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XUTC.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

XUTC.DE vs. ^GSPC - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XUTC.DE achieves a 18.24% return, which is significantly higher than ^GSPC's 11.08% return.


XUTC.DE

1D
-1.96%
1M
-1.73%
YTD
18.24%
6M
18.62%
1Y
38.35%
3Y*
28.56%
5Y*
21.17%
10Y*

^GSPC

1D
-0.08%
1M
0.13%
YTD
11.08%
6M
9.99%
1Y
23.85%
3Y*
17.70%
5Y*
12.53%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTC.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
18.24%9.83%44.60%52.37%-27.42%44.01%32.65%53.16%3.08%-8.24%
^GSPC
S&P 500 Index
11.08%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%7.03%

Correlation

The correlation between XUTC.DE and ^GSPC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2017

0.55

The correlation between XUTC.DE and ^GSPC has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

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Return for Risk

XUTC.DE vs. ^GSPC — Risk / Return Rank

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

XUTC.DE
XUTC.DE Risk / Return Rank: 5353
Overall Rank
XUTC.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XUTC.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XUTC.DE Omega Ratio Rank: 5353
Omega Ratio Rank
XUTC.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
XUTC.DE Martin Ratio Rank: 4242
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7070
Overall Rank
^GSPC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7171
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7878
Martin Ratio Rank
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.

XUTC.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XUTC.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratioReturn relative to maximum drawdown

2.36

3.17

-0.80

Martin ratioReturn relative to average drawdown

5.92

11.71

-5.79

XUTC.DE vs. ^GSPC - Sharpe Ratio Comparison

The current XUTC.DE Sharpe Ratio is 1.76, which is comparable to the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of XUTC.DE and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XUTC.DE vs. ^GSPC - Drawdown Comparison

The maximum XUTC.DE drawdown since its inception was -31.79%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for XUTC.DE and ^GSPC.


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Drawdown Indicators


XUTC.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-31.79%

-51.62%

+19.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.16%

-7.57%

-8.59%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-23.99%

-6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

-23.99%

-6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-7.70%

-1.08%

-6.62%

Average Drawdown

Average peak-to-trough decline

-6.73%

-9.08%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.46%

2.04%

+4.42%

Volatility

XUTC.DE vs. ^GSPC - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) has a higher volatility of 8.62% compared to S&P 500 Index (^GSPC) at 3.97%. This indicates that XUTC.DE'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.


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Volatility by Period


XUTC.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

3.97%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

9.16%

+6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.75%

12.60%

+9.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.18%

16.86%

+6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.61%

18.61%

+5.00%

Frequently Asked Questions


XUTC.DE and ^GSPC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for XUTC.DE and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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