EXI2.DE vs. SPY
Compare and contrast key facts about iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) and SPDR S&P 500 ETF (SPY).
EXI2.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXI2.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Global Titans 50. It was launched on Aug 14, 2001. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both EXI2.DE and SPY 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: EXI2.DE or SPY.
Key characteristics
| EXI2.DE | SPY | |
|---|---|---|
| YTD Return | 33.26% | 27.04% |
| 1Y Return | 38.99% | 39.75% |
| 3Y Return (Ann) | 12.85% | 10.21% |
| 5Y Return (Ann) | 16.70% | 15.93% |
| 10Y Return (Ann) | 14.26% | 13.36% |
| Sharpe Ratio | 2.51 | 3.15 |
| Sortino Ratio | 3.23 | 4.19 |
| Omega Ratio | 1.49 | 1.59 |
| Calmar Ratio | 3.16 | 4.60 |
| Martin Ratio | 11.33 | 20.85 |
| Ulcer Index | 3.26% | 1.85% |
| Daily Std Dev | 14.64% | 12.29% |
| Max Drawdown | -59.21% | -55.19% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EXI2.DE and SPY is 0.45, 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.
Performance
EXI2.DE vs. SPY - Performance Comparison
In the year-to-date period, EXI2.DE achieves a 33.26% return, which is significantly higher than SPY's 27.04% return. Over the past 10 years, EXI2.DE has outperformed SPY with an annualized return of 14.26%, while SPY has yielded a comparatively lower 13.36% annualized 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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EXI2.DE vs. SPY - Expense Ratio Comparison
EXI2.DE has a 0.51% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
EXI2.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) and SPDR S&P 500 ETF (SPY). 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
EXI2.DE vs. SPY - Dividend Comparison
EXI2.DE's dividend yield for the trailing twelve months is around 0.45%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 0.45% | 0.61% | 0.84% | 0.55% | 0.99% | 1.28% | 1.29% | 2.56% | 1.77% | 2.56% | 1.47% | 2.64% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
EXI2.DE vs. SPY - Drawdown Comparison
The maximum EXI2.DE drawdown since its inception was -59.21%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EXI2.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
EXI2.DE vs. SPY - Volatility Comparison
iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) has a higher volatility of 4.17% compared to SPDR S&P 500 ETF (SPY) at 3.95%. This indicates that EXI2.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.