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GACA.DE vs. SPYL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GACA.DE vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GACA.DE achieves a 10.44% return, which is significantly lower than SPYL.DE's 11.37% return.


GACA.DE

1D
-0.16%
1M
5.10%
YTD
10.44%
6M
10.26%
1Y
20.78%
3Y*
17.51%
5Y*
13.63%
10Y*

SPYL.DE

1D
-0.15%
1M
4.36%
YTD
11.37%
6M
10.86%
1Y
25.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GACA.DE vs. SPYL.DE - Yearly Performance Comparison


Correlation

The correlation between GACA.DE and SPYL.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2023

0.95

The correlation between GACA.DE and SPYL.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

GACA.DE vs. SPYL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GACA.DE
GACA.DE Risk / Return Rank: 4747
Overall Rank
GACA.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GACA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
GACA.DE Omega Ratio Rank: 4747
Omega Ratio Rank
GACA.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
GACA.DE Martin Ratio Rank: 4949
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 6969
Overall Rank
SPYL.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 7070
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.

GACA.DE vs. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.


GACA.DESPYL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratioReturn relative to maximum drawdown

2.32

3.58

-1.26

Martin ratioReturn relative to average drawdown

8.09

12.72

-4.64

GACA.DE vs. SPYL.DE - Sharpe Ratio Comparison

The current GACA.DE Sharpe Ratio is 1.60, which is comparable to the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of GACA.DE and SPYL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GACA.DESPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.21

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.54

-0.69

Drawdowns

GACA.DE vs. SPYL.DE - Drawdown Comparison

The maximum GACA.DE drawdown since its inception was -33.50%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for GACA.DE and SPYL.DE.


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Drawdown Indicators


GACA.DESPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-23.27%

-10.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-7.13%

-1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-23.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

Current Drawdown

Current decline from peak

-0.33%

-0.46%

+0.13%

Average Drawdown

Average peak-to-trough decline

-5.08%

-3.24%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.01%

+0.56%

Volatility

GACA.DE vs. SPYL.DE - Volatility Comparison

Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) has a higher volatility of 3.46% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that GACA.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GACA.DESPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

2.66%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

7.57%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

11.52%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

14.61%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

14.61%

+2.61%

GACA.DE vs. SPYL.DE - Expense Ratio Comparison

GACA.DE has a 0.14% expense ratio, which is higher than SPYL.DE's 0.03% 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

GACA.DE vs. SPYL.DE - Dividend Comparison

Neither GACA.DE nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, GACA.DE and SPYL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.14% for GACA.DE.

GACA.DE is categorized as Large Cap Blend Equities, while SPYL.DE is S&P 500. GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.14% for GACA.DE and 0.03% for SPYL.DE.

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