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SPY2.DE vs. SPYJ.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SPY2.DESPYJ.DE
YTD Return9.33%7.30%
1Y Return16.70%14.25%
3Y Return (Ann)1.60%0.27%
Sharpe Ratio1.481.29
Daily Std Dev14.47%14.58%
Max Drawdown-42.59%-42.92%
Current Drawdown-17.86%-13.07%

Correlation

-0.50.00.51.00.9

The correlation between SPY2.DE and SPYJ.DE is 0.95, 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. SPYJ.DE - Performance Comparison

In the year-to-date period, SPY2.DE achieves a 9.33% return, which is significantly higher than SPYJ.DE's 7.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
14.65%
13.77%
SPY2.DE
SPYJ.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
Expense ratio chart for SPY2.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SPYJ.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

SPY2.DE vs. SPYJ.DE - 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 SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.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.DE
Sharpe ratio
The chart of Sharpe ratio for SPY2.DE, currently valued at 1.68, compared to the broader market0.002.004.001.68
Sortino ratio
The chart of Sortino ratio for SPY2.DE, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.0012.002.58
Omega ratio
The chart of Omega ratio for SPY2.DE, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for SPY2.DE, currently valued at 0.67, compared to the broader market0.005.0010.0015.000.67
Martin ratio
The chart of Martin ratio for SPY2.DE, currently valued at 6.68, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.68
SPYJ.DE
Sharpe ratio
The chart of Sharpe ratio for SPYJ.DE, currently valued at 1.51, compared to the broader market0.002.004.001.51
Sortino ratio
The chart of Sortino ratio for SPYJ.DE, currently valued at 2.35, compared to the broader market-2.000.002.004.006.008.0010.0012.002.35
Omega ratio
The chart of Omega ratio for SPYJ.DE, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for SPYJ.DE, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.71
Martin ratio
The chart of Martin ratio for SPYJ.DE, currently valued at 5.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.32

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

The current SPY2.DE Sharpe Ratio is 1.48, which roughly equals the SPYJ.DE Sharpe Ratio of 1.29. The chart below compares the 12-month rolling Sharpe Ratio of SPY2.DE and SPYJ.DE.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.68
1.51
SPY2.DE
SPYJ.DE

Dividends

SPY2.DE vs. SPYJ.DE - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
0.00%0.00%2.91%1.76%2.70%2.61%2.48%2.79%2.53%2.10%2.09%2.65%

Drawdowns

SPY2.DE vs. SPYJ.DE - Drawdown Comparison

The maximum SPY2.DE drawdown since its inception was -42.59%, roughly equal to the maximum SPYJ.DE drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for SPY2.DE and SPYJ.DE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%AprilMayJuneJulyAugustSeptember
-18.99%
-12.51%
SPY2.DE
SPYJ.DE

Volatility

SPY2.DE vs. SPYJ.DE - Volatility Comparison

SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) has a higher volatility of 3.47% compared to SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) at 3.21%. This indicates that SPY2.DE's price experiences larger fluctuations and is considered to be riskier than SPYJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.47%
3.21%
SPY2.DE
SPYJ.DE