XRSM.DE vs. SPYL.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - XRSM.DE is a Large Cap Blend Equities fund tracking the MSCI USA Select ESG Screened, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, XRSM.DE returned 24.87% vs 26.03% for SPYL.DE. Their correlation of 0.92 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.03%/yr for SPYL.DE.
Performance
XRSM.DE vs. SPYL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRSM.DE achieves a 10.32% return, which is significantly lower than SPYL.DE's 11.91% return.
XRSM.DE
- 1D
- -1.09%
- 1M
- 0.21%
- YTD
- 10.32%
- 6M
- 10.25%
- 1Y
- 24.87%
- 3Y*
- 19.47%
- 5Y*
- 13.21%
- 10Y*
- 13.75%
SPYL.DE
- 1D
- 0.00%
- 1M
- 1.20%
- YTD
- 11.91%
- 6M
- 12.23%
- 1Y
- 26.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XRSM.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 10.03% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.91% | 4.71% | 32.33% | 8.23% |
Correlation
The correlation between XRSM.DE and SPYL.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.92 |
The correlation between XRSM.DE and SPYL.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. SPYL.DE — Risk / Return Rank
XRSM.DE
SPYL.DE
XRSM.DE vs. SPYL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE). 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.
| XRSM.DE | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.67 | -0.76 |
| Martin ratioReturn relative to average drawdown | 10.10 | 12.91 | -2.81 |
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Drawdowns
XRSM.DE vs. SPYL.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and SPYL.DE.
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Drawdown Indicators
| XRSM.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -23.27% | -17.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -7.13% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | 0.00% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -3.33% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.02% | +0.44% |
Volatility
XRSM.DE vs. SPYL.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 3.21%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRSM.DE | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.21% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.98% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.91% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.02% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 15.02% | +3.14% |
XRSM.DE vs. SPYL.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XRSM.DE vs. SPYL.DE - Dividend Comparison
Neither XRSM.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, XRSM.DE and SPYL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.07% for XRSM.DE.
XRSM.DE is categorized as Large Cap Blend Equities, while SPYL.DE is S&P 500. XRSM.DE tracks MSCI USA Select ESG Screened, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.07% for XRSM.DE and 0.03% for SPYL.DE.
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