| XMEU.L | SPX4.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.27% | -26.24% | -18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -12.82% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -15.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | — | — |
Current DrawdownCurrent decline from peak | -6.06% | -3.97% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -8.09% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.38% | +0.32% |
Volatility
XMEU.L vs. SPX4.L - Volatility Comparison
Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) has a higher volatility of 5.73% compared to SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) at 5.04%. This indicates that XMEU.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
| XMEU.L | SPX4.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 5.04% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 10.05% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 18.15% | -4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 22.79% | -9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 22.79% | -7.97% |