MDLZ vs. SPYL.DE
MDLZ (Mondelez International, Inc.) is a stock, while SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past year, MDLZ returned -2.75% vs 27.18% for SPYL.DE. At a correlation of -0.03, they often move in opposite directions.
Performance
MDLZ vs. SPYL.DE - Performance Comparison
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Different Trading Currencies
MDLZ is traded in USD, while SPYL.DE is traded in EUR. To make them comparable, the SPYL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MDLZ achieves a 18.03% return, which is significantly higher than SPYL.DE's 10.07% return.
MDLZ
- 1D
- -0.58%
- 1M
- 4.22%
- YTD
- 18.03%
- 6M
- 18.65%
- 1Y
- -2.75%
- 3Y*
- -1.98%
- 5Y*
- 2.36%
- 10Y*
- 6.09%
SPYL.DE
- 1D
- -0.04%
- 1M
- 1.77%
- YTD
- 10.07%
- 6M
- 11.42%
- 1Y
- 27.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MDLZ vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 18.03% | -7.03% | -15.30% | 10.04% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 10.07% | 18.21% | 24.76% | 14.39% |
Correlation
The correlation between MDLZ and SPYL.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2023 | -0.03 |
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Return for Risk
MDLZ vs. SPYL.DE — Risk / Return Rank
MDLZ
SPYL.DE
MDLZ vs. SPYL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MDLZ | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.42 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 3.21 | -3.38 |
| Martin ratioReturn relative to average drawdown | -0.30 | 13.71 | -14.01 |
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Drawdowns
MDLZ vs. SPYL.DE - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, which is greater than SPYL.DE's maximum drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for MDLZ and SPYL.DE.
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Drawdown Indicators
| MDLZ | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -19.42% | -23.10% |
Max Drawdown (1Y)Largest decline over 1 year | -25.93% | -8.60% | -17.33% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | — | — |
Current DrawdownCurrent decline from peak | -12.59% | -0.64% | -11.95% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -1.78% | -9.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.70% | 2.02% | +12.68% |
Volatility
MDLZ vs. SPYL.DE - Volatility Comparison
Mondelez International, Inc. (MDLZ) has a higher volatility of 5.46% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.85%. This indicates that MDLZ'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
| MDLZ | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 2.85% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 8.13% | +8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 11.54% | +10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 14.19% | +5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 14.19% | +6.84% |
Dividends
MDLZ vs. SPYL.DE - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.13%, while SPYL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 3.13% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MDLZ and SPYL.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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