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I500.DE vs. SPYL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

I500.DE vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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

The year-to-date returns for both stocks are quite close, with I500.DE having a 11.45% return and SPYL.DE slightly lower at 11.37%.


I500.DE

1D
-0.12%
1M
4.40%
YTD
11.45%
6M
10.92%
1Y
25.73%
3Y*
19.08%
5Y*
15.00%
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)

I500.DE vs. SPYL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)
11.45%4.94%32.50%8.62%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
11.37%4.71%32.33%9.54%

Correlation

The correlation between I500.DE and SPYL.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

The correlation between I500.DE and SPYL.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

I500.DE vs. SPYL.DE — Risk / Return Rank

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

I500.DE
I500.DE Risk / Return Rank: 6969
Overall Rank
I500.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
I500.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
I500.DE Omega Ratio Rank: 7070
Omega Ratio Rank
I500.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
I500.DE Martin Ratio Rank: 7070
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.

I500.DE vs. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.


I500.DESPYL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.60

3.58

+0.03

Martin ratioReturn relative to average drawdown

12.82

12.72

+0.10

I500.DE vs. SPYL.DE - Sharpe Ratio Comparison

The current I500.DE Sharpe Ratio is 2.20, which is comparable to the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of I500.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


I500.DESPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.21

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

1.54

-0.40

Drawdowns

I500.DE vs. SPYL.DE - Drawdown Comparison

The maximum I500.DE drawdown since its inception was -23.24%, roughly equal to the maximum SPYL.DE drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for I500.DE and SPYL.DE.


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Drawdown Indicators


I500.DESPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-23.27%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-7.13%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

Current Drawdown

Current decline from peak

-0.46%

-0.46%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.06%

-3.24%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.01%

0.00%

Volatility

I500.DE vs. SPYL.DE - Volatility Comparison

iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) have volatilities of 2.65% and 2.66%, 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


I500.DESPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

2.66%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

7.57%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

11.52%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

14.61%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

14.61%

+0.52%

I500.DE vs. SPYL.DE - Expense Ratio Comparison

I500.DE has a 0.07% 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

I500.DE vs. SPYL.DE - Dividend Comparison

Neither I500.DE nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, I500.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 0.07% for I500.DE.

Both ETFs track S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for I500.DE and 0.03% for SPYL.DE.

Portfolio Optimizer

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