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

Performance

SPPE.DE vs. UQAB.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 S&P 500 Paris-Aligned Climate UCITS ETF USD Acc (UQAB.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 9.05% return, which is significantly higher than UQAB.DE's 7.73% return.


SPPE.DE

1D
-0.02%
1M
4.39%
YTD
9.05%
6M
9.84%
1Y
24.85%
3Y*
19.65%
5Y*
11.18%
10Y*

UQAB.DE

1D
0.35%
1M
5.54%
YTD
7.73%
6M
8.07%
1Y
19.95%
3Y*
17.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SPPE.DE
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating
9.05%15.34%23.21%23.17%-18.60%
UQAB.DE
iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc
7.73%2.75%33.33%26.71%-14.98%

Correlation

The correlation between SPPE.DE and UQAB.DE is 0.80, 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

0.80

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

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2022

0.83

The correlation between SPPE.DE and UQAB.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

SPPE.DE vs. UQAB.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: 6565
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: 6565
Omega Ratio Rank
SPPE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPPE.DE Martin Ratio Rank: 6767
Martin Ratio Rank

UQAB.DE
UQAB.DE Risk / Return Rank: 4747
Overall Rank
UQAB.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UQAB.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
UQAB.DE Omega Ratio Rank: 5151
Omega Ratio Rank
UQAB.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
UQAB.DE Martin Ratio Rank: 4444
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. UQAB.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 S&P 500 Paris-Aligned Climate UCITS ETF USD Acc (UQAB.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.DEUQAB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

2.87

2.10

+0.77

Martin ratioReturn relative to average drawdown

12.22

7.07

+5.15

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

The current SPPE.DE Sharpe Ratio is 2.12, which is comparable to the UQAB.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of SPPE.DE and UQAB.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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Sharpe Ratios by Period


SPPE.DEUQAB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.70

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.75

+0.05

Drawdowns

SPPE.DE vs. UQAB.DE - Drawdown Comparison

The maximum SPPE.DE drawdown since its inception was -34.07%, which is greater than UQAB.DE's maximum drawdown of -23.20%. Use the drawdown chart below to compare losses from any high point for SPPE.DE and UQAB.DE.


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Drawdown Indicators


SPPE.DEUQAB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.07%

-23.20%

-10.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-9.48%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.41%

-23.20%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

Current Drawdown

Current decline from peak

-0.59%

-0.34%

-0.25%

Average Drawdown

Average peak-to-trough decline

-6.19%

-5.24%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.82%

-0.79%

Volatility

SPPE.DE vs. UQAB.DE - Volatility Comparison

SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) has a higher volatility of 3.07% compared to iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc (UQAB.DE) at 2.72%. This indicates that SPPE.DE's price experiences larger fluctuations and is considered to be riskier than UQAB.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.DEUQAB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

2.72%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

7.96%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

11.68%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

15.55%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

15.55%

+3.09%

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

SPPE.DE has a 0.12% expense ratio, which is higher than UQAB.DE's 0.07% 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%.


Dividends

SPPE.DE vs. UQAB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPPE.DE and UQAB.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UQAB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UQAB.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for SPPE.DE.

SPPE.DE tracks S&P 500 EUR Dynamic Hedged Index, while UQAB.DE tracks S&P 500® Paris-Aligned Climate Sustainability Screened. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for SPPE.DE and 0.07% for UQAB.DE.

Portfolio Optimizer

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