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SPOT vs. CEBL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPOT vs. CEBL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) and iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPOT achieves a -17.37% return, which is significantly lower than CEBL.DE's 32.10% return.


SPOT

1D
-0.45%
1M
9.82%
YTD
-17.37%
6M
-16.86%
1Y
-32.50%
3Y*
44.21%
5Y*
14.60%
10Y*

CEBL.DE

1D
3.16%
1M
8.12%
YTD
32.10%
6M
36.22%
1Y
57.47%
3Y*
25.16%
5Y*
8.73%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOT vs. CEBL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPOT
Spotify Technology S.A.
-17.37%29.80%138.08%138.01%-66.27%-25.62%110.40%31.76%-31.59%
CEBL.DE
iShares MSCI EM Asia UCITS ETF (Acc)
32.10%34.49%11.82%6.40%-20.19%-6.02%26.44%19.59%-17.16%

Correlation

The correlation between SPOT and CEBL.DE is 0.02, 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

0.02

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

0.12

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

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2018

0.27

Over the past year, the correlation between SPOT and CEBL.DE has dropped to 0.02 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

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Return for Risk

SPOT vs. CEBL.DE — Risk / Return Rank

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

SPOT
SPOT Risk / Return Rank: 1414
Overall Rank
SPOT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1414
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1414
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1616
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1616
Martin Ratio Rank

CEBL.DE
CEBL.DE Risk / Return Rank: 8888
Overall Rank
CEBL.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CEBL.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
CEBL.DE Omega Ratio Rank: 8686
Omega Ratio Rank
CEBL.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
CEBL.DE Martin Ratio Rank: 8787
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.

SPOT vs. CEBL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) and iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.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.


SPOTCEBL.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.36

Sortino ratioReturn per unit of downside risk

-4.38

Omega ratioGain probability vs. loss probability

0.89

1.46

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.70

4.19

-4.89

Martin ratioReturn relative to average drawdown

-1.19

14.98

-16.17

SPOT vs. CEBL.DE - Sharpe Ratio Comparison

The current SPOT Sharpe Ratio is -0.72, which is lower than the CEBL.DE Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of SPOT and CEBL.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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Drawdowns

SPOT vs. CEBL.DE - Drawdown Comparison

The maximum SPOT drawdown since its inception was -80.51%, which is greater than CEBL.DE's maximum drawdown of -45.55%. Use the drawdown chart below to compare losses from any high point for SPOT and CEBL.DE.


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Drawdown Indicators


SPOTCEBL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-80.51%

-45.55%

-34.96%

Max Drawdown (1Y)

Largest decline over 1 year

-46.80%

-13.64%

-33.16%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

-20.13%

-26.67%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

-41.20%

-35.19%

Max Drawdown (10Y)

Largest decline over 10 years

-45.55%

Current Drawdown

Current decline from peak

-38.16%

-1.72%

-36.44%

Average Drawdown

Average peak-to-trough decline

-30.87%

-14.71%

-16.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.26%

3.82%

+23.44%

Volatility

SPOT vs. CEBL.DE - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 16.26% compared to iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) at 8.60%. This indicates that SPOT's price experiences larger fluctuations and is considered to be riskier than CEBL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPOTCEBL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.26%

8.60%

+7.66%

Volatility (6M)

Calculated over the trailing 6-month period

37.24%

18.82%

+18.42%

Volatility (1Y)

Calculated over the trailing 1-year period

45.34%

21.69%

+23.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.55%

20.52%

+27.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.35%

20.16%

+27.19%

Dividends

SPOT vs. CEBL.DE - Dividend Comparison

Neither SPOT nor CEBL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPOT and CEBL.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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