PortfoliosLab logoPortfoliosLab logo
XS5E.DE vs. SPQH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XS5E.DE vs. SPQH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XS5E.DE achieves a 7.75% return, which is significantly higher than SPQH.DE's 2.79% return.


XS5E.DE

1D
0.18%
1M
-0.99%
6M
8.38%
YTD
7.75%
1Y
17.67%
3Y*
17.82%
5Y*
10Y*

SPQH.DE

1D
0.00%
1M
1.12%
6M
3.56%
YTD
2.79%
1Y
10.07%
3Y*
6.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XS5E.DE vs. SPQH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XS5E.DE
Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc)
7.75%15.25%23.26%16.56%
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
2.79%-4.41%21.88%0.96%

Correlation

The correlation between XS5E.DE and SPQH.DE 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

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2023

0.35

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

XS5E.DE vs. SPQH.DE — Risk / Return Rank

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

XS5E.DE
XS5E.DE Risk / Return Rank: 5252
Overall Rank
XS5E.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XS5E.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XS5E.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XS5E.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
XS5E.DE Martin Ratio Rank: 5656
Martin Ratio Rank

SPQH.DE
SPQH.DE Risk / Return Rank: 5353
Overall Rank
SPQH.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPQH.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SPQH.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SPQH.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPQH.DE Martin Ratio Rank: 5555
Martin Ratio Rank
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.

XS5E.DE vs. SPQH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.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.


XS5E.DESPQH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

2.04

3.20

-1.17

Martin ratioReturn relative to average drawdown

8.14

7.87

+0.26

XS5E.DE vs. SPQH.DE - Sharpe Ratio Comparison

The current XS5E.DE Sharpe Ratio is 1.46, which is comparable to the SPQH.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of XS5E.DE and SPQH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XS5E.DE vs. SPQH.DE - Drawdown Comparison

The maximum XS5E.DE drawdown since its inception was -26.08%, which is greater than SPQH.DE's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for XS5E.DE and SPQH.DE.


Loading charts...

Drawdown Indicators


XS5E.DESPQH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.08%

-17.68%

-8.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-3.16%

-5.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

-17.68%

-0.81%

Current Drawdown

Current decline from peak

-1.61%

-3.86%

+2.25%

Average Drawdown

Average peak-to-trough decline

-7.10%

-4.41%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

1.28%

+0.89%

Volatility

XS5E.DE vs. SPQH.DE - Volatility Comparison

Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) has a higher volatility of 4.03% compared to Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) at 2.13%. This indicates that XS5E.DE's price experiences larger fluctuations and is considered to be riskier than SPQH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XS5E.DESPQH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

2.13%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

4.67%

+4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

7.43%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

11.06%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

11.06%

+5.18%

XS5E.DE vs. SPQH.DE - Expense Ratio Comparison

XS5E.DE has a 0.20% expense ratio, which is lower than SPQH.DE's 0.50% expense ratio.


Dividends

XS5E.DE vs. SPQH.DE - Dividend Comparison

Neither XS5E.DE nor SPQH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XS5E.DE and SPQH.DE 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.

On fees, XS5E.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XS5E.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for SPQH.DE.

XS5E.DE is categorized as S&P 500, while SPQH.DE is Defined Outcome. XS5E.DE tracks S&P 500 Index (EUR Hedged), while SPQH.DE tracks Cboe S&P 500 15% WHT Quarterly 9% (-3% to -12%) Buffer Protect Index. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.20% for XS5E.DE and 0.50% for SPQH.DE.

Portfolio Optimizer

Find the right allocation for XS5E.DE and SPQH.DE

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