SPY5.DE vs. SPY5.L
Compare and contrast key facts about SPDR S&P 500 UCITS ETF (SPY5.DE) and SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L).
SPY5.DE and SPY5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPY5.DE is a passively managed fund by State Street that tracks the performance of the S&P 500®. It was launched on Mar 19, 2012. SPY5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. Both SPY5.DE and SPY5.L 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: SPY5.DE or SPY5.L.
Key characteristics
| SPY5.DE | SPY5.L | |
|---|---|---|
| YTD Return | 30.42% | 26.50% |
| 1Y Return | 38.19% | 38.36% |
| 3Y Return (Ann) | 12.60% | 9.99% |
| 5Y Return (Ann) | 16.12% | 15.68% |
| 10Y Return (Ann) | 14.82% | 13.17% |
| Sharpe Ratio | 3.04 | 3.31 |
| Sortino Ratio | 4.14 | 4.60 |
| Omega Ratio | 1.63 | 1.63 |
| Calmar Ratio | 4.42 | 5.06 |
| Martin Ratio | 19.73 | 21.79 |
| Ulcer Index | 1.85% | 1.77% |
| Daily Std Dev | 11.91% | 11.63% |
| Max Drawdown | -33.86% | -33.89% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SPY5.DE and SPY5.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SPY5.DE vs. SPY5.L - Performance Comparison
In the year-to-date period, SPY5.DE achieves a 30.42% return, which is significantly higher than SPY5.L's 26.50% return. Over the past 10 years, SPY5.DE has outperformed SPY5.L with an annualized return of 14.82%, while SPY5.L has yielded a comparatively lower 13.17% 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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SPY5.DE vs. SPY5.L - Expense Ratio Comparison
Both SPY5.DE and SPY5.L have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPY5.DE vs. SPY5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPY5.DE) and SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L). 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
SPY5.DE vs. SPY5.L - Dividend Comparison
SPY5.DE's dividend yield for the trailing twelve months is around 1.01%, less than SPY5.L's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 1.01% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% | 1.39% | 1.53% |
SPY5.L SPDR® S&P 500 UCITS ETF (Dist) | 1.03% | 1.19% | 1.40% | 0.99% | 1.28% | 1.71% | 2.20% | 2.29% | 1.64% | 1.73% | 1.49% | 1.48% |
Drawdowns
SPY5.DE vs. SPY5.L - Drawdown Comparison
The maximum SPY5.DE drawdown since its inception was -33.86%, roughly equal to the maximum SPY5.L drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for SPY5.DE and SPY5.L. For additional features, visit the drawdowns tool.
Volatility
SPY5.DE vs. SPY5.L - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPY5.DE) is 3.55%, while SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L) has a volatility of 3.75%. This indicates that SPY5.DE experiences smaller price fluctuations and is considered to be less risky than SPY5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.