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6PSK.DE vs. SPYM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6PSK.DE vs. SPYM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 6PSK.DE achieves a 24.13% return, which is significantly lower than SPYM.DE's 27.39% return. Over the past 10 years, 6PSK.DE has outperformed SPYM.DE with an annualized return of 11.43%, while SPYM.DE has yielded a comparatively lower 9.90% annualized return.


6PSK.DE

1D
-1.81%
1M
5.90%
YTD
24.13%
6M
23.56%
1Y
41.61%
3Y*
21.76%
5Y*
11.80%
10Y*
11.43%

SPYM.DE

1D
-1.63%
1M
3.70%
YTD
27.39%
6M
27.92%
1Y
48.95%
3Y*
21.15%
5Y*
8.45%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

6PSK.DE vs. SPYM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
24.13%16.65%20.37%8.16%-8.59%17.81%-10.11%20.36%-4.47%9.50%
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
27.39%19.08%14.04%6.06%-14.90%5.27%6.28%22.30%-11.26%19.74%

Correlation

The correlation between 6PSK.DE and SPYM.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 19, 2011

0.90

The correlation between 6PSK.DE and SPYM.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

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Return for Risk

6PSK.DE vs. SPYM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6PSK.DE
6PSK.DE Risk / Return Rank: 8080
Overall Rank
6PSK.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
6PSK.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
6PSK.DE Omega Ratio Rank: 7777
Omega Ratio Rank
6PSK.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
6PSK.DE Martin Ratio Rank: 8383
Martin Ratio Rank

SPYM.DE
SPYM.DE Risk / Return Rank: 8585
Overall Rank
SPYM.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 8585
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.

6PSK.DE vs. SPYM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.


6PSK.DESPYM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.45

1.50

-0.05

Calmar ratioReturn relative to maximum drawdown

4.22

4.80

-0.58

Martin ratioReturn relative to average drawdown

16.66

17.28

-0.62

6PSK.DE vs. SPYM.DE - Sharpe Ratio Comparison

The current 6PSK.DE Sharpe Ratio is 2.57, which is comparable to the SPYM.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of 6PSK.DE and SPYM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


6PSK.DESPYM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

2.79

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.50

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.54

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.34

+0.07

Drawdowns

6PSK.DE vs. SPYM.DE - Drawdown Comparison

The maximum 6PSK.DE drawdown since its inception was -42.46%, which is greater than SPYM.DE's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for 6PSK.DE and SPYM.DE.


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Drawdown Indicators


6PSK.DESPYM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.46%

-36.28%

-6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

-10.38%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.73%

-18.96%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.59%

-23.86%

+4.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-31.69%

-2.78%

Current Drawdown

Current decline from peak

-3.14%

-2.74%

-0.40%

Average Drawdown

Average peak-to-trough decline

-10.36%

-9.95%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.89%

-0.39%

Volatility

6PSK.DE vs. SPYM.DE - Volatility Comparison

Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) have volatilities of 7.44% and 7.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6PSK.DESPYM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

7.34%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

15.16%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

17.87%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

16.78%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

18.40%

-0.19%

6PSK.DE vs. SPYM.DE - Expense Ratio Comparison

6PSK.DE has a 0.49% expense ratio, which is higher than SPYM.DE's 0.18% expense ratio.


Dividends

6PSK.DE vs. SPYM.DE - Dividend Comparison

6PSK.DE's dividend yield for the trailing twelve months is around 2.53%, while SPYM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
2.53%3.08%3.41%4.28%5.89%3.33%2.70%2.64%2.97%2.46%1.89%3.16%
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, 6PSK.DE and SPYM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYM.DE is cheaper with a 0.18% expense ratio, compared with 0.49% for 6PSK.DE.

6PSK.DE tracks FTSE RAFI Emerging Markets, while SPYM.DE tracks MSCI Emerging Markets. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.49% for 6PSK.DE and 0.18% for SPYM.DE.

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