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

ETF Info

ISINIE00B8GF1M35
WKNA1J3PB
IssuerState Street
Inception DateOct 23, 2012
CategoryREIT
Leveraged1x
Index TrackedDow Jones Global Select Real Estate Securities
DomicileIreland
Distribution PolicyDistributing
Asset ClassReal Estate

Expense Ratio

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


Expense ratio chart for SPYJ.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: SPYJ.DE vs. SPY2.DE, SPYJ.DE vs. SPY, SPYJ.DE vs. IQQ6.DE, SPYJ.DE vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in SPDR Dow Jones Global Real Estate UCITS ETF, 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
11.05%
15.36%
SPYJ.DE (SPDR Dow Jones Global Real Estate UCITS ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Dow Jones Global Real Estate UCITS ETF had a return of 6.41% year-to-date (YTD) and 20.85% in the last 12 months. Over the past 10 years, SPDR Dow Jones Global Real Estate UCITS ETF had an annualized return of 3.57%, while the S&P 500 had an annualized return of 11.41%, indicating that SPDR Dow Jones Global Real Estate UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.41%25.70%
1 month1.93%3.51%
6 months11.05%14.80%
1 year20.85%37.91%
5 years (annualized)0.14%14.18%
10 years (annualized)3.57%11.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.51%-0.96%2.30%-5.27%1.06%1.46%6.02%2.42%1.43%-1.06%6.41%
20236.65%-0.73%-7.43%0.66%-1.07%-0.14%3.28%-1.65%-4.57%-5.18%7.36%8.98%4.79%
2022-5.54%-1.08%6.48%0.50%-8.72%-6.46%10.84%-4.13%-10.44%2.33%0.27%-4.80%-20.64%
20211.67%4.04%5.93%3.62%0.25%4.68%4.57%1.30%-3.39%6.30%1.19%5.35%41.31%
20201.69%-7.82%-22.78%7.09%-0.99%0.67%-3.27%1.72%-0.74%-3.06%10.51%0.47%-18.77%
201910.46%1.31%3.79%-0.94%0.07%0.01%2.89%2.37%3.90%-0.74%0.63%-2.47%22.76%
2018-5.25%-3.96%1.94%3.82%4.69%2.02%0.59%1.57%-2.92%0.21%1.91%-6.60%-2.68%
2017-1.60%4.45%-2.40%-1.33%-2.70%-0.44%-2.01%-0.85%0.01%0.43%1.12%0.45%-4.97%
2016-4.78%1.17%3.22%-1.78%3.79%3.41%4.48%-2.94%-2.08%-4.08%1.58%3.47%4.92%
201512.52%-0.87%5.16%-6.12%0.49%-5.47%5.11%-6.92%1.20%7.49%2.99%-2.33%11.99%
20141.43%3.49%0.74%2.51%4.90%0.72%2.81%3.32%-1.87%7.80%1.14%4.11%35.50%
20130.52%4.79%4.45%3.70%-5.24%-3.18%-1.46%-4.45%3.10%2.77%-4.08%-1.62%-1.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPYJ.DE is 34, 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 SPYJ.DE is 3434
Combined Rank
The Sharpe Ratio Rank of SPYJ.DE is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of SPYJ.DE is 3838Sortino Ratio Rank
The Omega Ratio Rank of SPYJ.DE is 3737Omega Ratio Rank
The Calmar Ratio Rank of SPYJ.DE is 2525Calmar Ratio Rank
The Martin Ratio Rank of SPYJ.DE is 3232Martin 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 (SPYJ.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SPYJ.DE
Sharpe ratio
The chart of Sharpe ratio for SPYJ.DE, currently valued at 1.36, compared to the broader market-2.000.002.004.006.001.36
Sortino ratio
The chart of Sortino ratio for SPYJ.DE, currently valued at 2.02, compared to the broader market0.005.0010.002.02
Omega ratio
The chart of Omega ratio for SPYJ.DE, currently valued at 1.25, compared to the broader market1.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for SPYJ.DE, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.63
Martin ratio
The chart of Martin ratio for SPYJ.DE, currently valued at 5.41, compared to the broader market0.0020.0040.0060.0080.00100.005.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current SPDR Dow Jones Global Real Estate UCITS ETF Sharpe ratio is 1.36. 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 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.36
2.85
SPYJ.DE (SPDR Dow Jones Global Real Estate UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Dow Jones Global Real Estate UCITS ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of €0.00 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%€0.00€0.20€0.40€0.60€0.80€1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.00€0.00€0.86€0.67€0.74€0.91€0.72€0.86€0.84€0.68€0.62€0.59

Dividend yield

0.00%0.00%2.91%1.76%2.70%2.61%2.48%2.79%2.53%2.10%2.09%2.65%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Dow Jones Global Real Estate UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.16€0.00€0.00€0.24€0.00€0.00€0.29€0.00€0.00€0.17€0.86
2021€0.00€0.00€0.12€0.00€0.00€0.23€0.00€0.00€0.17€0.00€0.00€0.15€0.67
2020€0.00€0.00€0.20€0.00€0.00€0.20€0.00€0.00€0.18€0.00€0.00€0.15€0.74
2019€0.00€0.00€0.19€0.00€0.00€0.27€0.00€0.00€0.26€0.00€0.00€0.18€0.91
2018€0.00€0.00€0.18€0.00€0.00€0.28€0.00€0.00€0.20€0.00€0.00€0.07€0.72
2017€0.00€0.00€0.18€0.00€0.00€0.30€0.00€0.00€0.20€0.00€0.00€0.17€0.86
2016€0.00€0.00€0.24€0.00€0.00€0.21€0.00€0.00€0.20€0.00€0.00€0.19€0.84
2015€0.00€0.00€0.18€0.00€0.00€0.23€0.00€0.00€0.04€0.00€0.00€0.23€0.68
2014€0.00€0.00€0.13€0.00€0.00€0.21€0.00€0.00€0.16€0.00€0.00€0.12€0.62
2013€0.19€0.00€0.00€0.18€0.00€0.00€0.12€0.00€0.00€0.10€0.59

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.80%
0
SPYJ.DE (SPDR Dow Jones Global Real Estate UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Dow Jones Global Real Estate UCITS ETF. 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 was 42.92%, occurring on Mar 23, 2020. Recovery took 411 trading sessions.

The current SPDR Dow Jones Global Real Estate UCITS ETF drawdown is 13.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.92%Feb 17, 202026Mar 23, 2020411Nov 3, 2021437
-32.23%Apr 22, 2022393Oct 30, 2023
-19.84%May 23, 2013134Dec 17, 2013171Aug 29, 2014305
-19.56%Apr 13, 2015213Feb 11, 2016103Jul 8, 2016316
-19.49%Jul 25, 2016394Feb 12, 2018272Mar 12, 2019666

Volatility

Volatility Chart

The current SPDR Dow Jones Global Real Estate UCITS ETF volatility is 3.62%, 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
3.62%
5.50%
SPYJ.DE (SPDR Dow Jones Global Real Estate UCITS ETF)
Benchmark (^GSPC)