SPY4.DE vs. ^GSPC
Compare and contrast key facts about SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) and S&P 500 (^GSPC).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPY4.DE or ^GSPC.
Key characteristics
| SPY4.DE | ^GSPC | |
|---|---|---|
| YTD Return | 9.94% | 10.00% |
| 1Y Return | 25.24% | 26.85% |
| 3Y Return (Ann) | 8.61% | 7.95% |
| 5Y Return (Ann) | 11.15% | 12.81% |
| 10Y Return (Ann) | 12.77% | 10.84% |
| Sharpe Ratio | 1.68 | 2.35 |
| Daily Std Dev | 13.76% | 11.56% |
| Max Drawdown | -42.72% | -56.78% |
| Current Drawdown | -1.20% | -0.15% |
Correlation
The correlation between SPY4.DE and ^GSPC 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. ^GSPC - Performance Comparison
The year-to-date returns for both investments are quite close, with SPY4.DE having a 9.94% return and ^GSPC slightly higher at 10.00%. Over the past 10 years, SPY4.DE has outperformed ^GSPC with an annualized return of 12.77%, while ^GSPC has yielded a comparatively lower 10.84% 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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Risk-Adjusted Performance
SPY4.DE vs. ^GSPC - 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 S&P 500 (^GSPC). 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.
Drawdowns
SPY4.DE vs. ^GSPC - Drawdown Comparison
The maximum SPY4.DE drawdown since its inception was -42.72%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SPY4.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SPY4.DE vs. ^GSPC - Volatility Comparison
SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) has a higher volatility of 3.63% compared to S&P 500 (^GSPC) at 3.35%. This indicates that SPY4.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.