XUTC.DE vs. ^GSPC
XUTC.DE (Xtrackers MSCI USA Information Technology UCITS ETF 1D) is Technology Equities fund tracking the MSCI USA Information Technology 20/35 Custom, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, XUTC.DE returned 21.17%/yr vs 12.53%/yr for ^GSPC. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
XUTC.DE vs. ^GSPC - Performance Comparison
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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%
XUTC.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XUTC.DE
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.70% | -1.08% | -6.62% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -9.08% | +2.35% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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.
Find the right allocation for XUTC.DE and ^GSPC
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