SPY4.DE vs. VID.MC

Last updated Jun 5, 2026

SPY4.DE (SPDR S&P 400 US Mid Cap UCITS ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400, while VID.MC (Vidrala, S.A.) is a stock. Over the past 10 years, SPY4.DE returned 10.43%/yr vs 9.32%/yr for VID.MC. At a 0.22 correlation, their price movements are largely independent.

Performance

SPY4.DE vs. VID.MC - 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 Vidrala, S.A. (VID.MC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPY4.DE achieves a 14.09% return, which is significantly higher than VID.MC's -14.11% return. Over the past 10 years, SPY4.DE has outperformed VID.MC with an annualized return of 10.43%, while VID.MC has yielded a comparatively lower 9.32% 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%

VID.MC

• 1D: 1.06%
• 1M: -3.17%
• YTD: -14.11%
• 6M: -7.32%
• 1Y: -18.14%
• 3Y*: 2.72%
• 5Y*: 2.99%
• 10Y*: 9.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY4.DE vs. VID.MC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
VID.MC Vidrala, S.A.	-14.11%	3.48%	10.15%	24.53%	-0.67%	-3.02%	7.68%	34.85%	-7.28%	75.43%

Correlation

The correlation between SPY4.DE and VID.MC is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.25
Correlation (All Time) Calculated using the full available price history since Feb 1, 2012	0.22

The correlation between SPY4.DE and VID.MC shifts across timeframes, from 0.22 (all time) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SPY4.DE vs. VID.MC — 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: 55
SPY4.DE Sharpe Ratio Rank: 46
SPY4.DE Sortino Ratio Rank: 45
SPY4.DE Omega Ratio Rank: 44
SPY4.DE Calmar Ratio Rank: 76
SPY4.DE Martin Ratio Rank: 63

VID.MC

VID.MC Risk / Return Rank: 10
VID.MC Sharpe Ratio Rank: 8
VID.MC Sortino Ratio Rank: 10
VID.MC Omega Ratio Rank: 11
VID.MC Calmar Ratio Rank: 16
VID.MC Martin Ratio Rank: 8

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. VID.MC - 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 Vidrala, S.A. (VID.MC). 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.DE	VID.MC	Difference
Sharpe ratio: Return per unit of total volatility	1.57	-0.85	+2.42
Sortino ratio: Return per unit of downside risk	2.22	-1.12	+3.35
Omega ratio: Gain probability vs. loss probability	1.28	0.87	+0.41
Calmar ratio: Return relative to maximum drawdown	3.78	-0.70	+4.48
Martin ratio: Return relative to average drawdown	11.31	-1.41	+12.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPY4.DE vs. VID.MC - Sharpe Ratio Comparison

The current SPY4.DE Sharpe Ratio is 1.57, which is higher than the VID.MC Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of SPY4.DE and VID.MC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SPY4.DE	VID.MC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	-0.85	+2.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.13	+0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.38	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.54	+0.10

Drawdowns

SPY4.DE vs. VID.MC - Drawdown Comparison

The maximum SPY4.DE drawdown since its inception was -42.72%, smaller than the maximum VID.MC drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for SPY4.DE and VID.MC.

Drawdown Indicators

	SPY4.DE	VID.MC	Difference
Max Drawdown Largest peak-to-trough decline	-42.72%	-69.05%	+26.33%
Max Drawdown (1Y) Largest decline over 1 year	-6.07%	-22.92%	+16.85%
Max Drawdown (3Y) Largest decline over 3 years	-29.11%	-24.58%	-4.53%
Max Drawdown (5Y) Largest decline over 5 years	-29.11%	-42.12%	+13.01%
Max Drawdown (10Y) Largest decline over 10 years	-42.72%	-42.12%	-0.60%
Current Drawdown Current decline from peak	0.00%	-19.75%	+19.75%
Average Drawdown Average peak-to-trough decline	-5.87%	-17.06%	+11.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	11.31%	-9.28%

Volatility

SPY4.DE vs. VID.MC - Volatility Comparison

The current volatility for SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) is 3.51%, while Vidrala, S.A. (VID.MC) has a volatility of 4.75%. This indicates that SPY4.DE experiences smaller price fluctuations and is considered to be less risky than VID.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPY4.DE	VID.MC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	4.75%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	9.83%	15.70%	-5.87%
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	19.06%	-4.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.33%	23.57%	-5.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.50%	24.31%	-4.81%

Dividends

SPY4.DE vs. VID.MC - Dividend Comparison

SPY4.DE has not paid dividends to shareholders, while VID.MC's dividend yield for the trailing twelve months is around 2.15%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VID.MC Vidrala, S.A.	2.15%	1.63%	5.54%	1.53%	1.59%	1.28%	1.17%	1.08%	1.24%	0.95%	1.47%	1.41%

Frequently Asked Questions

Can I hold both SPY4.DE and VID.MC in my portfolio?

SPY4.DE and VID.MC have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.