SPPE.DE vs. SPPY.DE
Compare and contrast key facts about SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) and State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE).
SPPE.DE and SPPY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPPE.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 EUR Dynamic Hedged Index. It was launched on Oct 31, 2018. SPPY.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Scored & Screened Leaders Index. It was launched on Dec 2, 2019. Both SPPE.DE and SPPY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPPE.DE vs. SPPY.DE - Performance Comparison
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SPPE.DE vs. SPPY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 3.86% |
SPPY.DE State Street SPDR S&P 500 Leaders UCITS ETF | -2.75% | 4.44% | 32.87% | 26.92% | -14.47% | 41.09% | 8.04% | 4.57% |
Returns By Period
In the year-to-date period, SPPE.DE achieves a -4.75% return, which is significantly lower than SPPY.DE's -2.75% 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*
- —
SPPY.DE
- 1D
- 1.74%
- 1M
- -3.68%
- YTD
- -2.75%
- 6M
- 1.44%
- 1Y
- 12.18%
- 3Y*
- 16.92%
- 5Y*
- 13.03%
- 10Y*
- —
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SPPE.DE vs. SPPY.DE - Expense Ratio Comparison
SPPE.DE has a 0.12% expense ratio, which is higher than SPPY.DE's 0.10% 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. SPPY.DE — Risk / Return Rank
SPPE.DE
SPPY.DE
SPPE.DE vs. SPPY.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 State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.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.DE | SPPY.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.71 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.05 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.45 | +0.28 |
Martin ratioReturn relative to average drawdown | 7.03 | 5.58 | +1.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPPE.DE | SPPY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.71 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.83 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.80 | -0.11 |
Correlation
The correlation between SPPE.DE and SPPY.DE is 0.85, 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. SPPY.DE - Dividend Comparison
Neither SPPE.DE nor SPPY.DE has paid dividends to shareholders.
Drawdowns
SPPE.DE vs. SPPY.DE - Drawdown Comparison
The maximum SPPE.DE drawdown since its inception was -34.07%, roughly equal to the maximum SPPY.DE drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for SPPE.DE and SPPY.DE.
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Drawdown Indicators
| SPPE.DE | SPPY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -33.31% | -0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -13.53% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -26.07% | -23.82% | -2.25% |
Current DrawdownCurrent decline from peak | -5.81% | -4.75% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -4.95% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.21% | -0.08% |
Volatility
SPPE.DE vs. SPPY.DE - Volatility Comparison
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) has a higher volatility of 4.95% compared to State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) at 3.99%. This indicates that SPPE.DE's price experiences larger fluctuations and is considered to be riskier than SPPY.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.DE | SPPY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 3.99% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 8.42% | +0.41% |
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% | 15.45% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.77% | 17.72% | +1.05% |