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M9SD.DE vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

M9SD.DE vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

M9SD.DE is traded in EUR, while SPMO is traded in USD. To make them comparable, the SPMO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, M9SD.DE achieves a 3.74% return, which is significantly lower than SPMO's 29.91% return. Over the past 10 years, M9SD.DE has underperformed SPMO with an annualized return of 12.24%, while SPMO has yielded a comparatively higher 20.51% annualized return.


M9SD.DE

1D
1.07%
1M
1.31%
YTD
3.74%
6M
11.49%
1Y
70.45%
3Y*
40.66%
5Y*
20.23%
10Y*
12.24%

SPMO

1D
-1.59%
1M
11.58%
YTD
29.91%
6M
27.84%
1Y
41.51%
3Y*
38.49%
5Y*
25.07%
10Y*
20.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

M9SD.DE vs. SPMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
M9SD.DE
Market Access NYSE Arca Gold Bugs UCITS ETF
3.74%130.74%20.64%2.95%-2.13%-8.52%14.07%50.51%-13.27%-11.82%
SPMO
Invesco S&P 500 Momentum ETF
29.91%11.56%55.44%14.03%-4.90%31.82%17.68%28.77%3.73%12.06%

Correlation

The correlation between M9SD.DE and SPMO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.06

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2015

0.03

The correlation between M9SD.DE and SPMO shifts across timeframes, from 0.03 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

M9SD.DE vs. SPMO — Risk / Return Rank

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

M9SD.DE
M9SD.DE Risk / Return Rank: 4646
Overall Rank
M9SD.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
M9SD.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
M9SD.DE Omega Ratio Rank: 4444
Omega Ratio Rank
M9SD.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
M9SD.DE Martin Ratio Rank: 4141
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 7575
Overall Rank
SPMO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPMO Omega Ratio Rank: 7575
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPMO Martin Ratio Rank: 7373
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.

M9SD.DE vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE) and Invesco S&P 500 Momentum ETF (SPMO). 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.


M9SD.DESPMODifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

2.56

3.59

-1.02

Martin ratioReturn relative to average drawdown

6.47

11.70

-5.23

M9SD.DE vs. SPMO - Sharpe Ratio Comparison

The current M9SD.DE Sharpe Ratio is 1.65, which is comparable to the SPMO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of M9SD.DE and SPMO, 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


M9SD.DESPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

2.35

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.29

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.99

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.96

-0.83

Drawdowns

M9SD.DE vs. SPMO - Drawdown Comparison

The maximum M9SD.DE drawdown since its inception was -80.12%, which is greater than SPMO's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for M9SD.DE and SPMO.


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Drawdown Indicators


M9SD.DESPMODifference

Max Drawdown

Largest peak-to-trough decline

-80.12%

-32.02%

-48.10%

Max Drawdown (1Y)

Largest decline over 1 year

-27.35%

-11.63%

-15.72%

Max Drawdown (3Y)

Largest decline over 3 years

-27.35%

-25.02%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-39.62%

-25.02%

-14.60%

Max Drawdown (10Y)

Largest decline over 10 years

-55.80%

-32.02%

-23.78%

Current Drawdown

Current decline from peak

-22.37%

-1.59%

-20.78%

Average Drawdown

Average peak-to-trough decline

-42.59%

-4.51%

-38.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.84%

3.56%

+7.28%

Volatility

M9SD.DE vs. SPMO - Volatility Comparison

Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE) has a higher volatility of 13.40% compared to Invesco S&P 500 Momentum ETF (SPMO) at 6.79%. This indicates that M9SD.DE's price experiences larger fluctuations and is considered to be riskier than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


M9SD.DESPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.40%

6.79%

+6.61%

Volatility (6M)

Calculated over the trailing 6-month period

33.87%

13.70%

+20.17%

Volatility (1Y)

Calculated over the trailing 1-year period

42.57%

17.73%

+24.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.36%

19.48%

+14.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.73%

20.88%

+13.85%

M9SD.DE vs. SPMO - Expense Ratio Comparison

M9SD.DE has a 0.65% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Dividends

M9SD.DE vs. SPMO - Dividend Comparison

M9SD.DE has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.66%.


PositionTTM20252024202320222021202020192018201720162015
M9SD.DE
Market Access NYSE Arca Gold Bugs 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%
SPMO
Invesco S&P 500 Momentum ETF
0.66%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Frequently Asked Questions


M9SD.DE and SPMO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPMO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPMO is cheaper with a 0.13% expense ratio, compared with 0.65% for M9SD.DE.

M9SD.DE is categorized as Precious Metals, while SPMO is Momentum. M9SD.DE tracks NYSE Arca Gold BUGS, while SPMO tracks S&P 500 Momentum Index. They also come from different issuers: China Post Global and Invesco. Their fees differ too: 0.65% for M9SD.DE and 0.13% for SPMO.

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