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SPY2.DE vs. R8T.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY2.DE vs. R8T.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and abrdn Future Real Estate UCITS ETF (R8T.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, SPY2.DE achieves a 8.38% return, which is significantly higher than R8T.DE's 5.83% return.


SPY2.DE

1D
0.10%
1M
-0.62%
YTD
8.38%
6M
7.13%
1Y
10.21%
3Y*
5.92%
5Y*
2.27%
10Y*

R8T.DE

1D
-0.18%
1M
-1.10%
YTD
5.83%
6M
5.46%
1Y
5.91%
3Y*
3.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY2.DE vs. R8T.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
8.38%-2.42%5.09%5.15%
R8T.DE
abrdn Future Real Estate UCITS ETF
5.83%-3.97%2.59%5.29%

Correlation

The correlation between SPY2.DE and R8T.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2023

0.94

The correlation between SPY2.DE and R8T.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

SPY2.DE vs. R8T.DE — Risk / Return Rank

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

SPY2.DE
SPY2.DE Risk / Return Rank: 2727
Overall Rank
SPY2.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SPY2.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPY2.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SPY2.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPY2.DE Martin Ratio Rank: 3030
Martin Ratio Rank

R8T.DE
R8T.DE Risk / Return Rank: 1414
Overall Rank
R8T.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
R8T.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
R8T.DE Omega Ratio Rank: 1818
Omega Ratio Rank
R8T.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
R8T.DE Martin Ratio Rank: 1212
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.

SPY2.DE vs. R8T.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and abrdn Future Real Estate UCITS ETF (R8T.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.


SPY2.DER8T.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.16

1.11

+0.06

Calmar ratioReturn relative to maximum drawdown

1.48

0.32

+1.16

Martin ratioReturn relative to average drawdown

4.38

0.55

+3.83

SPY2.DE vs. R8T.DE - Sharpe Ratio Comparison

The current SPY2.DE Sharpe Ratio is 0.89, which is higher than the R8T.DE Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of SPY2.DE and R8T.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


SPY2.DER8T.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.24

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.16

-0.10

Drawdowns

SPY2.DE vs. R8T.DE - Drawdown Comparison

The maximum SPY2.DE drawdown since its inception was -42.59%, which is greater than R8T.DE's maximum drawdown of -21.76%. Use the drawdown chart below to compare losses from any high point for SPY2.DE and R8T.DE.


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Drawdown Indicators


SPY2.DER8T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-21.76%

-20.83%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-18.35%

+11.49%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-21.76%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.72%

Current Drawdown

Current decline from peak

-7.69%

-11.79%

+4.10%

Average Drawdown

Average peak-to-trough decline

-15.50%

-7.54%

-7.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

10.72%

-8.39%

Volatility

SPY2.DE vs. R8T.DE - Volatility Comparison

The current volatility for SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) is 2.82%, while abrdn Future Real Estate UCITS ETF (R8T.DE) has a volatility of 2.99%. This indicates that SPY2.DE experiences smaller price fluctuations and is considered to be less risky than R8T.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPY2.DER8T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.99%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

9.05%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

24.56%

-13.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

18.55%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

18.55%

+1.36%

SPY2.DE vs. R8T.DE - Expense Ratio Comparison

Both SPY2.DE and R8T.DE have an expense ratio of 0.40%.


Dividends

SPY2.DE vs. R8T.DE - Dividend Comparison

Neither SPY2.DE nor R8T.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, SPY2.DE and R8T.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPY2.DE and R8T.DE have the same expense ratio: 0.40% per year.

They also come from different issuers: State Street and abrdn.

Portfolio Optimizer

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