XQUI.DE vs. ^GSPC
XQUI.DE (Xtrackers Portfolio UCITS ETF 1C) is Diversified Portfolio fund actively managed by Xtrackers, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, XQUI.DE returned 6.80%/yr vs 13.40%/yr for ^GSPC. At a 0.42 correlation, their price movements are largely independent.
Performance
XQUI.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
XQUI.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XQUI.DE achieves a 9.30% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, XQUI.DE has underperformed ^GSPC with an annualized return of 6.80%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
XQUI.DE
- 1D
- -0.53%
- 1M
- 3.70%
- YTD
- 9.30%
- 6M
- 9.67%
- 1Y
- 17.39%
- 3Y*
- 11.47%
- 5Y*
- 5.69%
- 10Y*
- 6.80%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
XQUI.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XQUI.DE Xtrackers Portfolio UCITS ETF 1C | 9.30% | 8.51% | 11.29% | 11.79% | -14.62% | 14.16% | 3.47% | 22.69% | -9.09% | 7.66% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between XQUI.DE and ^GSPC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2008 | 0.42 |
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Return for Risk
XQUI.DE vs. ^GSPC — Risk / Return Rank
XQUI.DE
^GSPC
XQUI.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Portfolio UCITS ETF 1C (XQUI.DE) and S&P 500 Index (^GSPC). 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.
| XQUI.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.30 | +0.08 |
| Martin ratioReturn relative to average drawdown | 12.94 | 12.34 | +0.60 |
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
| XQUI.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 2.04 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.80 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.72 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.51 | +0.14 |
Drawdowns
XQUI.DE vs. ^GSPC - Drawdown Comparison
The maximum XQUI.DE drawdown since its inception was -27.36%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for XQUI.DE and ^GSPC.
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Drawdown Indicators
| XQUI.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.36% | -51.62% | +24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -5.12% | -7.57% | +2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -11.94% | -23.99% | +12.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.16% | -23.99% | +6.83% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -33.42% | +6.06% |
Current DrawdownCurrent decline from peak | -1.51% | -0.20% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -9.08% | +4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 2.02% | -0.68% |
Volatility
XQUI.DE vs. ^GSPC - Volatility Comparison
Xtrackers Portfolio UCITS ETF 1C (XQUI.DE) has a higher volatility of 3.89% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that XQUI.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XQUI.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 2.24% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 8.62% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.70% | 12.29% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.18% | 16.79% | -6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.19% | 18.59% | -7.40% |
Frequently Asked Questions
XQUI.DE and ^GSPC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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