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SPXS.MI vs. SPYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS.MI vs. SPYM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF (SPXS.MI) and State Street SPDR Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPXS.MI is traded in EUR, while SPYM is traded in USD. To make them comparable, the SPYM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPXS.MI achieves a 11.42% return, which is significantly lower than SPYM's 12.63% return. Both investments have delivered pretty close results over the past 10 years, with SPXS.MI having a 15.17% annualized return and SPYM not far ahead at 15.31%.


SPXS.MI

1D
-0.11%
1M
5.27%
YTD
11.42%
6M
11.54%
1Y
25.86%
3Y*
19.09%
5Y*
14.98%
10Y*
15.17%

SPYM

1D
0.20%
1M
5.30%
YTD
12.63%
6M
11.55%
1Y
26.44%
3Y*
19.41%
5Y*
15.05%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS.MI vs. SPYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXS.MI
Invesco S&P 500 UCITS ETF
11.42%4.51%33.86%22.52%-14.49%41.21%7.76%34.77%-0.95%6.04%
SPYM
State Street SPDR Portfolio S&P 500 ETF
12.63%3.81%33.25%22.46%-13.01%38.41%8.72%34.98%-0.31%6.39%

Correlation

The correlation between SPXS.MI and SPYM is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.60

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

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

0.54

The correlation between SPXS.MI and SPYM shifts across timeframes, from 0.54 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPXS.MI vs. SPYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPXS.MI
SPXS.MI Risk / Return Rank: 7171
Overall Rank
SPXS.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPXS.MI Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPXS.MI Omega Ratio Rank: 7272
Omega Ratio Rank
SPXS.MI Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPXS.MI Martin Ratio Rank: 7171
Martin Ratio Rank

SPYM
SPYM Risk / Return Rank: 7474
Overall Rank
SPYM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPYM Omega Ratio Rank: 7575
Omega Ratio Rank
SPYM Calmar Ratio Rank: 6666
Calmar Ratio Rank
SPYM Martin Ratio Rank: 7878
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.

SPXS.MI vs. SPYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXS.MI) and State Street SPDR Portfolio S&P 500 ETF (SPYM). 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.


SPXS.MISPYMDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratioReturn relative to maximum drawdown

3.70

3.61

+0.09

Martin ratioReturn relative to average drawdown

13.16

13.67

-0.51

SPXS.MI vs. SPYM - Sharpe Ratio Comparison

The current SPXS.MI Sharpe Ratio is 2.26, which is comparable to the SPYM Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SPXS.MI and SPYM, 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


SPXS.MISPYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.18

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.91

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.83

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.64

+0.31

Drawdowns

SPXS.MI vs. SPYM - Drawdown Comparison

The maximum SPXS.MI drawdown since its inception was -33.57%, smaller than the maximum SPYM drawdown of -48.90%. Use the drawdown chart below to compare losses from any high point for SPXS.MI and SPYM.


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Drawdown Indicators


SPXS.MISPYMDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-48.90%

+15.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-7.36%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-23.83%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-23.83%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.57%

-33.37%

-0.20%

Current Drawdown

Current decline from peak

-0.40%

-0.19%

-0.21%

Average Drawdown

Average peak-to-trough decline

-4.35%

-7.65%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.94%

+0.02%

Volatility

SPXS.MI vs. SPYM - Volatility Comparison

Invesco S&P 500 UCITS ETF (SPXS.MI) has a higher volatility of 2.68% compared to State Street SPDR Portfolio S&P 500 ETF (SPYM) at 2.15%. This indicates that SPXS.MI's price experiences larger fluctuations and is considered to be riskier than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXS.MISPYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.15%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

8.55%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

11.44%

12.21%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

16.69%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

18.52%

-2.21%

SPXS.MI vs. SPYM - Expense Ratio Comparison

SPXS.MI has a 0.05% expense ratio, which is higher than SPYM's 0.02% 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

SPXS.MI vs. SPYM - Dividend Comparison

SPXS.MI has not paid dividends to shareholders, while SPYM's dividend yield for the trailing twelve months is around 0.99%.


PositionTTM20252024202320222021202020192018201720162015
SPXS.MI
Invesco S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYM
State Street SPDR Portfolio S&P 500 ETF
0.99%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%

Frequently Asked Questions


SPXS.MI and SPYM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYM is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYM is cheaper with a 0.02% expense ratio, compared with 0.05% for SPXS.MI.

Both ETFs track S&P 500 Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.05% for SPXS.MI and 0.02% for SPYM.

Portfolio Optimizer

Find the right allocation for SPXS.MI and SPYM

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