XUEN.DE vs. SPY
XUEN.DE (Xtrackers MSCI USA Energy UCITS ETF 1D) and SPY (State Street SPDR S&P 500 ETF) are both exchange-traded funds - XUEN.DE is a Energy Equities fund tracking the MSCI USA Energy 20/35 Custom, while SPY is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XUEN.DE returned 21.22%/yr vs 14.97%/yr for SPY. At a 0.24 correlation, their price movements are largely independent. XUEN.DE charges 0.12%/yr vs 0.09%/yr for SPY.
Performance
XUEN.DE vs. SPY - Performance Comparison
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Different Trading Currencies
XUEN.DE is traded in EUR, while SPY is traded in USD. To make them comparable, the SPY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XUEN.DE achieves a 32.35% return, which is significantly higher than SPY's 12.60% return.
XUEN.DE
- 1D
- -0.40%
- 1M
- 4.10%
- YTD
- 32.35%
- 6M
- 28.01%
- 1Y
- 43.05%
- 3Y*
- 14.05%
- 5Y*
- 21.22%
- 10Y*
- —
SPY
- 1D
- 0.00%
- 1M
- 4.36%
- YTD
- 12.60%
- 6M
- 11.30%
- 1Y
- 27.23%
- 3Y*
- 19.17%
- 5Y*
- 14.97%
- 10Y*
- 15.20%
XUEN.DE vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 32.35% | -3.28% | 10.56% | -3.66% | 71.12% | 65.12% | -40.59% | 12.55% | -14.61% | 11.19% |
SPY State Street SPDR S&P 500 ETF | 10.58% | 3.75% | 33.13% | 22.39% | -13.10% | 38.36% | 8.58% | 34.19% | -0.09% | 7.12% |
Correlation
The correlation between XUEN.DE and SPY is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.24 |
Over the past year, the correlation between XUEN.DE and SPY has dropped to 0.01 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
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Return for Risk
XUEN.DE vs. SPY — Risk / Return Rank
XUEN.DE
SPY
XUEN.DE vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) and State Street SPDR S&P 500 ETF (SPY). 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.
| XUEN.DE | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.71 | -1.27 |
| Martin ratioReturn relative to average drawdown | 7.67 | 14.05 | -6.38 |
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
| XUEN.DE | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.24 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.89 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.62 | -0.25 |
Drawdowns
XUEN.DE vs. SPY - Drawdown Comparison
The maximum XUEN.DE drawdown since its inception was -64.67%, which is greater than SPY's maximum drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for XUEN.DE and SPY.
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Drawdown Indicators
| XUEN.DE | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.67% | -49.85% | -14.82% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -7.38% | -9.74% |
Max Drawdown (3Y)Largest decline over 3 years | -26.63% | -23.87% | -2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -23.87% | -2.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.22% | — |
Current DrawdownCurrent decline from peak | -9.21% | -0.19% | -9.02% |
Average DrawdownAverage peak-to-trough decline | -16.97% | -7.85% | -9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 1.94% | +3.52% |
Volatility
XUEN.DE vs. SPY - Volatility Comparison
Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) has a higher volatility of 7.71% compared to State Street SPDR S&P 500 ETF (SPY) at 2.07%. This indicates that XUEN.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUEN.DE | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 2.07% | +5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 20.26% | 8.55% | +11.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 12.22% | +11.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.62% | 16.96% | +9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.68% | 18.46% | +11.22% |
XUEN.DE vs. SPY - Expense Ratio Comparison
XUEN.DE has a 0.12% expense ratio, which is higher than SPY's 0.09% 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%.
Dividends
XUEN.DE vs. SPY - Dividend Comparison
XUEN.DE's dividend yield for the trailing twelve months is around 2.07%, more than SPY's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 1.00% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 2.07% | 2.80% | 2.64% | 3.22% | 3.89% | 3.12% | 7.28% | 2.72% | 0.71% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XUEN.DE and SPY have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY is cheaper with a 0.09% expense ratio, compared with 0.12% for XUEN.DE.
XUEN.DE is categorized as Energy Equities, while SPY is S&P 500. XUEN.DE tracks MSCI USA Energy 20/35 Custom, while SPY tracks S&P 500 Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.12% for XUEN.DE and 0.09% for SPY.
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