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EAAFX vs. SPYL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EAAFX vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Asset Allocation Fund (EAAFX) and State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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EAAFX vs. SPYL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EAAFX
Allspring Asset Allocation Fund
1.76%15.11%10.65%11.55%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Acc
-4.25%18.21%24.76%14.39%
Different Trading Currencies

EAAFX is traded in USD, while SPYL.DE is traded in EUR. To make them comparable, the SPYL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EAAFX achieves a 1.76% return, which is significantly higher than SPYL.DE's -6.03% return.


EAAFX

1D
1.36%
1M
-4.34%
YTD
1.76%
6M
3.43%
1Y
16.47%
3Y*
12.47%
5Y*
6.05%
10Y*
7.52%

SPYL.DE

1D
0.00%
1M
-5.63%
YTD
-6.03%
6M
-2.91%
1Y
16.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EAAFX vs. SPYL.DE - Expense Ratio Comparison

EAAFX has a 1.04% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.


Return for Risk

EAAFX vs. SPYL.DE — Risk / Return Rank

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

EAAFX
EAAFX Risk / Return Rank: 8383
Overall Rank
EAAFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EAAFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
EAAFX Omega Ratio Rank: 7979
Omega Ratio Rank
EAAFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
EAAFX Martin Ratio Rank: 8585
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 3636
Overall Rank
SPYL.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 3131
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 4545
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.

EAAFX vs. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Asset Allocation Fund (EAAFX) and State Street SPDR S&P 500 UCITS ETF USD 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.


EAAFXSPYL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.96

+0.66

Sortino ratio

Return per unit of downside risk

2.27

1.42

+0.85

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratio

Return relative to maximum drawdown

2.42

1.70

+0.72

Martin ratio

Return relative to average drawdown

9.22

7.23

+1.99

EAAFX vs. SPYL.DE - Sharpe Ratio Comparison

The current EAAFX Sharpe Ratio is 1.62, which is higher than the SPYL.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of EAAFX and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EAAFXSPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.96

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.46

-0.92

Correlation

The correlation between EAAFX and SPYL.DE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EAAFX vs. SPYL.DE - Dividend Comparison

EAAFX's dividend yield for the trailing twelve months is around 5.64%, while SPYL.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EAAFX
Allspring Asset Allocation Fund
5.64%5.74%8.41%0.00%6.53%15.18%3.85%1.51%8.51%1.70%1.58%4.52%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD 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%

Drawdowns

EAAFX vs. SPYL.DE - Drawdown Comparison

The maximum EAAFX drawdown since its inception was -34.17%, which is greater than SPYL.DE's maximum drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for EAAFX and SPYL.DE.


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Drawdown Indicators


EAAFXSPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-23.27%

-10.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.02%

-13.42%

+6.40%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

Max Drawdown (10Y)

Largest decline over 10 years

-25.55%

Current Drawdown

Current decline from peak

-4.98%

-5.21%

+0.23%

Average Drawdown

Average peak-to-trough decline

-6.64%

-3.41%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

2.31%

-0.47%

Volatility

EAAFX vs. SPYL.DE - Volatility Comparison

The current volatility for Allspring Asset Allocation Fund (EAAFX) is 3.25%, while State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE) has a volatility of 3.85%. This indicates that EAAFX experiences smaller price fluctuations and is considered to be less risky 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


EAAFXSPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.85%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.97%

8.51%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.46%

17.00%

-6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.95%

14.34%

-3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.04%

14.34%

-3.30%