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SPDR Dow Jones Global Real Estate UCITS ETF Accumu...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BH4GR342
WKNA2PRUC
IssuerState Street Global Advisors Europe Limited
Inception DateOct 16, 2019
CategoryREIT
Leveraged1x
Index TrackedDow Jones Global Select Real Estate Securities
DomicileIreland
Distribution PolicyAccumulating
Asset ClassReal Estate

Expense Ratio

SPY2.DE features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for SPY2.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: SPY2.DE vs. SPYJ.DE, SPY2.DE vs. XLKQ.L, SPY2.DE vs. IWDA.L, SPY2.DE vs. EPRA.L, SPY2.DE vs. TQQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in SPDR Dow Jones Global Real Estate UCITS ETF Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.83%
8.89%
SPY2.DE (SPDR Dow Jones Global Real Estate UCITS ETF Accumulating)
Benchmark (^GSPC)

Returns By Period

SPDR Dow Jones Global Real Estate UCITS ETF Accumulating had a return of 6.15% year-to-date (YTD) and 17.18% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.15%19.77%
1 month-1.54%-0.67%
6 months11.00%10.27%
1 year17.18%31.07%
5 years (annualized)0.44%13.22%
10 years (annualized)N/A10.92%

Monthly Returns

The table below presents the monthly returns of SPY2.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.20%-1.10%2.94%-4.74%0.81%2.06%6.13%2.57%2.30%-1.07%6.15%
20236.80%-0.53%-7.14%0.97%-1.00%0.57%3.35%-1.69%-4.03%-4.86%7.19%9.19%7.66%
2022-5.97%-2.63%-3.86%0.27%-8.72%-6.44%11.00%-4.39%-10.44%2.24%0.13%-4.82%-30.18%
20211.71%3.92%6.36%3.56%0.48%4.57%4.43%1.16%-3.34%6.22%1.42%19.14%60.29%
20201.78%-8.19%-22.56%6.68%-0.61%0.50%-3.20%1.84%-0.83%-2.87%10.38%0.50%-18.78%
20190.16%0.70%-2.36%-1.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPY2.DE is 43, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SPY2.DE is 4343
Combined Rank
The Sharpe Ratio Rank of SPY2.DE is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of SPY2.DE is 5151Sortino Ratio Rank
The Omega Ratio Rank of SPY2.DE is 4848Omega Ratio Rank
The Calmar Ratio Rank of SPY2.DE is 2424Calmar Ratio Rank
The Martin Ratio Rank of SPY2.DE is 4747Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SPY2.DE
Sharpe ratio
The chart of Sharpe ratio for SPY2.DE, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Sortino ratio
The chart of Sortino ratio for SPY2.DE, currently valued at 2.41, compared to the broader market0.005.0010.002.41
Omega ratio
The chart of Omega ratio for SPY2.DE, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for SPY2.DE, currently valued at 0.59, compared to the broader market0.005.0010.0015.0020.000.59
Martin ratio
The chart of Martin ratio for SPY2.DE, currently valued at 7.97, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.97
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current SPDR Dow Jones Global Real Estate UCITS ETF Accumulating Sharpe ratio is 1.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Dow Jones Global Real Estate UCITS ETF Accumulating with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.58
2.43
SPY2.DE (SPDR Dow Jones Global Real Estate UCITS ETF Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR Dow Jones Global Real Estate UCITS ETF Accumulating doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.25%
-3.06%
SPY2.DE (SPDR Dow Jones Global Real Estate UCITS ETF Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Dow Jones Global Real Estate UCITS ETF Accumulating. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR Dow Jones Global Real Estate UCITS ETF Accumulating was 42.59%, occurring on Mar 23, 2020. Recovery took 408 trading sessions.

The current SPDR Dow Jones Global Real Estate UCITS ETF Accumulating drawdown is 20.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.59%Feb 18, 202021Mar 23, 2020408Oct 29, 2021429
-37.33%Jan 5, 2022468Oct 30, 2023
-11.15%Dec 23, 20211Dec 23, 20213Dec 29, 20214
-4.79%Oct 25, 201936Dec 13, 201923Jan 22, 202059
-4.29%Nov 26, 20211Nov 26, 20214Dec 2, 20215

Volatility

Volatility Chart

The current SPDR Dow Jones Global Real Estate UCITS ETF Accumulating volatility is 2.83%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
2.83%
3.60%
SPY2.DE (SPDR Dow Jones Global Real Estate UCITS ETF Accumulating)
Benchmark (^GSPC)