EXI5.DE vs. SPYJ.DE
EXI5.DE (iShares STOXX Europe 600 Real Estate UCITS ETF (DE)) and SPYJ.DE (SPDR Dow Jones Global Real Estate UCITS ETF) are both REIT funds - EXI5.DE tracks the STOXX® Europe 600 Real Estate while SPYJ.DE tracks the Dow Jones Global Select Real Estate Securities. Both are passively managed. Over the past 10 years, EXI5.DE returned -1.04%/yr vs 3.00%/yr for SPYJ.DE. A 0.61 correlation means they provide meaningful diversification when combined. EXI5.DE charges 0.46%/yr vs 0.40%/yr for SPYJ.DE.
Performance
EXI5.DE vs. SPYJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXI5.DE achieves a -0.40% return, which is significantly lower than SPYJ.DE's 8.14% return. Over the past 10 years, EXI5.DE has underperformed SPYJ.DE with an annualized return of -1.04%, while SPYJ.DE has yielded a comparatively higher 3.00% annualized return.
EXI5.DE
- 1D
- 0.83%
- 1M
- -2.70%
- YTD
- -0.40%
- 6M
- 0.52%
- 1Y
- -4.69%
- 3Y*
- 6.81%
- 5Y*
- -4.96%
- 10Y*
- -1.04%
SPYJ.DE
- 1D
- 0.05%
- 1M
- -1.56%
- YTD
- 8.14%
- 6M
- 7.45%
- 1Y
- 10.28%
- 3Y*
- 5.92%
- 5Y*
- 2.31%
- 10Y*
- 3.00%
EXI5.DE vs. SPYJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXI5.DE iShares STOXX Europe 600 Real Estate UCITS ETF (DE) | -0.40% | 3.76% | -4.15% | 17.26% | -37.90% | 16.10% | -8.71% | 27.58% | -10.93% | 10.25% |
SPYJ.DE SPDR Dow Jones Global Real Estate UCITS ETF | 8.14% | -2.34% | 4.88% | 7.77% | -20.64% | 41.31% | -18.77% | 23.49% | -0.95% | -3.79% |
Correlation
The correlation between EXI5.DE and SPYJ.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2012 | 0.61 |
The correlation between EXI5.DE and SPYJ.DE has been stable across timeframes, ranging from 0.61 to 0.63 - a consistent structural relationship.
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Return for Risk
EXI5.DE vs. SPYJ.DE — Risk / Return Rank
EXI5.DE
SPYJ.DE
EXI5.DE vs. SPYJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) and SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.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.
| EXI5.DE | SPYJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.16 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.46 | -1.78 |
| Martin ratioReturn relative to average drawdown | -0.75 | 4.40 | -5.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXI5.DE | SPYJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 0.90 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.15 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | 0.18 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.32 | -0.34 |
Drawdowns
EXI5.DE vs. SPYJ.DE - Drawdown Comparison
The maximum EXI5.DE drawdown since its inception was -77.04%, which is greater than SPYJ.DE's maximum drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for EXI5.DE and SPYJ.DE.
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Drawdown Indicators
| EXI5.DE | SPYJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.04% | -42.92% | -34.12% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -6.95% | -8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -21.03% | -20.29% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -30.71% | -17.37% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | -42.92% | -5.16% |
Current DrawdownCurrent decline from peak | -29.97% | -7.72% | -22.25% |
Average DrawdownAverage peak-to-trough decline | -30.50% | -11.10% | -19.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 2.31% | +4.19% |
Volatility
EXI5.DE vs. SPYJ.DE - Volatility Comparison
iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) has a higher volatility of 4.75% compared to SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) at 3.15%. This indicates that EXI5.DE's price experiences larger fluctuations and is considered to be riskier than SPYJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXI5.DE | SPYJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 3.15% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 8.50% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 11.29% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.21% | 15.11% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 16.96% | +3.32% |
EXI5.DE vs. SPYJ.DE - Expense Ratio Comparison
EXI5.DE has a 0.46% expense ratio, which is higher than SPYJ.DE's 0.40% expense ratio.
Dividends
EXI5.DE vs. SPYJ.DE - Dividend Comparison
EXI5.DE's dividend yield for the trailing twelve months is around 2.13%, less than SPYJ.DE's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI5.DE iShares STOXX Europe 600 Real Estate UCITS ETF (DE) | 2.13% | 2.02% | 1.82% | 2.05% | 2.19% | 0.93% | 1.30% | 2.10% | 2.15% | 3.10% | 2.80% | 2.65% |
SPYJ.DE SPDR Dow Jones Global Real Estate UCITS ETF | 2.57% | 2.80% | 2.70% | 2.67% | 2.91% | 1.76% | 2.70% | 3.16% | 4.36% | 4.02% | 2.53% | 2.10% |
Frequently Asked Questions
EXI5.DE and SPYJ.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYJ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYJ.DE is cheaper with a 0.40% expense ratio, compared with 0.46% for EXI5.DE.
EXI5.DE tracks STOXX® Europe 600 Real Estate, while SPYJ.DE tracks Dow Jones Global Select Real Estate Securities. They also come from different issuers: iShares and State Street. Their fees differ too: 0.46% for EXI5.DE and 0.40% for SPYJ.DE.
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