SPY4.DE vs. URTH
Compare and contrast key facts about SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) and iShares MSCI World ETF (URTH).
SPY4.DE and URTH 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. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both SPY4.DE and URTH 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 URTH.
Key characteristics
| SPY4.DE | URTH | |
|---|---|---|
| YTD Return | 9.94% | 9.11% |
| 1Y Return | 25.24% | 23.68% |
| 3Y Return (Ann) | 8.61% | 7.11% |
| 5Y Return (Ann) | 11.15% | 12.06% |
| 10Y Return (Ann) | 12.77% | 9.58% |
| Sharpe Ratio | 1.68 | 2.14 |
| Daily Std Dev | 13.76% | 11.43% |
| Max Drawdown | -42.72% | -34.01% |
| Current Drawdown | -1.20% | 0.00% |
Correlation
The correlation between SPY4.DE and URTH is 0.48, 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. URTH - Performance Comparison
In the year-to-date period, SPY4.DE achieves a 9.94% return, which is significantly higher than URTH's 9.11% return. Over the past 10 years, SPY4.DE has outperformed URTH with an annualized return of 12.77%, while URTH has yielded a comparatively lower 9.58% annualized return. 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. URTH - Expense Ratio Comparison
SPY4.DE has a 0.30% expense ratio, which is higher than URTH's 0.24% expense ratio.
Risk-Adjusted Performance
SPY4.DE vs. URTH - 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 iShares MSCI World ETF (URTH). 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. URTH - Dividend Comparison
SPY4.DE has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.56%.
| 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% |
URTH iShares MSCI World ETF | 1.56% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
Drawdowns
SPY4.DE vs. URTH - Drawdown Comparison
The maximum SPY4.DE drawdown since its inception was -42.72%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for SPY4.DE and URTH. For additional features, visit the drawdowns tool.
Volatility
SPY4.DE vs. URTH - Volatility Comparison
SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) has a higher volatility of 3.63% compared to iShares MSCI World ETF (URTH) at 3.19%. This indicates that SPY4.DE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.