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SPPE.DE vs. IS31.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPE.DE vs. IS31.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPPE.DE achieves a 8.84% return, which is significantly higher than IS31.DE's 3.15% return.


SPPE.DE

1D
0.11%
1M
0.22%
6M
7.81%
YTD
8.84%
1Y
20.41%
3Y*
17.64%
5Y*
10.46%
10Y*

IS31.DE

1D
0.56%
1M
0.19%
6M
3.15%
YTD
3.15%
1Y
9.40%
3Y*
10.64%
5Y*
5.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPE.DE vs. IS31.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPPE.DE
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating
8.84%15.32%23.27%23.16%-21.71%28.53%15.02%27.80%-8.05%
IS31.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)
3.15%9.27%16.79%6.75%-14.54%23.93%5.67%27.41%-5.76%

Correlation

The correlation between SPPE.DE and IS31.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.82

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

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2018

0.86

The correlation between SPPE.DE and IS31.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

SPPE.DE vs. IS31.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: 6464
Overall Rank
SPPE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPPE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPPE.DE Omega Ratio Rank: 6262
Omega Ratio Rank
SPPE.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPPE.DE Martin Ratio Rank: 6666
Martin Ratio Rank

IS31.DE
IS31.DE Risk / Return Rank: 3636
Overall Rank
IS31.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IS31.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
IS31.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IS31.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
IS31.DE Martin Ratio Rank: 4242
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. IS31.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.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.


SPPE.DEIS31.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratioReturn relative to maximum drawdown

2.34

1.41

+0.93

Martin ratioReturn relative to average drawdown

9.42

5.36

+4.06

SPPE.DE vs. IS31.DE - Sharpe Ratio Comparison

The current SPPE.DE Sharpe Ratio is 1.69, which is higher than the IS31.DE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SPPE.DE and IS31.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

SPPE.DE vs. IS31.DE - Drawdown Comparison

The maximum SPPE.DE drawdown since its inception was -34.33%, roughly equal to the maximum IS31.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for SPPE.DE and IS31.DE.


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Drawdown Indicators


SPPE.DEIS31.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-33.66%

-0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-6.64%

-2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-12.56%

-5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.10%

-20.75%

-5.35%

Current Drawdown

Current decline from peak

-0.76%

-0.46%

-0.30%

Average Drawdown

Average peak-to-trough decline

-5.76%

-4.83%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.75%

+0.41%

Volatility

SPPE.DE vs. IS31.DE - Volatility Comparison

SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) has a higher volatility of 2.73% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) at 2.46%. This indicates that SPPE.DE's price experiences larger fluctuations and is considered to be riskier than IS31.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.DEIS31.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

2.46%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

6.55%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

8.69%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

12.78%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

14.36%

+3.23%

SPPE.DE vs. IS31.DE - Expense Ratio Comparison

SPPE.DE has a 0.12% expense ratio, which is lower than IS31.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPPE.DE vs. IS31.DE - Dividend Comparison

Neither SPPE.DE nor IS31.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPE.DE and IS31.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPPE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPPE.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for IS31.DE.

SPPE.DE tracks S&P 500 EUR Dynamic Hedged Index, while IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged). They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for SPPE.DE and 0.25% for IS31.DE.

Portfolio Optimizer

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