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S188.DE vs. SPSM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

S188.DE vs. SPSM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SMT Scharf AG (S188.DE) and SPDR Portfolio S&P 600 Small Cap ETF (SPSM). The values are adjusted to include any dividend payments, if applicable.

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S188.DE vs. SPSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S188.DE
SMT Scharf AG
44.35%-17.76%12.50%-44.83%-18.31%68.64%-13.20%-15.25%-20.65%7.36%
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
5.77%-6.48%15.71%12.63%-10.92%36.15%2.48%28.70%-7.00%1.25%
Different Trading Currencies

S188.DE is traded in EUR, while SPSM is traded in USD. To make them comparable, the SPSM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, S188.DE achieves a 44.35% return, which is significantly higher than SPSM's 5.77% return. Over the past 10 years, S188.DE has underperformed SPSM with an annualized return of -2.37%, while SPSM has yielded a comparatively higher 9.95% annualized return.


S188.DE

1D
0.61%
1M
17.73%
YTD
44.35%
6M
6.41%
1Y
18.72%
3Y*
-6.63%
5Y*
0.82%
10Y*
-2.37%

SPSM

1D
0.56%
1M
-3.07%
YTD
5.77%
6M
7.15%
1Y
12.87%
3Y*
8.39%
5Y*
4.67%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

S188.DE vs. SPSM — Risk / Return Rank

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

S188.DE
S188.DE Risk / Return Rank: 5353
Overall Rank
S188.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
S188.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
S188.DE Omega Ratio Rank: 5454
Omega Ratio Rank
S188.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
S188.DE Martin Ratio Rank: 5050
Martin Ratio Rank

SPSM
SPSM Risk / Return Rank: 5252
Overall Rank
SPSM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPSM Sortino Ratio Rank: 5252
Sortino Ratio Rank
SPSM Omega Ratio Rank: 4848
Omega Ratio Rank
SPSM Calmar Ratio Rank: 5454
Calmar Ratio Rank
SPSM Martin Ratio Rank: 5656
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.

S188.DE vs. SPSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMT Scharf AG (S188.DE) and SPDR Portfolio S&P 600 Small Cap ETF (SPSM). 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.


S188.DESPSMDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.53

-0.08

Sortino ratio

Return per unit of downside risk

1.04

0.88

+0.17

Omega ratio

Gain probability vs. loss probability

1.13

1.12

+0.01

Calmar ratio

Return relative to maximum drawdown

0.50

0.81

-0.31

Martin ratio

Return relative to average drawdown

0.87

2.96

-2.09

S188.DE vs. SPSM - Sharpe Ratio Comparison

The current S188.DE Sharpe Ratio is 0.45, which is comparable to the SPSM Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of S188.DE and SPSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


S188.DESPSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.53

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.22

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.43

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.44

-0.42

Correlation

The correlation between S188.DE and SPSM is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

S188.DE vs. SPSM - Dividend Comparison

S188.DE's dividend yield for the trailing twelve months is around 2.53%, more than SPSM's 1.58% yield.


TTM20252024202320222021202020192018201720162015
S188.DE
SMT Scharf AG
2.53%3.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
1.58%1.62%1.85%1.61%1.38%1.40%1.34%1.58%1.82%1.51%1.49%2.37%

Drawdowns

S188.DE vs. SPSM - Drawdown Comparison

The maximum S188.DE drawdown since its inception was -77.46%, which is greater than SPSM's maximum drawdown of -41.38%. Use the drawdown chart below to compare losses from any high point for S188.DE and SPSM.


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Drawdown Indicators


S188.DESPSMDifference

Max Drawdown

Largest peak-to-trough decline

-77.46%

-42.89%

-34.57%

Max Drawdown (1Y)

Largest decline over 1 year

-39.01%

-14.82%

-24.19%

Max Drawdown (5Y)

Largest decline over 5 years

-65.09%

-27.94%

-37.15%

Max Drawdown (10Y)

Largest decline over 10 years

-68.04%

-42.89%

-25.15%

Current Drawdown

Current decline from peak

-65.28%

-5.18%

-60.10%

Average Drawdown

Average peak-to-trough decline

-39.92%

-8.02%

-31.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.45%

3.68%

+18.77%

Volatility

S188.DE vs. SPSM - Volatility Comparison

SMT Scharf AG (S188.DE) has a higher volatility of 23.27% compared to SPDR Portfolio S&P 600 Small Cap ETF (SPSM) at 5.32%. This indicates that S188.DE's price experiences larger fluctuations and is considered to be riskier than SPSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S188.DESPSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.27%

5.32%

+17.95%

Volatility (6M)

Calculated over the trailing 6-month period

31.68%

13.18%

+18.50%

Volatility (1Y)

Calculated over the trailing 1-year period

41.48%

24.56%

+16.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.86%

21.12%

+19.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.20%

23.29%

+13.91%