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SLUS.DE vs. SPYL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLUS.DE vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SLUS.DE having a 11.22% return and SPYL.DE slightly higher at 11.37%.


SLUS.DE

1D
0.00%
1M
4.81%
YTD
11.22%
6M
10.52%
1Y
25.87%
3Y*
19.85%
5Y*
14.97%
10Y*

SPYL.DE

1D
-0.15%
1M
4.36%
YTD
11.37%
6M
10.86%
1Y
25.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLUS.DE vs. SPYL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SLUS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)
11.22%4.97%33.89%9.99%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
11.37%4.71%32.33%9.54%

Correlation

The correlation between SLUS.DE and SPYL.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2023

0.99

The correlation between SLUS.DE and SPYL.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

SLUS.DE vs. SPYL.DE — Risk / Return Rank

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

SLUS.DE
SLUS.DE Risk / Return Rank: 6262
Overall Rank
SLUS.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SLUS.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SLUS.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SLUS.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
SLUS.DE Martin Ratio Rank: 6161
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 6969
Overall Rank
SPYL.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 7070
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.

SLUS.DE vs. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) 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.


SLUS.DESPYL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

3.05

3.58

-0.52

Martin ratioReturn relative to average drawdown

10.67

12.72

-2.05

SLUS.DE vs. SPYL.DE - Sharpe Ratio Comparison

The current SLUS.DE Sharpe Ratio is 2.07, which is comparable to the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SLUS.DE and SPYL.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


SLUS.DESPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.21

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.54

-0.62

Drawdowns

SLUS.DE vs. SPYL.DE - Drawdown Comparison

The maximum SLUS.DE drawdown since its inception was -33.71%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for SLUS.DE and SPYL.DE.


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Drawdown Indicators


SLUS.DESPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.71%

-23.27%

-10.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-7.13%

-1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-24.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

Current Drawdown

Current decline from peak

-0.43%

-0.46%

+0.03%

Average Drawdown

Average peak-to-trough decline

-4.84%

-3.24%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.01%

+0.43%

Volatility

SLUS.DE vs. SPYL.DE - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) has a higher volatility of 2.97% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that SLUS.DE'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


SLUS.DESPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

2.66%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

7.57%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

11.52%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

14.61%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

14.61%

+2.97%

SLUS.DE vs. SPYL.DE - Expense Ratio Comparison

SLUS.DE has a 0.07% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SLUS.DE vs. SPYL.DE - Dividend Comparison

SLUS.DE's dividend yield for the trailing twelve months is around 0.62%, while SPYL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
SLUS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)
0.62%0.69%0.84%0.98%1.26%0.79%1.06%1.24%0.20%
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%

Frequently Asked Questions


With a correlation of 0.99, SLUS.DE and SPYL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.07% for SLUS.DE.

SLUS.DE is categorized as Large Cap Blend Equities, while SPYL.DE is S&P 500. SLUS.DE tracks MSCI USA ESG Screened, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for SLUS.DE and 0.03% for SPYL.DE.

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