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SPPC.DE vs. SPYW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPPC.DE vs. SPYW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street Blackstone Euro AAA CLO UCITS ETF (Acc) (SPPC.DE) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE). The values are adjusted to include any dividend payments, if applicable.

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SPPC.DE vs. SPYW.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SPPC.DE achieves a 0.55% return, which is significantly lower than SPYW.DE's 4.41% return.


SPPC.DE

1D
0.07%
1M
-0.12%
YTD
0.55%
6M
1.21%
1Y
3Y*
5Y*
10Y*

SPYW.DE

1D
1.73%
1M
-1.92%
YTD
4.41%
6M
7.53%
1Y
12.87%
3Y*
13.79%
5Y*
8.74%
10Y*
7.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPPC.DE vs. SPYW.DE - Expense Ratio Comparison

SPPC.DE has a 0.25% expense ratio, which is lower than SPYW.DE's 0.30% expense ratio.


Return for Risk

SPPC.DE vs. SPYW.DE — Risk / Return Rank

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

SPPC.DE

SPYW.DE
SPYW.DE Risk / Return Rank: 4949
Overall Rank
SPYW.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 5252
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 4848
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.

SPPC.DE vs. SPYW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Blackstone Euro AAA CLO UCITS ETF (Acc) (SPPC.DE) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SPPC.DE vs. SPYW.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPPC.DESPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

3.62

0.53

+3.09

Correlation

The correlation between SPPC.DE and SPYW.DE is 0.12, 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

SPPC.DE vs. SPYW.DE - Dividend Comparison

SPPC.DE has not paid dividends to shareholders, while SPYW.DE's dividend yield for the trailing twelve months is around 3.63%.


TTM20252024202320222021202020192018201720162015
SPPC.DE
State Street Blackstone Euro AAA CLO UCITS ETF (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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.63%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%

Drawdowns

SPPC.DE vs. SPYW.DE - Drawdown Comparison

The maximum SPPC.DE drawdown since its inception was -0.40%, smaller than the maximum SPYW.DE drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for SPPC.DE and SPYW.DE.


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Drawdown Indicators


SPPC.DESPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.40%

-38.68%

+38.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.97%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

Current Drawdown

Current decline from peak

-0.12%

-3.42%

+3.30%

Average Drawdown

Average peak-to-trough decline

-0.06%

-5.66%

+5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

Volatility

SPPC.DE vs. SPYW.DE - Volatility Comparison


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Volatility by Period


SPPC.DESPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

0.75%

13.60%

-12.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.75%

13.25%

-12.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.75%

14.87%

-14.12%