XSXD.DE vs. SPY1.DE
XSXD.DE (Xtrackers S&P 500 Swap UCITS ETF 1D) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both S&P 500 funds - XSXD.DE tracks the S&P 500 Index while SPY1.DE tracks the S&P 500 Low Volatility. Both are passively managed. Over the past 3 years, XSXD.DE returned 19.04%/yr vs 4.28%/yr for SPY1.DE. At a 0.43 correlation, their price movements are largely independent. XSXD.DE charges 0.07%/yr vs 0.35%/yr for SPY1.DE.
Performance
XSXD.DE vs. SPY1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXD.DE achieves a 11.41% return, which is significantly higher than SPY1.DE's 2.00% return.
XSXD.DE
- 1D
- -0.13%
- 1M
- 4.37%
- YTD
- 11.41%
- 6M
- 10.90%
- 1Y
- 25.68%
- 3Y*
- 19.04%
- 5Y*
- —
- 10Y*
- —
SPY1.DE
- 1D
- -0.18%
- 1M
- -0.80%
- YTD
- 2.00%
- 6M
- 1.78%
- 1Y
- -0.66%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
XSXD.DE vs. SPY1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 11.41% | 4.89% | 32.52% | 22.75% | 0.51% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 6.24% |
Correlation
The correlation between XSXD.DE and SPY1.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2022 | 0.43 |
Over the past year, the correlation between XSXD.DE and SPY1.DE has dropped to 0.13 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
XSXD.DE vs. SPY1.DE — Risk / Return Rank
XSXD.DE
SPY1.DE
XSXD.DE vs. SPY1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.
| XSXD.DE | SPY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.36 | ||
| Sortino ratioReturn per unit of downside risk | +3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.98 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | -0.23 | +3.84 |
| Martin ratioReturn relative to average drawdown | 12.87 | -0.48 | +13.36 |
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
| XSXD.DE | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | -0.15 | +2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.69 | +0.51 |
Drawdowns
XSXD.DE vs. SPY1.DE - Drawdown Comparison
The maximum XSXD.DE drawdown since its inception was -23.31%, smaller than the maximum SPY1.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and SPY1.DE.
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Drawdown Indicators
| XSXD.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -35.30% | +11.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -6.77% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.31% | -14.59% | -8.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -0.46% | -11.45% | +10.99% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -6.16% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 3.15% | -1.16% |
Volatility
XSXD.DE vs. SPY1.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) is 2.67%, while SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a volatility of 3.46%. This indicates that XSXD.DE experiences smaller price fluctuations and is considered to be less risky than SPY1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSXD.DE | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 3.46% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 7.38% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 10.25% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 12.47% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 14.00% | +0.59% |
XSXD.DE vs. SPY1.DE - Expense Ratio Comparison
XSXD.DE has a 0.07% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Dividends
XSXD.DE vs. SPY1.DE - Dividend Comparison
XSXD.DE's dividend yield for the trailing twelve months is around 0.81%, while SPY1.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.81% | 0.94% | 1.09% | 1.30% | 0.38% |
Frequently Asked Questions
XSXD.DE and SPY1.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSXD.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXD.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for SPY1.DE.
XSXD.DE tracks S&P 500 Index, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.07% for XSXD.DE and 0.35% for SPY1.DE.
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