XSXD.DE vs. D500.DE
Compare and contrast key facts about Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE).
XSXD.DE and D500.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSXD.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500®. It was launched on Jun 8, 2022. D500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500®. It was launched on Oct 26, 2015. Both XSXD.DE and D500.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSXD.DE or D500.DE.
Key characteristics
| XSXD.DE | D500.DE | |
|---|---|---|
| YTD Return | 29.31% | 29.26% |
| 1Y Return | 36.64% | 36.38% |
| Sharpe Ratio | 2.91 | 1.86 |
| Sortino Ratio | 3.98 | 2.61 |
| Omega Ratio | 1.60 | 1.53 |
| Calmar Ratio | 4.22 | 3.73 |
| Martin Ratio | 18.36 | 12.13 |
| Ulcer Index | 1.90% | 2.86% |
| Daily Std Dev | 11.92% | 18.54% |
| Max Drawdown | -15.08% | -33.57% |
| Current Drawdown | 0.00% | -1.93% |
Correlation
The correlation between XSXD.DE and D500.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XSXD.DE vs. D500.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with XSXD.DE having a 29.31% return and D500.DE slightly lower at 29.26%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XSXD.DE vs. D500.DE - Expense Ratio Comparison
XSXD.DE has a 0.07% expense ratio, which is higher than D500.DE's 0.05% 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%.
Risk-Adjusted Performance
XSXD.DE vs. D500.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and Invesco S&P 500 UCITS ETF Dist (D500.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.
Dividends
XSXD.DE vs. D500.DE - Dividend Comparison
Neither XSXD.DE nor D500.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 0.00% | 0.00% | 1.80% | 1.47% | 1.91% | 0.48% |
Drawdowns
XSXD.DE vs. D500.DE - Drawdown Comparison
The maximum XSXD.DE drawdown since its inception was -15.08%, smaller than the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and D500.DE. For additional features, visit the drawdowns tool.
Volatility
XSXD.DE vs. D500.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE) have volatilities of 3.55% and 3.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.