XUFB.L vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and S&P 500 Index (^GSPC).

XUFB.L is a passively managed fund by DWS that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 3, 2018.

Performance

XUFB.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

XUFB.L vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XUFB.L Xtrackers MSCI USA Banks UCITS ETF 1D	-5.99%	23.40%	40.02%	5.21%	-10.18%	37.53%	-18.78%	35.43%	-8.04%
^GSPC S&P 500 Index	-2.36%	8.10%	25.46%	18.02%	-9.86%	28.09%	12.84%	23.98%	-4.96%

Different Trading Currencies

XUFB.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUFB.L achieves a -5.99% return, which is significantly lower than ^GSPC's -2.36% return.

XUFB.L

• 1D: 2.44%
• 1M: -0.06%
• YTD: -5.99%
• 6M: 3.02%
• 1Y: 22.80%
• 3Y*: 25.82%
• 5Y*: 11.29%
• 10Y*: —

^GSPC

• 1D: 0.49%
• 1M: -3.37%
• YTD: -2.36%
• 6M: -0.37%
• 1Y: 13.80%
• 3Y*: 14.19%
• 5Y*: 11.28%
• 10Y*: 13.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XUFB.L vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XUFB.L

XUFB.L Risk / Return Rank: 47
XUFB.L Sharpe Ratio Rank: 47
XUFB.L Sortino Ratio Rank: 43
XUFB.L Omega Ratio Rank: 45
XUFB.L Calmar Ratio Rank: 55
XUFB.L Martin Ratio Rank: 45

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XUFB.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and S&P 500 Index (^GSPC). 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.

	XUFB.L	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.92	0.74	+0.18
Sortino ratio Return per unit of downside risk	1.28	1.15	+0.13
Omega ratio Gain probability vs. loss probability	1.19	1.18	+0.01
Calmar ratio Return relative to maximum drawdown	1.55	1.22	+0.33
Martin ratio Return relative to average drawdown	4.65	4.79	-0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XUFB.L vs. ^GSPC - Sharpe Ratio Comparison

The current XUFB.L Sharpe Ratio is 0.92, which is comparable to the ^GSPC Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of XUFB.L and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XUFB.L	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	0.74	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.71	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.55	-0.13

Correlation

The correlation between XUFB.L and ^GSPC is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

XUFB.L vs. ^GSPC - Drawdown Comparison

The maximum XUFB.L drawdown since its inception was -41.84%, which is greater than ^GSPC's maximum drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for XUFB.L and ^GSPC.

Drawdown Indicators

	XUFB.L	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-41.84%	-56.78%	+14.94%
Max Drawdown (1Y) Largest decline over 1 year	-14.91%	-12.14%	-2.77%
Max Drawdown (5Y) Largest decline over 5 years	-34.18%	-25.43%	-8.75%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-8.98%	-5.78%	-3.20%
Average Drawdown Average peak-to-trough decline	-12.47%	-10.75%	-1.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.78%	2.60%	+2.18%

Volatility

XUFB.L vs. ^GSPC - Volatility Comparison

Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) has a higher volatility of 6.73% compared to S&P 500 Index (^GSPC) at 4.58%. This indicates that XUFB.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XUFB.L	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.73%	4.58%	+2.15%
Volatility (6M) Calculated over the trailing 6-month period	15.76%	9.50%	+6.26%
Volatility (1Y) Calculated over the trailing 1-year period	24.78%	18.75%	+6.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.17%	15.90%	+8.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.06%	18.17%	+10.89%