XSXD.DE vs. SPYD
Compare and contrast key facts about Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
XSXD.DE and SPYD 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. SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015. Both XSXD.DE and SPYD 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 SPYD.
Key characteristics
| XSXD.DE | SPYD | |
|---|---|---|
| YTD Return | 29.31% | 21.17% |
| 1Y Return | 36.64% | 41.23% |
| Sharpe Ratio | 2.91 | 2.85 |
| Sortino Ratio | 3.98 | 4.04 |
| Omega Ratio | 1.60 | 1.52 |
| Calmar Ratio | 4.22 | 1.99 |
| Martin Ratio | 18.36 | 19.99 |
| Ulcer Index | 1.90% | 1.96% |
| Daily Std Dev | 11.92% | 13.73% |
| Max Drawdown | -15.08% | -46.42% |
| Current Drawdown | 0.00% | -0.48% |
Correlation
The correlation between XSXD.DE and SPYD is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XSXD.DE vs. SPYD - Performance Comparison
In the year-to-date period, XSXD.DE achieves a 29.31% return, which is significantly higher than SPYD's 21.17% return. 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. SPYD - Expense Ratio Comparison
Both XSXD.DE and SPYD have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XSXD.DE vs. SPYD - 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 SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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. SPYD - Dividend Comparison
XSXD.DE has not paid dividends to shareholders, while SPYD's dividend yield for the trailing twelve months is around 4.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.02% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% |
Drawdowns
XSXD.DE vs. SPYD - Drawdown Comparison
The maximum XSXD.DE drawdown since its inception was -15.08%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and SPYD. For additional features, visit the drawdowns tool.
Volatility
XSXD.DE vs. SPYD - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD) have volatilities of 3.55% and 3.62%, 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.