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SPY4.DE vs. SPYW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY4.DE vs. SPYW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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, SPY4.DE achieves a 14.09% return, which is significantly higher than SPYW.DE's 5.36% return. Over the past 10 years, SPY4.DE has outperformed SPYW.DE with an annualized return of 10.43%, while SPYW.DE has yielded a comparatively lower 6.79% annualized return.


SPY4.DE

1D
0.26%
1M
2.42%
YTD
14.09%
6M
13.87%
1Y
23.49%
3Y*
12.93%
5Y*
8.81%
10Y*
10.43%

SPYW.DE

1D
0.09%
1M
-1.61%
YTD
5.36%
6M
7.50%
1Y
7.59%
3Y*
13.21%
5Y*
8.07%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY4.DE vs. SPYW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPY4.DE
SPDR S&P 400 US Mid Cap UCITS ETF
14.09%-3.63%18.67%13.23%-8.82%35.58%2.35%29.19%-8.75%1.67%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
5.36%20.24%8.29%17.93%-11.23%14.36%-11.84%23.34%-8.58%11.23%

Correlation

The correlation between SPY4.DE and SPYW.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.61

The correlation between SPY4.DE and SPYW.DE shifts across timeframes, from 0.47 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPY4.DE vs. SPYW.DE — Risk / Return Rank

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

SPY4.DE
SPY4.DE Risk / Return Rank: 5555
Overall Rank
SPY4.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPY4.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPY4.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SPY4.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPY4.DE Martin Ratio Rank: 6363
Martin Ratio Rank

SPYW.DE
SPYW.DE Risk / Return Rank: 2222
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2424
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.

SPY4.DE vs. SPYW.DE - Risk-Adjusted Trends 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 Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.


SPY4.DESPYW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.28

1.14

+0.14

Calmar ratioReturn relative to maximum drawdown

3.78

0.98

+2.80

Martin ratioReturn relative to average drawdown

11.31

3.14

+8.16

SPY4.DE vs. SPYW.DE - Sharpe Ratio Comparison

The current SPY4.DE Sharpe Ratio is 1.57, which is higher than the SPYW.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SPY4.DE and SPYW.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


SPY4.DESPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.74

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.60

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.45

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.53

+0.12

Drawdowns

SPY4.DE vs. SPYW.DE - Drawdown Comparison

The maximum SPY4.DE drawdown since its inception was -42.72%, which is greater than SPYW.DE's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for SPY4.DE and SPYW.DE.


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Drawdown Indicators


SPY4.DESPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.72%

-38.68%

-4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.07%

-7.99%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-29.11%

-11.64%

-17.47%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-23.97%

-5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

-38.68%

-4.04%

Current Drawdown

Current decline from peak

0.00%

-2.54%

+2.54%

Average Drawdown

Average peak-to-trough decline

-5.87%

-5.62%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.50%

-0.47%

Volatility

SPY4.DE vs. SPYW.DE - Volatility Comparison

SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) has a higher volatility of 3.51% compared to SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 2.92%. This indicates that SPY4.DE's price experiences larger fluctuations and is considered to be riskier than SPYW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPY4.DESPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

2.92%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

8.76%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

10.65%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

13.27%

+5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

14.88%

+4.62%

SPY4.DE vs. SPYW.DE - Expense Ratio Comparison

Both SPY4.DE and SPYW.DE have an expense ratio of 0.30%.


Dividends

SPY4.DE vs. SPYW.DE - Dividend Comparison

SPY4.DE has not paid dividends to shareholders, while SPYW.DE's dividend yield for the trailing twelve months is around 3.60%.


PositionTTM20252024202320222021202020192018201720162015
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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.60%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%

Frequently Asked Questions


SPY4.DE and SPYW.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPY4.DE and SPYW.DE have the same expense ratio: 0.30% per year.

SPY4.DE is categorized as Mid Cap Blend Equities, while SPYW.DE is Europe Equities. SPY4.DE tracks S&P MidCap 400, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats.

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