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SPY2.DE vs. RMAX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY2.DE vs. RMAX.TO - 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 Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPY2.DE is traded in EUR, while RMAX.TO is traded in CAD. To make them comparable, the RMAX.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPY2.DE achieves a 14.09% return, which is significantly higher than RMAX.TO's 12.06% return.


SPY2.DE

1D
-0.15%
1M
2.73%
YTD
14.09%
6M
15.32%
1Y
17.87%
3Y*
9.23%
5Y*
2.82%
10Y*

RMAX.TO

1D
-0.13%
1M
2.43%
YTD
12.06%
6M
13.00%
1Y
14.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY2.DE vs. RMAX.TO - Yearly Performance Comparison


2026 (YTD)20252024
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
14.09%-2.41%8.37%
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF
12.06%-2.67%8.13%

Correlation

The correlation between SPY2.DE and RMAX.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2024

0.47

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Return for Risk

SPY2.DE vs. RMAX.TO — 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: 5353
Overall Rank
SPY2.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPY2.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPY2.DE Omega Ratio Rank: 4848
Omega Ratio Rank
SPY2.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPY2.DE Martin Ratio Rank: 5656
Martin Ratio Rank

RMAX.TO
RMAX.TO Risk / Return Rank: 4545
Overall Rank
RMAX.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RMAX.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
RMAX.TO Omega Ratio Rank: 4141
Omega Ratio Rank
RMAX.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
RMAX.TO Martin Ratio Rank: 4040
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. RMAX.TO - 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 Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO). 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.


SPY2.DERMAX.TODifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratioReturn relative to maximum drawdown

2.61

2.41

+0.20

Martin ratioReturn relative to average drawdown

8.72

5.48

+3.25

SPY2.DE vs. RMAX.TO - Sharpe Ratio Comparison

The current SPY2.DE Sharpe Ratio is 1.54, which is higher than the RMAX.TO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SPY2.DE and RMAX.TO, 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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Drawdowns

SPY2.DE vs. RMAX.TO - Drawdown Comparison

The maximum SPY2.DE drawdown since its inception was -45.15%, which is greater than RMAX.TO's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for SPY2.DE and RMAX.TO.


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Drawdown Indicators


SPY2.DERMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.15%

-18.94%

-26.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-5.89%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

Max Drawdown (5Y)

Largest decline over 5 years

-30.75%

Current Drawdown

Current decline from peak

-2.82%

-0.13%

-2.69%

Average Drawdown

Average peak-to-trough decline

-16.75%

-6.16%

-10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.59%

-0.55%

Volatility

SPY2.DE vs. RMAX.TO - Volatility Comparison

SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) has a higher volatility of 4.04% compared to Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) at 3.48%. This indicates that SPY2.DE's price experiences larger fluctuations and is considered to be riskier than RMAX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPY2.DERMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.48%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

10.13%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

12.88%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

15.01%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

15.01%

+5.17%

SPY2.DE vs. RMAX.TO - Expense Ratio Comparison

SPY2.DE has a 0.40% expense ratio, which is lower than RMAX.TO's 0.79% expense ratio.


Dividends

SPY2.DE vs. RMAX.TO - Dividend Comparison

SPY2.DE has not paid dividends to shareholders, while RMAX.TO's dividend yield for the trailing twelve months is around 10.12%.


PositionTTM20252024
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF
10.12%10.65%4.88%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
0.00%0.00%0.00%

Frequently Asked Questions


SPY2.DE and RMAX.TO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY2.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY2.DE is cheaper with a 0.40% expense ratio, compared with 0.79% for RMAX.TO.

They also come from different issuers: State Street and Hamilton ETFs. Their fees differ too: 0.40% for SPY2.DE and 0.79% for RMAX.TO.

Portfolio Optimizer

Find the right allocation for SPY2.DE and RMAX.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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