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LEEU.DE vs. SPYJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEEU.DE vs. SPYJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) and SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.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, LEEU.DE achieves a -1.07% return, which is significantly lower than SPYJ.DE's 8.14% return. Over the past 10 years, LEEU.DE has underperformed SPYJ.DE with an annualized return of -0.33%, while SPYJ.DE has yielded a comparatively higher 3.00% annualized return.


LEEU.DE

1D
0.53%
1M
-2.85%
YTD
-1.07%
6M
0.10%
1Y
-2.90%
3Y*
6.48%
5Y*
-4.92%
10Y*
-0.33%

SPYJ.DE

1D
0.05%
1M
-1.56%
YTD
8.14%
6M
7.45%
1Y
10.28%
3Y*
5.92%
5Y*
2.31%
10Y*
3.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEEU.DE vs. SPYJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEEU.DE
Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist
-1.07%6.43%-4.44%16.06%-38.11%16.71%-8.35%28.60%-8.98%12.79%
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
8.14%-2.34%4.88%7.77%-20.64%41.31%-18.77%23.49%-0.95%-3.79%

Correlation

The correlation between LEEU.DE and SPYJ.DE is 0.62, 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

0.62

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

0.61

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

0.63

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

0.61

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.61

The correlation between LEEU.DE and SPYJ.DE has been stable across timeframes, ranging from 0.61 to 0.63 - a consistent structural relationship.

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Return for Risk

LEEU.DE vs. SPYJ.DE — Risk / Return Rank

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

LEEU.DE
LEEU.DE Risk / Return Rank: 77
Overall Rank
LEEU.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
LEEU.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
LEEU.DE Omega Ratio Rank: 77
Omega Ratio Rank
LEEU.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
LEEU.DE Martin Ratio Rank: 77
Martin Ratio Rank

SPYJ.DE
SPYJ.DE Risk / Return Rank: 2727
Overall Rank
SPYJ.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPYJ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPYJ.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPYJ.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPYJ.DE Martin Ratio Rank: 3131
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.

LEEU.DE vs. SPYJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) and SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.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.


LEEU.DESPYJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

0.98

1.16

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.18

1.46

-1.64

Martin ratioReturn relative to average drawdown

-0.46

4.40

-4.86

LEEU.DE vs. SPYJ.DE - Sharpe Ratio Comparison

The current LEEU.DE Sharpe Ratio is -0.18, which is lower than the SPYJ.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of LEEU.DE and SPYJ.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


LEEU.DESPYJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

0.90

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.15

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.18

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.32

-0.14

Drawdowns

LEEU.DE vs. SPYJ.DE - Drawdown Comparison

The maximum LEEU.DE drawdown since its inception was -48.13%, which is greater than SPYJ.DE's maximum drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for LEEU.DE and SPYJ.DE.


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Drawdown Indicators


LEEU.DESPYJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.13%

-42.92%

-5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-6.95%

-8.71%

Max Drawdown (3Y)

Largest decline over 3 years

-21.66%

-20.29%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-48.13%

-30.71%

-17.42%

Max Drawdown (10Y)

Largest decline over 10 years

-48.13%

-42.92%

-5.21%

Current Drawdown

Current decline from peak

-29.86%

-7.72%

-22.14%

Average Drawdown

Average peak-to-trough decline

-14.36%

-11.10%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

2.31%

+3.96%

Volatility

LEEU.DE vs. SPYJ.DE - Volatility Comparison

Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) has a higher volatility of 4.58% compared to SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) at 3.15%. This indicates that LEEU.DE's price experiences larger fluctuations and is considered to be riskier than SPYJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEEU.DESPYJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

3.15%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

8.50%

+4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

11.29%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.81%

15.11%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

16.96%

+3.13%

LEEU.DE vs. SPYJ.DE - Expense Ratio Comparison

LEEU.DE has a 0.30% expense ratio, which is lower than SPYJ.DE's 0.40% expense ratio.


Dividends

LEEU.DE vs. SPYJ.DE - Dividend Comparison

LEEU.DE's dividend yield for the trailing twelve months is around 2.77%, more than SPYJ.DE's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
LEEU.DE
Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist
2.77%2.74%4.56%4.24%3.83%2.42%2.75%3.13%4.02%3.18%3.62%3.20%
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
2.57%2.80%2.70%2.67%2.91%1.76%2.70%3.16%4.36%4.02%2.53%2.10%

Frequently Asked Questions


LEEU.DE and SPYJ.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LEEU.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LEEU.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for SPYJ.DE.

LEEU.DE tracks FTSE EPRA/NAREIT Developed Europe, while SPYJ.DE tracks Dow Jones Global Select Real Estate Securities. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LEEU.DE and 0.40% for SPYJ.DE.

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