XUTD.DE vs. SPY
Compare and contrast key facts about Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and SPDR S&P 500 ETF (SPY).
XUTD.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUTD.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jul 7, 2009. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both XUTD.DE and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XUTD.DE or SPY.
Key characteristics
| XUTD.DE | SPY | |
|---|---|---|
| YTD Return | 1.79% | 26.01% |
| 1Y Return | 4.80% | 33.73% |
| 3Y Return (Ann) | -2.93% | 9.91% |
| 5Y Return (Ann) | -2.30% | 15.54% |
| Sharpe Ratio | 0.84 | 2.82 |
| Sortino Ratio | 1.32 | 3.76 |
| Omega Ratio | 1.16 | 1.53 |
| Calmar Ratio | 0.21 | 4.05 |
| Martin Ratio | 2.21 | 18.33 |
| Ulcer Index | 2.33% | 1.86% |
| Daily Std Dev | 6.21% | 12.07% |
| Max Drawdown | -24.51% | -55.19% |
| Current Drawdown | -20.62% | -0.90% |
Correlation
The correlation between XUTD.DE and SPY is 0.01, 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.
Performance
XUTD.DE vs. SPY - Performance Comparison
In the year-to-date period, XUTD.DE achieves a 1.79% return, which is significantly lower than SPY's 26.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XUTD.DE vs. SPY - Expense Ratio Comparison
XUTD.DE has a 0.07% expense ratio, which is lower than SPY's 0.09% 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%.
Risk-Adjusted Performance
XUTD.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and 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.
Dividends
XUTD.DE vs. SPY - Dividend Comparison
XUTD.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
XUTD.DE vs. SPY - Drawdown Comparison
The maximum XUTD.DE drawdown since its inception was -24.51%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XUTD.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
XUTD.DE vs. SPY - Volatility Comparison
The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) is 2.03%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.84%. This indicates that XUTD.DE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.