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SPDR S&P 500 UCITS ETF USD Acc (SPYL.L)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE000XZSV718
Inception Date
Aug 1, 2025
Category
S&P 500
Leveraged
1x (No leverage)
Index Tracked
S&P 500
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P 500 UCITS ETF USD Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) has returned -6.38% so far this year and 17.14% over the past 12 months.


SPDR S&P 500 UCITS ETF USD Acc

1D
0.48%
1M
-6.33%
YTD
-6.38%
6M
-2.71%
1Y
17.14%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 31, 2023, SPYL.L's average daily return is +0.08%, while the average monthly return is +1.64%. At this rate, your investment would double in approximately 3.6 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2023 with a return of +8.6%, while the worst month was Mar 2026 at -6.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SPYL.L closed higher 56% of trading days. The best single day was Apr 10, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.65%-0.70%-6.33%-6.38%
20253.11%-3.84%-5.39%-0.66%7.07%5.15%3.25%1.15%3.08%2.98%0.05%0.87%17.39%
20242.08%4.13%3.50%-3.16%2.60%5.73%0.55%1.47%2.50%-0.04%5.42%-1.60%25.33%
20238.63%5.37%14.46%

Benchmark Metrics

SPDR S&P 500 UCITS ETF USD Acc has an annualized alpha of 12.96%, beta of 0.39, and R² of 0.18 versus S&P 500 Index. Calculated based on daily prices since November 01, 2023.

  • Beta of 0.39 may look defensive, but with R² of 0.18 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.18 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
12.96%
Beta
0.39
0.18
Upside Capture
97.90%
Downside Capture
98.04%

Expense Ratio

SPYL.L has an expense ratio of 0.03%, which is considered low.


Return for Risk

Risk / Return Rank

SPYL.L ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SPYL.L Risk / Return Rank: 7272
Overall Rank
SPYL.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPYL.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPYL.L Omega Ratio Rank: 5959
Omega Ratio Rank
SPYL.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
SPYL.L Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and compare them to a chosen benchmark (S&P 500 Index).


SPYL.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.17

Sortino ratio

Return per unit of downside risk

1.56

1.39

+0.17

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

3.13

1.40

+1.73

Martin ratio

Return relative to average drawdown

14.12

6.61

+7.51

Explore SPYL.L risk-adjusted metrics in detail

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

Dividends

Dividend History


SPDR S&P 500 UCITS ETF USD Acc 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P 500 UCITS ETF USD Acc. 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 S&P 500 UCITS ETF USD Acc was 18.42%, occurring on Apr 7, 2025. Recovery took 56 trading sessions.

The current SPDR S&P 500 UCITS ETF USD Acc drawdown is 7.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.42%Feb 20, 202533Apr 7, 202556Jun 26, 202589
-8.13%Jan 28, 202644Mar 30, 2026
-7.67%Jul 16, 202415Aug 5, 202420Sep 2, 202435
-5.27%Mar 22, 202420Apr 22, 202417May 15, 202437
-4.82%Dec 9, 202423Jan 13, 20257Jan 22, 202530

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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