SPY2.DE vs. EPRA.L
Compare and contrast key facts about SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L).
SPY2.DE and EPRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPY2.DE is a passively managed fund by State Street Global Advisors Europe Limited that tracks the performance of the Dow Jones Global Select Real Estate Securities. It was launched on Oct 16, 2019. EPRA.L is a passively managed fund by Amundi that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Nov 11, 2016. Both SPY2.DE and EPRA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPY2.DE or EPRA.L.
Key characteristics
| SPY2.DE | EPRA.L | |
|---|---|---|
| YTD Return | 9.76% | 5.36% |
| 1Y Return | 21.28% | 15.32% |
| 3Y Return (Ann) | -0.82% | -1.90% |
| 5Y Return (Ann) | 1.25% | 0.53% |
| Sharpe Ratio | 1.77 | 1.28 |
| Sortino Ratio | 2.59 | 1.85 |
| Omega Ratio | 1.32 | 1.23 |
| Calmar Ratio | 0.68 | 0.71 |
| Martin Ratio | 8.64 | 4.51 |
| Ulcer Index | 2.58% | 3.38% |
| Daily Std Dev | 13.04% | 12.44% |
| Max Drawdown | -42.59% | -35.65% |
| Current Drawdown | -17.54% | -8.35% |
Correlation
The correlation between SPY2.DE and EPRA.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SPY2.DE vs. EPRA.L - Performance Comparison
In the year-to-date period, SPY2.DE achieves a 9.76% return, which is significantly higher than EPRA.L's 5.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPY2.DE vs. EPRA.L - Expense Ratio Comparison
SPY2.DE has a 0.40% expense ratio, which is higher than EPRA.L's 0.10% expense ratio.
Risk-Adjusted Performance
SPY2.DE vs. EPRA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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.
Dividends
SPY2.DE vs. EPRA.L - Dividend Comparison
Neither SPY2.DE nor EPRA.L has paid dividends to shareholders.
Drawdowns
SPY2.DE vs. EPRA.L - Drawdown Comparison
The maximum SPY2.DE drawdown since its inception was -42.59%, which is greater than EPRA.L's maximum drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for SPY2.DE and EPRA.L. For additional features, visit the drawdowns tool.
Volatility
SPY2.DE vs. EPRA.L - Volatility Comparison
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) have volatilities of 3.99% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.