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SPPE.DE vs. 6TVM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPPE.DE vs. 6TVM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE). The values are adjusted to include any dividend payments, if applicable.

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SPPE.DE vs. 6TVM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPPE.DE
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating
-4.75%15.34%23.21%23.17%-21.69%28.48%15.08%29.99%-10.40%
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
-2.97%4.72%32.59%22.48%-14.18%40.78%-90.41%32.64%-9.47%

Returns By Period

In the year-to-date period, SPPE.DE achieves a -4.75% return, which is significantly lower than 6TVM.DE's -2.97% return.


SPPE.DE

1D
2.53%
1M
-3.90%
YTD
-4.75%
6M
-1.98%
1Y
15.55%
3Y*
16.25%
5Y*
9.34%
10Y*

6TVM.DE

1D
1.77%
1M
-3.06%
YTD
-2.97%
6M
-0.02%
1Y
10.08%
3Y*
16.15%
5Y*
12.18%
10Y*
-10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPPE.DE vs. 6TVM.DE - Expense Ratio Comparison

SPPE.DE has a 0.12% expense ratio, which is higher than 6TVM.DE's 0.05% 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%.


Return for Risk

SPPE.DE vs. 6TVM.DE — Risk / Return Rank

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

SPPE.DE
SPPE.DE Risk / Return Rank: 5555
Overall Rank
SPPE.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPPE.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
SPPE.DE Omega Ratio Rank: 5151
Omega Ratio Rank
SPPE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPPE.DE Martin Ratio Rank: 6262
Martin Ratio Rank

6TVM.DE
6TVM.DE Risk / Return Rank: 3434
Overall Rank
6TVM.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
6TVM.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
6TVM.DE Omega Ratio Rank: 3030
Omega Ratio Rank
6TVM.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
6TVM.DE Martin Ratio Rank: 4141
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.

SPPE.DE vs. 6TVM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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.


SPPE.DE6TVM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.59

+0.40

Sortino ratio

Return per unit of downside risk

1.45

0.89

+0.56

Omega ratio

Gain probability vs. loss probability

1.21

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.73

1.20

+0.53

Martin ratio

Return relative to average drawdown

7.03

4.39

+2.65

SPPE.DE vs. 6TVM.DE - Sharpe Ratio Comparison

The current SPPE.DE Sharpe Ratio is 0.98, which is higher than the 6TVM.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of SPPE.DE and 6TVM.DE, 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


SPPE.DE6TVM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.59

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.79

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

-0.09

+0.78

Correlation

The correlation between SPPE.DE and 6TVM.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPPE.DE vs. 6TVM.DE - Dividend Comparison

SPPE.DE has not paid dividends to shareholders, while 6TVM.DE's dividend yield for the trailing twelve months is around 0.89%.


TTM202520242023202220212020
SPPE.DE
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
0.89%0.86%1.21%0.95%2.04%0.93%0.51%

Drawdowns

SPPE.DE vs. 6TVM.DE - Drawdown Comparison

The maximum SPPE.DE drawdown since its inception was -34.07%, smaller than the maximum 6TVM.DE drawdown of -92.05%. Use the drawdown chart below to compare losses from any high point for SPPE.DE and 6TVM.DE.


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Drawdown Indicators


SPPE.DE6TVM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.07%

-92.05%

+57.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-13.53%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

-23.38%

-2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-92.05%

Current Drawdown

Current decline from peak

-5.81%

-82.42%

+76.61%

Average Drawdown

Average peak-to-trough decline

-6.33%

-33.68%

+27.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.32%

-0.19%

Volatility

SPPE.DE vs. 6TVM.DE - Volatility Comparison

SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) has a higher volatility of 4.95% compared to Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) at 3.81%. This indicates that SPPE.DE's price experiences larger fluctuations and is considered to be riskier than 6TVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPE.DE6TVM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

3.81%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

8.65%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.82%

17.20%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

15.25%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.77%

33.10%

-14.33%