XWTS.DE vs. SPY
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and SPY (State Street SPDR S&P 500 ETF) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while SPY is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XWTS.DE returned 10.59%/yr vs 15.22%/yr for SPY. At a 0.46 correlation, their price movements are largely independent. XWTS.DE charges 0.25%/yr vs 0.09%/yr for SPY.
Performance
XWTS.DE vs. SPY - Performance Comparison
Loading charts...
Different Trading Currencies
XWTS.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, XWTS.DE achieves a 4.97% return, which is significantly lower than SPY's 12.60% return. Over the past 10 years, XWTS.DE has underperformed SPY with an annualized return of 10.59%, while SPY has yielded a comparatively higher 15.22% annualized return.
XWTS.DE
- 1D
- 0.93%
- 1M
- -0.66%
- YTD
- 4.97%
- 6M
- 3.43%
- 1Y
- 22.43%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
SPY
- 1D
- 0.24%
- 1M
- 5.30%
- YTD
- 12.60%
- 6M
- 11.55%
- 1Y
- 26.34%
- 3Y*
- 19.32%
- 5Y*
- 14.97%
- 10Y*
- 15.22%
XWTS.DE vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.07% | -7.23% |
SPY State Street SPDR S&P 500 ETF | 12.60% | 3.75% | 33.13% | 22.39% | -13.10% | 38.36% | 8.58% | 34.19% | -0.09% | 6.75% |
Correlation
The correlation between XWTS.DE and SPY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.46 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XWTS.DE vs. SPY — Risk / Return Rank
XWTS.DE
SPY
XWTS.DE vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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.
| XWTS.DE | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.59 | -1.15 |
| Martin ratioReturn relative to average drawdown | 9.13 | 13.59 | -4.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XWTS.DE | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.16 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.89 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.83 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.62 | +0.02 |
Drawdowns
XWTS.DE vs. SPY - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -36.66%, smaller than the maximum SPY drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and SPY.
Loading charts...
Drawdown Indicators
| XWTS.DE | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -49.85% | +13.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -7.38% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -23.87% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -36.66% | -23.87% | -12.79% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -33.22% | -3.44% |
Current DrawdownCurrent decline from peak | -3.18% | -0.19% | -2.99% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -7.85% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.94% | +0.51% |
Volatility
XWTS.DE vs. SPY - Volatility Comparison
Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) has a higher volatility of 3.84% compared to State Street SPDR S&P 500 ETF (SPY) at 2.17%. This indicates that XWTS.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.
Loading charts...
Volatility by Period
| XWTS.DE | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 2.17% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 8.55% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 12.23% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 16.96% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 18.46% | -0.73% |
XWTS.DE vs. SPY - Expense Ratio Comparison
XWTS.DE has a 0.25% 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
XWTS.DE vs. SPY - Dividend Comparison
XWTS.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 0.98% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XWTS.DE and SPY have a correlation of 0.44, 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 0.25% for XWTS.DE.
XWTS.DE is categorized as Communications Equities, while SPY is S&P 500. XWTS.DE tracks MSCI World/Comm Services NR USD, while SPY tracks S&P 500 Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XWTS.DE and 0.09% for SPY.
Find the right allocation for XWTS.DE and SPY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer