XUCM.DE vs. SPYT.DE
XUCM.DE (Xtrackers MSCI USA Communication Services UCITS ETF 1D) and SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) are both Communications Equities funds - XUCM.DE tracks the MSCI World/Comm Services NR USD while SPYT.DE tracks the MSCI Europe Communication Services 20/35 Capped. Both are passively managed. Over the past 5 years, XUCM.DE returned 11.09%/yr vs 5.43%/yr for SPYT.DE. At a 0.39 correlation, their price movements are largely independent. XUCM.DE charges 0.12%/yr vs 0.18%/yr for SPYT.DE.
Performance
XUCM.DE vs. SPYT.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XUCM.DE achieves a 2.35% return, which is significantly lower than SPYT.DE's 3.11% return.
XUCM.DE
- 1D
- 1.39%
- 1M
- -2.88%
- YTD
- 2.35%
- 6M
- -0.01%
- 1Y
- 15.97%
- 3Y*
- 22.36%
- 5Y*
- 11.09%
- 10Y*
- —
SPYT.DE
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 3.11%
- 6M
- 4.73%
- 1Y
- -8.46%
- 3Y*
- 10.29%
- 5Y*
- 5.43%
- 10Y*
- 1.47%
XUCM.DE vs. SPYT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 2.35% | 10.39% | 45.87% | 50.47% | -38.22% | 26.16% |
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 3.11% | 7.33% | 14.79% | 14.90% | -11.90% | 12.03% |
Correlation
The correlation between XUCM.DE and SPYT.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.39 |
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
XUCM.DE vs. SPYT.DE — Risk / Return Rank
XUCM.DE
SPYT.DE
XUCM.DE vs. SPYT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) and SPDR MSCI Europe Communication Services UCITS ETF (SPYT.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.
| XUCM.DE | SPYT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.92 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | -0.52 | +2.56 |
| Martin ratioReturn relative to average drawdown | 6.97 | -0.97 | +7.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XUCM.DE | SPYT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | -0.58 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.40 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.23 | +0.44 |
Drawdowns
XUCM.DE vs. SPYT.DE - Drawdown Comparison
The maximum XUCM.DE drawdown since its inception was -40.85%, smaller than the maximum SPYT.DE drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for XUCM.DE and SPYT.DE.
Loading charts...
Drawdown Indicators
| XUCM.DE | SPYT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.85% | -49.63% | +8.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -14.65% | +6.31% |
Max Drawdown (3Y)Largest decline over 3 years | -25.07% | -14.98% | -10.09% |
Max Drawdown (5Y)Largest decline over 5 years | -40.85% | -20.35% | -20.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.06% | — |
Current DrawdownCurrent decline from peak | -4.13% | -8.46% | +4.33% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -18.83% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 7.65% | -5.20% |
Volatility
XUCM.DE vs. SPYT.DE - Volatility Comparison
Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) and SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) have volatilities of 4.25% and 4.21%, 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.
Loading charts...
Volatility by Period
| XUCM.DE | SPYT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.21% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 10.43% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 13.45% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 13.48% | +6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 15.67% | +3.77% |
XUCM.DE vs. SPYT.DE - Expense Ratio Comparison
XUCM.DE has a 0.12% expense ratio, which is lower than SPYT.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XUCM.DE vs. SPYT.DE - Dividend Comparison
XUCM.DE's dividend yield for the trailing twelve months is around 0.70%, while SPYT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 0.70% | 0.77% | 0.60% | 0.60% | 0.54% |
Frequently Asked Questions
XUCM.DE and SPYT.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUCM.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCM.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for SPYT.DE.
XUCM.DE tracks MSCI World/Comm Services NR USD, while SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.12% for XUCM.DE and 0.18% for SPYT.DE.
Find the right allocation for XUCM.DE and SPYT.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