PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FTAL.L vs. SPY5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTAL.L vs. SPY5.L

Last updated Jun 5, 2026

FTAL.L (SPDR FTSE UK All Share UCITS ETF) and SPY5.L (State Street SPDR S&P 500 UCITS ETF) are both exchange-traded funds - FTAL.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while SPY5.L is a S&P 500 fund tracking the S&P 500. Both are passively managed. Over the past 10 years, FTAL.L returned 8.54%/yr vs 16.22%/yr for SPY5.L. A 0.59 correlation means they provide meaningful diversification when combined. FTAL.L charges 0.20%/yr vs 0.09%/yr for SPY5.L.

Performance

FTAL.L vs. SPY5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR FTSE UK All Share UCITS ETF (FTAL.L) and State Street SPDR S&P 500 UCITS ETF (SPY5.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FTAL.L is traded in GBP, while SPY5.L is traded in USD. To make them comparable, the SPY5.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FTAL.L achieves a 5.93% return, which is significantly lower than SPY5.L's 10.76% return. Over the past 10 years, FTAL.L has underperformed SPY5.L with an annualized return of 8.54%, while SPY5.L has yielded a comparatively higher 16.22% annualized return.

FTAL.L

1D
0.30%
1M
2.15%
YTD
5.93%
6M
8.27%
1Y
20.36%
3Y*
14.06%
5Y*
10.22%
10Y*
8.54%

SPY5.L

1D
0.01%
1M
5.45%
YTD
10.76%
6M
10.39%
1Y
29.07%
3Y*
19.09%
5Y*
14.94%
10Y*
16.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTAL.L vs. SPY5.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FTAL.L
SPDR FTSE UK All Share UCITS ETF		5.93%23.19%9.03%7.92%0.55%17.18%-9.96%19.29%-9.71%12.99%
SPY5.L
State Street SPDR S&P 500 UCITS ETF		10.76%9.06%27.55%20.31%-9.02%30.50%14.06%25.87%0.54%11.98%

Correlation

The correlation between FTAL.L and SPY5.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2012

0.59

The correlation between FTAL.L and SPY5.L shifts across timeframes, from 0.42 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

FTAL.L vs. SPY5.L - Sectors Allocation Comparison

Sectors
FTAL.L
SPY5.L

Financial Services

24.2%
11.3%

Industrials

14.5%
7.6%

Healthcare

12.8%
8.4%

Consumer Defensive

12.1%
4.7%

Energy

10.9%
3.4%

Basic Materials

8.4%
1.7%

Consumer Cyclical

5.6%
9.8%

Utilities

5.1%
2.6%

Communication Services

3.0%
10.6%

Real Estate

1.7%
1.8%

Technology

1.7%
38.0%

Financial Services

FTAL.L
24.2%
SPY5.L
11.3%

Industrials

FTAL.L
14.5%
SPY5.L
7.6%

Healthcare

FTAL.L
12.8%
SPY5.L
8.4%

Consumer Defensive

FTAL.L
12.1%
SPY5.L
4.7%

Energy

FTAL.L
10.9%
SPY5.L
3.4%

Basic Materials

FTAL.L
8.4%
SPY5.L
1.7%

Consumer Cyclical

FTAL.L
5.6%
SPY5.L
9.8%

Utilities

FTAL.L
5.1%
SPY5.L
2.6%

Communication Services

FTAL.L
3.0%
SPY5.L
10.6%

Real Estate

FTAL.L
1.7%
SPY5.L
1.8%

Technology

FTAL.L
1.7%
SPY5.L
38.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR FTSE UK All Share UCITS ETF

State Street SPDR S&P 500 UCITS ETF

Often compared with FTAL.L:
FTAL.L vs. CUKX.LFTAL.L vs. VUKG.LFTAL.L vs. EUEA.ASFTAL.L vs. NG.LFTAL.L vs. REL.LFTAL.L vs. LWDB.LFTAL.L vs. GBPG.L
Often compared with SPY5.L:
SPY5.L vs. SPYSPY5.L vs. CSPX.LSPY5.L vs. VUSA.DESPY5.L vs. VOOSPY5.L vs. CSP1.LSPY5.L vs. VUAA.LSPY5.L vs. SWRD.L

Return for Risk

FTAL.L vs. SPY5.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTAL.L
FTAL.L Risk / Return Rank: 5353
Overall Rank
FTAL.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTAL.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
FTAL.L Omega Ratio Rank: 5959
Omega Ratio Rank
FTAL.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
FTAL.L Martin Ratio Rank: 4747
Martin Ratio Rank
SPY5.L
SPY5.L Risk / Return Rank: 7575
Overall Rank
SPY5.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPY5.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SPY5.L Omega Ratio Rank: 7575
Omega Ratio Rank
SPY5.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPY5.L Martin Ratio Rank: 7777
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.

FTAL.L vs. SPY5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (FTAL.L) and State Street SPDR S&P 500 UCITS ETF (SPY5.L). 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.

FTAL.LSPY5.LDifference
Sharpe ratioReturn per unit of total volatility
1.87
2.45

-0.58

Sortino ratioReturn per unit of downside risk
2.66
3.33

-0.67

Omega ratioGain probability vs. loss probability

1.35

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

2.26

4.02

-1.76

Martin ratioReturn relative to average drawdown

7.66

13.69

-6.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTAL.L vs. SPY5.L - Sharpe Ratio Comparison

The current FTAL.L Sharpe Ratio is 1.87, which is comparable to the SPY5.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of FTAL.L and SPY5.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

FTAL.LSPY5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.45

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.97

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.98

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.01

-0.44

Drawdowns

FTAL.L vs. SPY5.L - Drawdown Comparison

The maximum FTAL.L drawdown since its inception was -35.26%, which is greater than SPY5.L's maximum drawdown of -25.97%. Use the drawdown chart below to compare losses from any high point for FTAL.L and SPY5.L.

Loading charts...

Drawdown Indicators

FTAL.LSPY5.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.26%

-25.97%

-9.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-7.19%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-13.17%

-21.10%

+7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-13.17%

-21.10%

+7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

-25.97%

-9.29%

Current Drawdown

Current decline from peak

-3.78%

-0.19%

-3.59%

Average Drawdown

Average peak-to-trough decline

-4.31%

-3.27%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.12%

+0.53%

Volatility

FTAL.L vs. SPY5.L - Volatility Comparison

SPDR FTSE UK All Share UCITS ETF (FTAL.L) has a higher volatility of 4.08% compared to State Street SPDR S&P 500 UCITS ETF (SPY5.L) at 3.42%. This indicates that FTAL.L's price experiences larger fluctuations and is considered to be riskier than SPY5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

FTAL.LSPY5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.42%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

8.52%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

11.82%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.68%

15.35%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

16.47%

-1.72%

FTAL.L vs. SPY5.L - Expense Ratio Comparison

FTAL.L has a 0.20% expense ratio, which is higher than SPY5.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

FTAL.L vs. SPY5.L - Dividend Comparison

FTAL.L has not paid dividends to shareholders, while SPY5.L's dividend yield for the trailing twelve months is around 0.89%.

PositionTTM20252024202320222021202020192018201720162015
FTAL.L
SPDR FTSE UK All Share UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY5.L
State Street SPDR S&P 500 UCITS ETF		0.89%0.97%1.06%1.19%1.40%0.99%1.28%1.71%2.20%2.29%1.64%1.73%

Frequently Asked Questions

FTAL.L and SPY5.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY5.L is cheaper with a 0.09% expense ratio, compared with 0.20% for FTAL.L.

FTAL.L is categorized as Europe Equities, while SPY5.L is S&P 500. FTAL.L tracks FTSE AllSh TR GBP, while SPY5.L tracks S&P 500. Their fees differ too: 0.20% for FTAL.L and 0.09% for SPY5.L.

Portfolio Optimizer

Find the right allocation for FTAL.L and SPY5.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer