XPEV vs. SPDW
XPEV (XPeng Inc.) is a stock, while SPDW (SPDR Portfolio World ex-US ETF) is Foreign Large Cap Equities fund tracking the S&P Developed Ex-U.S. BMI Index. Over the past 5 years, XPEV returned -21.61%/yr vs 9.26%/yr for SPDW. At a 0.36 correlation, their price movements are largely independent.
Performance
XPEV vs. SPDW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XPEV achieves a -38.46% return, which is significantly lower than SPDW's 13.42% return.
XPEV
- 1D
- -2.19%
- 1M
- -19.95%
- YTD
- -38.46%
- 6M
- -36.23%
- 1Y
- -37.13%
- 3Y*
- 8.03%
- 5Y*
- -21.61%
- 10Y*
- —
SPDW
- 1D
- 0.12%
- 1M
- 0.32%
- YTD
- 13.42%
- 6M
- 13.07%
- 1Y
- 28.56%
- 3Y*
- 19.49%
- 5Y*
- 9.26%
- 10Y*
- 10.65%
XPEV vs. SPDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -38.46% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
SPDW SPDR Portfolio World ex-US ETF | 13.42% | 34.75% | 3.55% | 17.81% | -15.98% | 11.45% | 13.33% |
Correlation
The correlation between XPEV and SPDW is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | 0.36 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XPEV vs. SPDW — Risk / Return Rank
XPEV
SPDW
XPEV vs. SPDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and SPDR Portfolio World ex-US ETF (SPDW). 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.
| XPEV | SPDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.21 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.32 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.48 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.28 | 9.57 | -10.86 |
Loading charts...
Drawdowns
XPEV vs. SPDW - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than SPDW's maximum drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for XPEV and SPDW.
Loading charts...
Drawdown Indicators
| XPEV | SPDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -60.02% | -31.10% |
Max Drawdown (1Y)Largest decline over 1 year | -55.54% | -11.55% | -43.99% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -13.53% | -58.12% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -30.21% | -58.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.98% | — |
Current DrawdownCurrent decline from peak | -82.71% | -2.87% | -79.84% |
Average DrawdownAverage peak-to-trough decline | -67.96% | -12.87% | -55.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.02% | 2.99% | +26.03% |
Volatility
XPEV vs. SPDW - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.92% compared to SPDR Portfolio World ex-US ETF (SPDW) at 7.04%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XPEV | SPDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.92% | 7.04% | +6.88% |
Volatility (6M)Calculated over the trailing 6-month period | 35.24% | 14.58% | +20.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.11% | 16.71% | +38.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.54% | 16.70% | +61.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.25% | 17.13% | +66.12% |
Dividends
XPEV vs. SPDW - Dividend Comparison
XPEV has not paid dividends to shareholders, while SPDW's dividend yield for the trailing twelve months is around 3.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPDW SPDR Portfolio World ex-US ETF | 3.05% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XPEV and SPDW have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (13.92%) compared to SPDW (7.04%). In terms of maximum drawdown, XPEV dropped -91.12% vs SPDW's -60.02%.
SPDW currently has the higher Sharpe Ratio (1.72 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for XPEV and SPDW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer