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SPY1.DE vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SPY1.DE vs. FXAIX

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) and Fidelity 500 Index Fund (FXAIX).

SPY1.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Low Volatility. It was launched on Oct 3, 2012. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988. Both SPY1.DE and FXAIX 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

SPY1.DE vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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SPY1.DE vs. FXAIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF		3.53%-7.26%20.46%-3.91%0.94%34.70%-10.69%29.65%3.67%2.32%
FXAIX
Fidelity 500 Index Fund		-2.76%3.86%33.27%22.50%-13.06%38.33%8.66%34.45%0.06%6.85%
Different Trading Currencies

SPY1.DE is traded in EUR, while FXAIX is traded in USD. To make them comparable, the FXAIX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPY1.DE achieves a 3.53% return, which is significantly higher than FXAIX's -2.76% return. Over the past 10 years, SPY1.DE has underperformed FXAIX with an annualized return of 7.69%, while FXAIX has yielded a comparatively higher 13.92% annualized return.

SPY1.DE

1D
0.01%
1M
-4.44%
YTD
3.53%
6M
2.22%
1Y
-7.07%
3Y*
5.13%
5Y*
6.75%
10Y*
7.69%

FXAIX

1D
2.09%
1M
-3.92%
YTD
-2.76%
6M
-0.64%
1Y
9.58%
3Y*
15.82%
5Y*
12.21%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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SPDR S&P 500 Low Volatility UCITS ETF

Fidelity 500 Index Fund

Often compared with SPY1.DE:
SPY1.DE vs. SPYSPY1.DE vs. VOOSPY1.DE vs. VOOGSPY1.DE vs. FNCMXSPY1.DE vs. AAPLSPY1.DE vs. USMVSPY1.DE vs. VDIV.DE
Often compared with FXAIX:
FXAIX vs. VOOFXAIX vs. SPYFXAIX vs. FZROXFXAIX vs. FSKAXFXAIX vs. FNILXFXAIX vs. FSPGXFXAIX vs. FCNTX

SPY1.DE vs. FXAIX - Expense Ratio Comparison

SPY1.DE has a 0.35% expense ratio, which is higher than FXAIX's 0.02% expense ratio.

SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
FXAIX
Fidelity 500 Index Fund

Return for Risk

SPY1.DE vs. FXAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPY1.DE
SPY1.DE Risk / Return Rank: 33
Overall Rank
SPY1.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 33
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 33
Martin Ratio Rank
FXAIX
FXAIX Risk / Return Rank: 6060
Overall Rank
FXAIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5656
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 7676
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.

SPY1.DE vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) and Fidelity 500 Index Fund (FXAIX). 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.

SPY1.DEFXAIXDifference

Sharpe ratio

Return per unit of total volatility

-0.53

0.50

-1.03

Sortino ratio

Return per unit of downside risk

-0.62

0.82

-1.44

Omega ratio

Gain probability vs. loss probability

0.92

1.13

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.72

0.77

-1.49

Martin ratio

Return relative to average drawdown

-1.09

3.27

-4.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPY1.DE vs. FXAIX - Sharpe Ratio Comparison

The current SPY1.DE Sharpe Ratio is -0.53, which is lower than the FXAIX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SPY1.DE and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SPY1.DEFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

0.50

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.73

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.75

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.85

-0.14

Correlation

The correlation between SPY1.DE and FXAIX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SPY1.DE vs. FXAIX - Dividend Comparison

SPY1.DE has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.16%.

TTM20252024202320222021202020192018201720162015
SPY1.DE
SPDR S&P 500 Low Volatility 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%
FXAIX
Fidelity 500 Index Fund		1.16%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

SPY1.DE vs. FXAIX - Drawdown Comparison

The maximum SPY1.DE drawdown since its inception was -35.30%, which is greater than FXAIX's maximum drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for SPY1.DE and FXAIX.

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Drawdown Indicators

SPY1.DEFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.30%

-33.79%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-12.13%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

-24.50%

+8.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

-33.79%

-1.51%

Current Drawdown

Current decline from peak

-10.12%

-6.23%

-3.89%

Average Drawdown

Average peak-to-trough decline

-6.11%

-3.83%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

2.53%

+3.67%

Volatility

SPY1.DE vs. FXAIX - Volatility Comparison

The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) is 3.33%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.35%. This indicates that SPY1.DE experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SPY1.DEFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

4.35%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

9.91%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

20.69%

-7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

16.83%

-4.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.99%

18.64%

-4.65%