GVLU vs. SPYI.DE
Compare and contrast key facts about Gotham 1000 Value ETF (GVLU) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE).
GVLU and SPYI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GVLU is an actively managed fund by Gotham. It was launched on Jun 7, 2022. SPYI.DE is a passively managed fund by State Street that tracks the performance of the MSCI All Country World Investable Market (ACWI IMI). It was launched on May 13, 2011.
Performance
GVLU vs. SPYI.DE - Performance Comparison
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GVLU vs. SPYI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GVLU Gotham 1000 Value ETF | 2.72% | 11.24% | 11.09% | 18.02% | -3.80% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | -3.58% | 23.16% | 15.89% | 21.26% | -6.30% |
Different Trading Currencies
GVLU is traded in USD, while SPYI.DE is traded in EUR. To make them comparable, the SPYI.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GVLU achieves a 2.72% return, which is significantly higher than SPYI.DE's -3.58% return.
GVLU
- 1D
- 1.78%
- 1M
- -4.93%
- YTD
- 2.72%
- 6M
- 5.75%
- 1Y
- 16.92%
- 3Y*
- 14.16%
- 5Y*
- —
- 10Y*
- —
SPYI.DE
- 1D
- 0.77%
- 1M
- -7.30%
- YTD
- -3.58%
- 6M
- 0.93%
- 1Y
- 21.19%
- 3Y*
- 16.13%
- 5Y*
- 8.80%
- 10Y*
- 11.09%
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GVLU vs. SPYI.DE - Expense Ratio Comparison
GVLU has a 0.51% expense ratio, which is higher than SPYI.DE's 0.17% expense ratio.
Return for Risk
GVLU vs. SPYI.DE — Risk / Return Rank
GVLU
SPYI.DE
GVLU vs. SPYI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham 1000 Value ETF (GVLU) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.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.
| GVLU | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.29 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.81 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.57 | -0.38 |
Martin ratioReturn relative to average drawdown | 5.22 | 7.89 | -2.66 |
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
| GVLU | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.29 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.64 | -0.08 |
Correlation
The correlation between GVLU and SPYI.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GVLU vs. SPYI.DE - Dividend Comparison
GVLU's dividend yield for the trailing twelve months is around 6.27%, while SPYI.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GVLU Gotham 1000 Value ETF | 6.27% | 6.44% | 2.88% | 1.62% | 0.98% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GVLU vs. SPYI.DE - Drawdown Comparison
The maximum GVLU drawdown since its inception was -20.82%, smaller than the maximum SPYI.DE drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for GVLU and SPYI.DE.
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Drawdown Indicators
| GVLU | SPYI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.82% | -34.60% | +13.78% |
Max Drawdown (1Y)Largest decline over 1 year | -14.62% | -13.69% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.60% | — |
Current DrawdownCurrent decline from peak | -5.46% | -5.99% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -4.39% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.83% | +0.49% |
Volatility
GVLU vs. SPYI.DE - Volatility Comparison
The current volatility for Gotham 1000 Value ETF (GVLU) is 4.33%, while SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) has a volatility of 4.89%. This indicates that GVLU experiences smaller price fluctuations and is considered to be less risky than SPYI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GVLU | SPYI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 4.89% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 8.82% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.64% | 16.40% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 15.35% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 16.02% | +2.02% |