SPPE.DE vs. SPYU.DE
Compare and contrast key facts about SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) and SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE).
SPPE.DE and SPYU.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. SPYU.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Utilities 20/35 Capped. It was launched on Dec 5, 2014. Both SPPE.DE and SPYU.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. SPYU.DE - Performance Comparison
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SPPE.DE vs. SPYU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPPE.DE SPDR S&P 500 UCITS ETF EUR Hedged Accumulating | -5.09% | 15.34% | 23.21% | 23.17% | -21.69% | 28.48% | 15.08% | 29.99% | -10.40% |
SPYU.DE SPDR MSCI Europe Utilities UCITS ETF | 17.92% | 34.39% | 0.99% | 13.57% | -7.97% | 8.80% | 11.01% | 31.91% | -0.49% |
Returns By Period
In the year-to-date period, SPPE.DE achieves a -5.09% return, which is significantly lower than SPYU.DE's 17.92% return.
SPPE.DE
- 1D
- -0.35%
- 1M
- -3.11%
- YTD
- -5.09%
- 6M
- -2.45%
- 1Y
- 14.57%
- 3Y*
- 15.85%
- 5Y*
- 9.27%
- 10Y*
- —
SPYU.DE
- 1D
- 1.58%
- 1M
- 5.05%
- YTD
- 17.92%
- 6M
- 29.54%
- 1Y
- 41.22%
- 3Y*
- 19.13%
- 5Y*
- 12.71%
- 10Y*
- 11.56%
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SPPE.DE vs. SPYU.DE - Expense Ratio Comparison
SPPE.DE has a 0.12% expense ratio, which is lower than SPYU.DE's 0.18% 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%.
Return for Risk
SPPE.DE vs. SPYU.DE — Risk / Return Rank
SPPE.DE
SPYU.DE
SPPE.DE vs. SPYU.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 SPDR MSCI Europe Utilities UCITS ETF (SPYU.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 | SPYU.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 2.47 | -1.55 |
Sortino ratioReturn per unit of downside risk | 1.37 | 3.02 | -1.65 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.47 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 5.00 | -2.80 |
Martin ratioReturn relative to average drawdown | 9.55 | 15.84 | -6.30 |
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 | SPYU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 2.47 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.79 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.60 | +0.09 |
Correlation
The correlation between SPPE.DE and SPYU.DE is 0.36, 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
SPPE.DE vs. SPYU.DE - Dividend Comparison
Neither SPPE.DE nor SPYU.DE has paid dividends to shareholders.
Drawdowns
SPPE.DE vs. SPYU.DE - Drawdown Comparison
The maximum SPPE.DE drawdown since its inception was -34.07%, roughly equal to the maximum SPYU.DE drawdown of -32.98%. Use the drawdown chart below to compare losses from any high point for SPPE.DE and SPYU.DE.
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Drawdown Indicators
| SPPE.DE | SPYU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -32.98% | -1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -10.25% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -26.07% | -22.28% | -3.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.98% | — |
Current DrawdownCurrent decline from peak | -6.14% | 0.00% | -6.14% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -5.66% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.34% | -0.35% |
Volatility
SPPE.DE vs. SPYU.DE - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) is 4.67%, while SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) has a volatility of 7.22%. This indicates that SPPE.DE experiences smaller price fluctuations and is considered to be less risky than SPYU.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 | SPYU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 7.22% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.81% | 11.13% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 16.59% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 15.85% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.76% | 16.99% | +1.77% |