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 -18.49%/yr vs 9.81%/yr for SPDW. At a 0.35 correlation, their price movements are largely independent.
Performance
XPEV vs. SPDW - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -30.77% return, which is significantly lower than SPDW's 13.33% return.
XPEV
- 1D
- 1.89%
- 1M
- 1.45%
- 6M
- -32.76%
- YTD
- -30.77%
- 1Y
- -21.70%
- 3Y*
- -0.07%
- 5Y*
- -18.49%
- 10Y*
- —
SPDW
- 1D
- -1.06%
- 1M
- -2.36%
- 6M
- 9.01%
- YTD
- 13.33%
- 1Y
- 27.43%
- 3Y*
- 17.79%
- 5Y*
- 9.81%
- 10Y*
- 9.98%
XPEV vs. SPDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -30.77% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
SPDW SPDR Portfolio World ex-US ETF | 13.33% | 34.75% | 3.55% | 17.81% | -15.98% | 11.45% | 13.33% |
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 | 0.32 |
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 | 0.35 |
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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 | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.30 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 2.39 | -2.77 |
| Martin ratioReturn relative to average drawdown | -0.69 | 9.07 | -9.75 |
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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.
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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 | -56.93% | -11.55% | -45.38% |
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 | -80.55% | -2.95% | -77.60% |
Average DrawdownAverage peak-to-trough decline | -68.10% | -12.84% | -55.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.68% | 3.03% | +28.65% |
Volatility
XPEV vs. SPDW - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.81% compared to SPDR Portfolio World ex-US ETF (SPDW) at 5.20%. 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.
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Volatility by Period
| XPEV | SPDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.81% | 5.20% | +8.61% |
Volatility (6M)Calculated over the trailing 6-month period | 34.57% | 14.95% | +19.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.24% | 16.91% | +38.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.52% | 16.74% | +61.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.96% | 17.09% | +65.87% |
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 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (13.81%) compared to SPDW (5.20%). In terms of maximum drawdown, XPEV dropped -91.12% vs SPDW's -60.02%.
SPDW currently has the higher Sharpe Ratio (1.63 vs -0.39), 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.
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