SPY1.DE vs. SPYT.DE
SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) and SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) are both exchange-traded funds - SPY1.DE is a S&P 500 fund tracking the S&P 500 Low Volatility, while SPYT.DE is a Communications Equities fund tracking the MSCI Europe Communication Services 20/35 Capped. Both are passively managed. Over the past 10 years, SPY1.DE returned 7.38%/yr vs 1.75%/yr for SPYT.DE. At a 0.45 correlation, their price movements are largely independent. SPY1.DE charges 0.35%/yr vs 0.18%/yr for SPYT.DE.
Performance
SPY1.DE vs. SPYT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY1.DE achieves a 10.09% return, which is significantly higher than SPYT.DE's -0.83% return. Over the past 10 years, SPY1.DE has outperformed SPYT.DE with an annualized return of 7.38%, while SPYT.DE has yielded a comparatively lower 1.75% annualized return.
SPY1.DE
- 1D
- 0.57%
- 1M
- 7.73%
- 6M
- 11.27%
- YTD
- 10.09%
- 1Y
- 9.44%
- 3Y*
- 6.84%
- 5Y*
- 6.96%
- 10Y*
- 7.38%
SPYT.DE
- 1D
- 0.39%
- 1M
- -3.90%
- 6M
- -0.62%
- YTD
- -0.83%
- 1Y
- -9.67%
- 3Y*
- 8.60%
- 5Y*
- 4.08%
- 10Y*
- 1.75%
SPY1.DE vs. SPYT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 10.09% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.66% | 3.66% | 2.32% |
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | -0.83% | 7.33% | 14.79% | 14.90% | -11.90% | 13.68% | -12.90% | 5.78% | -9.57% | 2.27% |
Correlation
The correlation between SPY1.DE and SPYT.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2012 | 0.45 |
The correlation between SPY1.DE and SPYT.DE shifts across timeframes, from 0.31 (3 years) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPY1.DE vs. SPYT.DE — Risk / Return Rank
SPY1.DE
SPYT.DE
SPY1.DE vs. SPYT.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 SPDR MSCI Europe Communication Services UCITS ETF (SPYT.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPY1.DE | SPYT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.90 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | -0.73 | +2.12 |
| Martin ratioReturn relative to average drawdown | 3.04 | -1.41 | +4.45 |
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Drawdowns
SPY1.DE vs. SPYT.DE - Drawdown Comparison
The maximum SPY1.DE drawdown since its inception was -35.30%, smaller than the maximum SPYT.DE drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for SPY1.DE and SPYT.DE.
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Drawdown Indicators
| SPY1.DE | SPYT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.30% | -49.63% | +14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -13.27% | +6.50% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -14.98% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -16.32% | -20.35% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | -40.06% | +4.76% |
Current DrawdownCurrent decline from peak | -4.43% | -11.96% | +7.53% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -17.12% | +9.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 6.84% | -3.74% |
Volatility
SPY1.DE vs. SPYT.DE - Volatility Comparison
The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) is 3.57%, while SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) has a volatility of 4.96%. This indicates that SPY1.DE experiences smaller price fluctuations and is considered to be less risky than SPYT.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.DE | SPYT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 4.96% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 11.23% | -3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 13.66% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.54% | 13.59% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 15.43% | -0.45% |
SPY1.DE vs. SPYT.DE - Expense Ratio Comparison
SPY1.DE has a 0.35% expense ratio, which is higher than SPYT.DE's 0.18% expense ratio.
Dividends
SPY1.DE vs. SPYT.DE - Dividend Comparison
Neither SPY1.DE nor SPYT.DE has paid dividends to shareholders.
Frequently Asked Questions
SPY1.DE and SPYT.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYT.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for SPY1.DE.
SPY1.DE is categorized as S&P 500, while SPYT.DE is Communications Equities. SPY1.DE tracks S&P 500 Low Volatility, while SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped. Their fees differ too: 0.35% for SPY1.DE and 0.18% for SPYT.DE.
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