EXX5.DE vs. SPYD
EXX5.DE (iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR) and SPYD (State Street SPDR Portfolio S&P 500 High Dividend ETF) are both exchange-traded funds - EXX5.DE is a Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index, while SPYD is a S&P 500 fund tracking the S&P 500 High Dividend Index. Both are passively managed. Over the past 10 years, EXX5.DE returned 9.15%/yr vs 8.27%/yr for SPYD. A 0.63 correlation means they provide meaningful diversification when combined. EXX5.DE charges 0.31%/yr vs 0.07%/yr for SPYD.
Performance
EXX5.DE vs. SPYD - Performance Comparison
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Different Trading Currencies
EXX5.DE is traded in EUR, while SPYD is traded in USD. To make them comparable, the SPYD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXX5.DE achieves a 10.28% return, which is significantly lower than SPYD's 11.66% return. Over the past 10 years, EXX5.DE has outperformed SPYD with an annualized return of 9.15%, while SPYD has yielded a comparatively lower 8.27% annualized return.
EXX5.DE
- 1D
- -0.15%
- 1M
- 0.94%
- YTD
- 10.28%
- 6M
- 10.75%
- 1Y
- 18.61%
- 3Y*
- 12.24%
- 5Y*
- 9.39%
- 10Y*
- 9.15%
SPYD
- 1D
- 0.00%
- 1M
- 1.50%
- YTD
- 11.66%
- 6M
- 11.54%
- 1Y
- 15.26%
- 3Y*
- 11.50%
- 5Y*
- 7.76%
- 10Y*
- 8.27%
EXX5.DE vs. SPYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 10.28% | -1.07% | 22.05% | -0.09% | 7.04% | 43.02% | -15.23% | 23.88% | -3.48% | -0.27% |
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 12.92% | -7.77% | 22.96% | 0.80% | 4.95% | 42.66% | -18.93% | 23.94% | -0.43% | -1.18% |
Correlation
The correlation between EXX5.DE and SPYD is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2015 | 0.63 |
The correlation between EXX5.DE and SPYD has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.
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Return for Risk
EXX5.DE vs. SPYD — Risk / Return Rank
EXX5.DE
SPYD
EXX5.DE vs. SPYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.
| EXX5.DE | SPYD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 2.65 | +1.50 |
| Martin ratioReturn relative to average drawdown | 11.89 | 7.05 | +4.84 |
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
| EXX5.DE | SPYD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.29 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.49 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.41 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.43 | 0.00 |
Drawdowns
EXX5.DE vs. SPYD - Drawdown Comparison
The maximum EXX5.DE drawdown since its inception was -58.58%, which is greater than SPYD's maximum drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for EXX5.DE and SPYD.
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Drawdown Indicators
| EXX5.DE | SPYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.58% | -45.82% | -12.76% |
Max Drawdown (1Y)Largest decline over 1 year | -4.46% | -5.77% | +1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -21.96% | -19.95% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -21.96% | -22.47% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -45.82% | +5.35% |
Current DrawdownCurrent decline from peak | -0.86% | -3.11% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -8.08% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.17% | -0.61% |
Volatility
EXX5.DE vs. SPYD - Volatility Comparison
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) have volatilities of 2.59% and 2.58%, 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.
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Volatility by Period
| EXX5.DE | SPYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 2.58% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 8.31% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 11.96% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 15.86% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 20.19% | -3.11% |
EXX5.DE vs. SPYD - Expense Ratio Comparison
EXX5.DE has a 0.31% expense ratio, which is higher than SPYD's 0.07% expense ratio.
Dividends
EXX5.DE vs. SPYD - Dividend Comparison
EXX5.DE's dividend yield for the trailing twelve months is around 2.38%, less than SPYD's 4.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 2.38% | 2.62% | 3.01% | 5.31% | 2.47% | 2.07% | 2.98% | 2.29% | 1.57% | 3.04% | 2.46% | 2.55% |
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 4.16% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
Frequently Asked Questions
EXX5.DE and SPYD have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYD is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYD is cheaper with a 0.07% expense ratio, compared with 0.31% for EXX5.DE.
EXX5.DE is categorized as Large Cap Value Equities, while SPYD is S&P 500. EXX5.DE tracks Dow Jones U.S. Select Dividend Index, while SPYD tracks S&P 500 High Dividend Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.31% for EXX5.DE and 0.07% for SPYD.
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