500P.L vs. SPPY.DE
Compare and contrast key facts about Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and SPDR S&P 500 ESG Leaders UCITS ETF Acc (SPPY.DE).
500P.L and SPPY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 500P.L is a passively managed fund by Franklin Templeton that tracks the performance of the Russell 1000 TR USD. It was launched on Jul 29, 2020. SPPY.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 ESG Leaders. It was launched on Dec 2, 2019. Both 500P.L and SPPY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 500P.L or SPPY.DE.
Key characteristics
| 500P.L | SPPY.DE | |
|---|---|---|
| YTD Return | 21.74% | 25.13% |
| 1Y Return | 28.98% | 31.07% |
| 3Y Return (Ann) | 12.80% | 14.28% |
| Sharpe Ratio | 2.56 | 3.09 |
| Sortino Ratio | 3.53 | 4.07 |
| Omega Ratio | 1.48 | 1.61 |
| Calmar Ratio | 5.06 | 4.12 |
| Martin Ratio | 17.75 | 17.01 |
| Ulcer Index | 1.67% | 2.11% |
| Daily Std Dev | 11.51% | 11.83% |
| Max Drawdown | -19.37% | -33.31% |
| Current Drawdown | 0.00% | -0.09% |
Correlation
The correlation between 500P.L and SPPY.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
500P.L vs. SPPY.DE - Performance Comparison
In the year-to-date period, 500P.L achieves a 21.74% return, which is significantly lower than SPPY.DE's 25.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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500P.L vs. SPPY.DE - Expense Ratio Comparison
500P.L has a 0.07% expense ratio, which is higher than SPPY.DE's 0.03% 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%.
Risk-Adjusted Performance
500P.L vs. SPPY.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and SPDR S&P 500 ESG Leaders UCITS ETF Acc (SPPY.DE). 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.
Dividends
500P.L vs. SPPY.DE - Dividend Comparison
Neither 500P.L nor SPPY.DE has paid dividends to shareholders.
Drawdowns
500P.L vs. SPPY.DE - Drawdown Comparison
The maximum 500P.L drawdown since its inception was -19.37%, smaller than the maximum SPPY.DE drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for 500P.L and SPPY.DE. For additional features, visit the drawdowns tool.
Volatility
500P.L vs. SPPY.DE - Volatility Comparison
The current volatility for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) is 2.17%, while SPDR S&P 500 ESG Leaders UCITS ETF Acc (SPPY.DE) has a volatility of 2.47%. This indicates that 500P.L experiences smaller price fluctuations and is considered to be less risky than SPPY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.