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SPY1.DE vs. SP2D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY1.DE vs. SP2D.DE - 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 Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.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, SPY1.DE achieves a 2.00% return, which is significantly lower than SP2D.DE's 10.33% return.


SPY1.DE

1D
-0.18%
1M
-1.34%
YTD
2.00%
6M
1.72%
1Y
-1.53%
3Y*
4.28%
5Y*
5.96%
10Y*
7.35%

SP2D.DE

1D
0.26%
1M
4.45%
YTD
10.33%
6M
10.91%
1Y
17.75%
3Y*
12.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY1.DE vs. SP2D.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
2.00%-7.26%20.46%-3.91%9.17%
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
10.33%-0.81%18.69%10.53%-1.10%

Correlation

The correlation between SPY1.DE and SP2D.DE is 0.54, 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

0.54

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

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.65

The correlation between SPY1.DE and SP2D.DE shifts across timeframes, from 0.54 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPY1.DE vs. SP2D.DE — 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: 77
Overall Rank
SPY1.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 77
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 77
Martin Ratio Rank

SP2D.DE
SP2D.DE Risk / Return Rank: 5454
Overall Rank
SP2D.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SP2D.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
SP2D.DE Omega Ratio Rank: 4747
Omega Ratio Rank
SP2D.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SP2D.DE Martin Ratio Rank: 5959
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. SP2D.DE - 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 Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.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.


SPY1.DESP2D.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

0.98

1.29

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.23

3.47

-3.69

Martin ratioReturn relative to average drawdown

-0.48

10.26

-10.75

SPY1.DE vs. SP2D.DE - Sharpe Ratio Comparison

The current SPY1.DE Sharpe Ratio is -0.15, which is lower than the SP2D.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of SPY1.DE and SP2D.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


SPY1.DESP2D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

1.63

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.57

+0.13

Drawdowns

SPY1.DE vs. SP2D.DE - Drawdown Comparison

The maximum SPY1.DE drawdown since its inception was -35.30%, which is greater than SP2D.DE's maximum drawdown of -22.69%. Use the drawdown chart below to compare losses from any high point for SPY1.DE and SP2D.DE.


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Drawdown Indicators


SPY1.DESP2D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.30%

-22.69%

-12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-5.10%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

-22.69%

+8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-11.45%

0.00%

-11.45%

Average Drawdown

Average peak-to-trough decline

-6.16%

-5.89%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

1.73%

+1.42%

Volatility

SPY1.DE vs. SP2D.DE - Volatility Comparison

SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a higher volatility of 3.46% compared to Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) at 2.09%. This indicates that SPY1.DE's price experiences larger fluctuations and is considered to be riskier than SP2D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPY1.DESP2D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

2.09%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

6.83%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.25%

10.83%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

14.91%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.00%

14.91%

-0.91%

SPY1.DE vs. SP2D.DE - Expense Ratio Comparison

SPY1.DE has a 0.35% expense ratio, which is higher than SP2D.DE's 0.20% expense ratio.


Dividends

SPY1.DE vs. SP2D.DE - Dividend Comparison

SPY1.DE has not paid dividends to shareholders, while SP2D.DE's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM2025202420232022
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.28%1.39%1.34%1.49%1.54%
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPY1.DE and SP2D.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SP2D.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SP2D.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for SPY1.DE.

SPY1.DE tracks S&P 500 Low Volatility, while SP2D.DE tracks S&P 500® Equal Weight. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.35% for SPY1.DE and 0.20% for SP2D.DE.

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