XPEV vs. SPDW

Last updated Jun 4, 2026

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 -14.00%/yr vs 9.38%/yr for SPDW. At a 0.35 correlation, their price movements are largely independent.

Performance

XPEV vs. SPDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPeng Inc. (XPEV) and SPDR Portfolio World ex-US ETF (SPDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XPEV achieves a -13.91% return, which is significantly lower than SPDW's 15.00% return.

XPEV

• 1D: -2.40%
• 1M: 9.26%
• YTD: -13.91%
• 6M: -7.47%
• 1Y: -11.05%
• 3Y*: 27.42%
• 5Y*: -14.00%
• 10Y*: —

SPDW

• 1D: -0.87%
• 1M: 5.56%
• YTD: 15.00%
• 6M: 18.06%
• 1Y: 32.15%
• 3Y*: 19.77%
• 5Y*: 9.38%
• 10Y*: 10.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XPEV vs. SPDW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XPEV XPeng Inc.	-13.91%	71.57%	-18.99%	46.78%	-80.25%	17.51%	101.84%
SPDW SPDR Portfolio World ex-US ETF	15.00%	34.75%	3.55%	17.81%	-15.98%	11.45%	14.51%

Correlation

The correlation between XPEV and SPDW is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Aug 28, 2020	0.35

Return for Risk

XPEV vs. SPDW — Risk / Return Rank

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

XPEV

XPEV Risk / Return Rank: 32
XPEV Sharpe Ratio Rank: 32
XPEV Sortino Ratio Rank: 32
XPEV Omega Ratio Rank: 31
XPEV Calmar Ratio Rank: 33
XPEV Martin Ratio Rank: 33

SPDW

SPDW Risk / Return Rank: 59
SPDW Sharpe Ratio Rank: 60
SPDW Sortino Ratio Rank: 59
SPDW Omega Ratio Rank: 59
SPDW Calmar Ratio Rank: 55
SPDW Martin Ratio Rank: 60

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.

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.

	XPEV	SPDW	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	2.07	-2.27
Sortino ratio: Return per unit of downside risk	0.09	2.87	-2.78
Omega ratio: Gain probability vs. loss probability	1.01	1.37	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.24	2.80	-3.03
Martin ratio: Return relative to average drawdown	-0.41	10.93	-11.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XPEV vs. SPDW - Sharpe Ratio Comparison

The current XPEV Sharpe Ratio is -0.20, which is lower than the SPDW Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of XPEV and SPDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XPEV	SPDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.20	2.07	-2.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	0.57	-0.75
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.24	-0.28

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.

Drawdown Indicators

	XPEV	SPDW	Difference
Max Drawdown Largest peak-to-trough decline	-91.12%	-60.02%	-31.10%
Max Drawdown (1Y) Largest decline over 1 year	-46.78%	-11.55%	-35.23%
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 Drawdown Current decline from peak	-75.81%	-0.87%	-74.94%
Average Drawdown Average peak-to-trough decline	-67.84%	-12.91%	-54.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.79%	2.95%	+23.84%

Volatility

XPEV vs. SPDW - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 12.54% compared to SPDR Portfolio World ex-US ETF (SPDW) at 5.63%. 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.

Volatility by Period

	XPEV	SPDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.54%	5.63%	+6.91%
Volatility (6M) Calculated over the trailing 6-month period	36.38%	13.17%	+23.21%
Volatility (1Y) Calculated over the trailing 1-year period	55.24%	15.60%	+39.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.75%	16.49%	+62.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.47%	17.26%	+66.21%

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 2.87%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPDW SPDR Portfolio World ex-US ETF	2.87%	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

Can I hold both XPEV and SPDW in my portfolio?

XPEV and SPDW have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XPEV or SPDW?

XPEV has higher volatility (12.54%) compared to SPDW (5.63%). In terms of maximum drawdown, XPEV dropped -91.12% vs SPDW's -60.02%.

Which has better risk-adjusted returns?

SPDW currently has the higher Sharpe Ratio (2.07 vs -0.20), 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.