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DIE.BR vs. SPYL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIE.BR vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in D'Ieteren Group SA (DIE.BR) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DIE.BR having a 11.52% return and SPYL.DE slightly lower at 11.37%.


DIE.BR

1D
2.54%
1M
2.65%
YTD
11.52%
6M
17.48%
1Y
-2.98%
3Y*
11.44%
5Y*
19.39%
10Y*
21.42%

SPYL.DE

1D
-0.15%
1M
1.89%
YTD
11.37%
6M
12.66%
1Y
26.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIE.BR vs. SPYL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
DIE.BR
D'Ieteren Group SA
11.52%-3.37%25.01%26.27%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
11.37%4.71%32.33%9.54%

Correlation

The correlation between DIE.BR and SPYL.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2023

0.37

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Return for Risk

DIE.BR vs. SPYL.DE — Risk / Return Rank

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

DIE.BR
DIE.BR Risk / Return Rank: 3535
Overall Rank
DIE.BR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DIE.BR Sortino Ratio Rank: 3232
Sortino Ratio Rank
DIE.BR Omega Ratio Rank: 3232
Omega Ratio Rank
DIE.BR Calmar Ratio Rank: 3737
Calmar Ratio Rank
DIE.BR Martin Ratio Rank: 3838
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 6969
Overall Rank
SPYL.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 7070
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.

DIE.BR vs. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for D'Ieteren Group SA (DIE.BR) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DIE.BRSPYL.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.35

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

1.00

1.41

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.17

3.58

-3.74

Martin ratioReturn relative to average drawdown

-0.29

12.72

-13.01

DIE.BR vs. SPYL.DE - Sharpe Ratio Comparison

The current DIE.BR Sharpe Ratio is -0.14, which is lower than the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DIE.BR and SPYL.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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Drawdowns

DIE.BR vs. SPYL.DE - Drawdown Comparison

The maximum DIE.BR drawdown since its inception was -74.48%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for DIE.BR and SPYL.DE.


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Drawdown Indicators


DIE.BRSPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.48%

-23.27%

-51.21%

Max Drawdown (1Y)

Largest decline over 1 year

-24.27%

-7.13%

-17.14%

Max Drawdown (3Y)

Largest decline over 3 years

-24.27%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

Current Drawdown

Current decline from peak

-13.27%

-0.46%

-12.81%

Average Drawdown

Average peak-to-trough decline

-16.88%

-3.23%

-13.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.93%

2.01%

+11.92%

Volatility

DIE.BR vs. SPYL.DE - Volatility Comparison

D'Ieteren Group SA (DIE.BR) has a higher volatility of 7.96% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that DIE.BR's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIE.BRSPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

2.66%

+5.30%

Volatility (6M)

Calculated over the trailing 6-month period

22.64%

7.57%

+15.07%

Volatility (1Y)

Calculated over the trailing 1-year period

28.55%

11.52%

+17.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.81%

14.60%

+16.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.53%

14.60%

+16.93%

Dividends

DIE.BR vs. SPYL.DE - Dividend Comparison

DIE.BR's dividend yield for the trailing twelve months is around 1.18%, while SPYL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DIE.BR
D'Ieteren Group SA
1.18%1.04%34.57%1.70%1.17%0.79%1.03%1.12%8.66%2.53%2.14%2.32%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
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


DIE.BR and SPYL.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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