SPPY.DE vs. S5SD.L
SPPY.DE (State Street SPDR S&P 500 Leaders UCITS ETF) and S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) are both S&P 500 funds - SPPY.DE tracks the S&P 500 Scored & Screened Leaders Index while S5SD.L tracks the S&P 500 Index. Both are passively managed. Over the past year, SPPY.DE returned 28.37% vs 26.83% for S5SD.L. Their correlation of 0.93 suggests significant overlap in exposure. SPPY.DE charges 0.10%/yr vs 0.12%/yr for S5SD.L.
Performance
SPPY.DE vs. S5SD.L - Performance Comparison
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Different Trading Currencies
SPPY.DE is traded in EUR, while S5SD.L is traded in GBp. To make them comparable, the S5SD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPPY.DE achieves a 11.08% return, which is significantly higher than S5SD.L's 10.09% return.
SPPY.DE
- 1D
- 0.58%
- 1M
- 5.11%
- YTD
- 11.08%
- 6M
- 11.71%
- 1Y
- 28.37%
- 3Y*
- 18.87%
- 5Y*
- 15.63%
- 10Y*
- —
S5SD.L
- 1D
- -0.52%
- 1M
- 4.93%
- YTD
- 10.09%
- 6M
- 10.71%
- 1Y
- 26.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPPY.DE vs. S5SD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPPY.DE State Street SPDR S&P 500 Leaders UCITS ETF | 11.08% | 26.26% |
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | 10.09% | 24.63% |
Correlation
The correlation between SPPY.DE and S5SD.L is 0.95, 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 | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.93 |
The correlation between SPPY.DE and S5SD.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
SPPY.DE vs. S5SD.L — Risk / Return Rank
SPPY.DE
S5SD.L
SPPY.DE vs. S5SD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L). 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.
| SPPY.DE | S5SD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.45 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 3.64 | +0.57 |
| Martin ratioReturn relative to average drawdown | 16.03 | 13.92 | +2.11 |
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
| SPPY.DE | S5SD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 2.42 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 2.74 | -1.82 |
Drawdowns
SPPY.DE vs. S5SD.L - Drawdown Comparison
The maximum SPPY.DE drawdown since its inception was -33.31%, which is greater than S5SD.L's maximum drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for SPPY.DE and S5SD.L.
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Drawdown Indicators
| SPPY.DE | S5SD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.31% | -7.37% | -25.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -7.37% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -23.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.82% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.52% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -1.30% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.93% | -0.16% |
Volatility
SPPY.DE vs. S5SD.L - Volatility Comparison
State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) has a higher volatility of 2.69% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) at 2.42%. This indicates that SPPY.DE's price experiences larger fluctuations and is considered to be riskier than S5SD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPPY.DE | S5SD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.42% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 7.40% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.62% | 11.21% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 12.17% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 12.17% | +5.40% |
SPPY.DE vs. S5SD.L - Expense Ratio Comparison
SPPY.DE has a 0.10% expense ratio, which is lower than S5SD.L's 0.12% 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
SPPY.DE vs. S5SD.L - Dividend Comparison
Neither SPPY.DE nor S5SD.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, SPPY.DE and S5SD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SPPY.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPY.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for S5SD.L.
SPPY.DE tracks S&P 500 Scored & Screened Leaders Index, while S5SD.L tracks S&P 500 Index. They also come from different issuers: State Street and UBS. Their fees differ too: 0.10% for SPPY.DE and 0.12% for S5SD.L.
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