EXV4.DE vs. SPY
Compare and contrast key facts about iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and SPDR S&P 500 ETF (SPY).
EXV4.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. EXV4.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Health Care. It was launched on Apr 25, 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 EXV4.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: EXV4.DE or SPY.
Key characteristics
| EXV4.DE | SPY | |
|---|---|---|
| YTD Return | 8.55% | 26.77% |
| 1Y Return | 12.60% | 37.43% |
| 3Y Return (Ann) | 3.58% | 10.15% |
| 5Y Return (Ann) | 6.93% | 15.86% |
| 10Y Return (Ann) | 6.98% | 13.33% |
| Sharpe Ratio | 1.10 | 3.06 |
| Sortino Ratio | 1.58 | 4.08 |
| Omega Ratio | 1.19 | 1.58 |
| Calmar Ratio | 1.14 | 4.44 |
| Martin Ratio | 4.03 | 20.11 |
| Ulcer Index | 3.31% | 1.85% |
| Daily Std Dev | 12.03% | 12.18% |
| Max Drawdown | -44.54% | -55.19% |
| Current Drawdown | -11.58% | -0.31% |
Correlation
The correlation between EXV4.DE and SPY is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EXV4.DE vs. SPY - Performance Comparison
In the year-to-date period, EXV4.DE achieves a 8.55% return, which is significantly lower than SPY's 26.77% return. Over the past 10 years, EXV4.DE has underperformed SPY with an annualized return of 6.98%, while SPY has yielded a comparatively higher 13.33% 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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EXV4.DE vs. SPY - Expense Ratio Comparison
EXV4.DE has a 0.46% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
EXV4.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.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
EXV4.DE vs. SPY - Dividend Comparison
EXV4.DE's dividend yield for the trailing twelve months is around 1.39%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV4.DE iShares STOXX Europe 600 Health Care UCITS ETF (DE) | 1.39% | 1.60% | 1.59% | 1.47% | 1.24% | 1.79% | 1.85% | 2.64% | 2.90% | 2.60% | 2.36% | 2.39% |
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
EXV4.DE vs. SPY - Drawdown Comparison
The maximum EXV4.DE drawdown since its inception was -44.54%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EXV4.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
EXV4.DE vs. SPY - Volatility Comparison
iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and SPDR S&P 500 ETF (SPY) have volatilities of 3.74% and 3.88%, 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.