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State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) Sharpe Ratio: 0.72

SPPY.DE's Sharpe Ratio of 0.72 indicates that for each unit of volatility, it generates 0.72 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SPPY.DE Sharpe Ratio Rank

SPPY.DE Sharpe Ratio Rank: 35.035
Below Average

SPPY.DE ranks above 35.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SPPY.DE Sharpe Ratio Market Positioning

The chart shows SPPY.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.88+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares State Street SPDR S&P 500 Leaders UCITS ETF's Sharpe Ratio with other ETFs in the S&P 500, ESG category across multiple time periods, showing how SPPY.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DBX4.DEXtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF1.12
ESEA.DEBNP Paribas Easy S&P 500 UCITS ETF1.06
ESAP.DEBNP Paribas Easy S&P 500 UCITS ETF USD1.06
IU5C.DEiShares S&P 500 Communication Sector UCITS ETF USD (Acc)1.03
E500.DEInvesco S&P 500 UCITS ETF (EUR Hdg)0.97
2B7C.DEiShares S&P 500 Industrials Sector UCITS ETF0.92
SPPE.DESPDR S&P 500 UCITS ETF EUR Hedged Accumulating0.92
IBCF.DEiShares S&P 500 EUR Hedged UCITS ETF (Acc)0.92
QDVF.DEiShares S&P 500 Energy Sector UCITS ETF (Acc)0.88
QDVE.DEiShares S&P 500 Information Technology Sector UCITS ETF0.83
SPPY.DEState Street SPDR S&P 500 Leaders UCITS ETF0.72

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SPPY.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SPPY.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore SPPY.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

SPPY.DE Sortino Ratio