SPY4.DE vs. SPY
Compare and contrast key facts about SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) and SPDR S&P 500 ETF (SPY).
SPY4.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPY4.DE is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400. It was launched on Jan 30, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both SPY4.DE and SPY 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: SPY4.DE or SPY.
Key characteristics
| SPY4.DE | SPY | |
|---|---|---|
| YTD Return | 10.25% | 11.81% |
| 1Y Return | 26.39% | 31.01% |
| 3Y Return (Ann) | 8.70% | 9.97% |
| 5Y Return (Ann) | 11.33% | 15.01% |
| 10Y Return (Ann) | 12.80% | 12.94% |
| Sharpe Ratio | 1.79 | 2.61 |
| Daily Std Dev | 13.75% | 11.55% |
| Max Drawdown | -42.72% | -55.19% |
| Current Drawdown | -0.92% | 0.00% |
Correlation
The correlation between SPY4.DE and SPY is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SPY4.DE vs. SPY - Performance Comparison
In the year-to-date period, SPY4.DE achieves a 10.25% return, which is significantly lower than SPY's 11.81% return. Both investments have delivered pretty close results over the past 10 years, with SPY4.DE having a 12.80% annualized return and SPY not far ahead at 12.94%. 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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SPY4.DE vs. SPY - Expense Ratio Comparison
SPY4.DE has a 0.30% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
SPY4.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) and SPDR S&P 500 ETF (SPY). 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
SPY4.DE vs. SPY - Dividend Comparison
SPY4.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY4.DE SPDR S&P 400 US Mid Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SPY4.DE vs. SPY - Drawdown Comparison
The maximum SPY4.DE drawdown since its inception was -42.72%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SPY4.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
SPY4.DE vs. SPY - Volatility Comparison
The current volatility for SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) is 3.25%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.48%. This indicates that SPY4.DE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.