SEC0.DE vs. SPY
Compare and contrast key facts about iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and SPDR S&P 500 ETF (SPY).
SEC0.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEC0.DE is a passively managed fund by iShares that tracks the performance of the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. It was launched on Aug 5, 2021. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both SEC0.DE and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEC0.DE or SPY.
Key characteristics
| SEC0.DE | SPY | |
|---|---|---|
| YTD Return | 21.28% | 27.16% |
| 1Y Return | 38.41% | 37.73% |
| 3Y Return (Ann) | 11.61% | 10.28% |
| Sharpe Ratio | 1.22 | 3.25 |
| Sortino Ratio | 1.68 | 4.32 |
| Omega Ratio | 1.23 | 1.61 |
| Calmar Ratio | 1.34 | 4.74 |
| Martin Ratio | 3.37 | 21.51 |
| Ulcer Index | 10.00% | 1.85% |
| Daily Std Dev | 27.60% | 12.20% |
| Max Drawdown | -36.91% | -55.19% |
| Current Drawdown | -13.66% | 0.00% |
Correlation
The correlation between SEC0.DE and SPY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SEC0.DE vs. SPY - Performance Comparison
In the year-to-date period, SEC0.DE achieves a 21.28% return, which is significantly lower than SPY's 27.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEC0.DE vs. SPY - Expense Ratio Comparison
SEC0.DE has a 0.35% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
SEC0.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and SPDR S&P 500 ETF (SPY). 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.
Dividends
SEC0.DE vs. SPY - Dividend Comparison
SEC0.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SEC0.DE vs. SPY - Drawdown Comparison
The maximum SEC0.DE drawdown since its inception was -36.91%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SEC0.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
SEC0.DE vs. SPY - Volatility Comparison
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a higher volatility of 7.44% compared to SPDR S&P 500 ETF (SPY) at 3.92%. This indicates that SEC0.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.