SPY5.DE vs. VUAA.L
Compare and contrast key facts about SPDR S&P 500 UCITS ETF (SPY5.DE) and Vanguard S&P 500 UCITS ETF (VUAA.L).
SPY5.DE and VUAA.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. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both SPY5.DE and VUAA.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 VUAA.L.
Key characteristics
| SPY5.DE | VUAA.L | |
|---|---|---|
| YTD Return | 31.65% | 26.72% |
| 1Y Return | 39.29% | 38.97% |
| 3Y Return (Ann) | 12.56% | 10.11% |
| 5Y Return (Ann) | 16.27% | 15.76% |
| Sharpe Ratio | 3.10 | 3.23 |
| Sortino Ratio | 4.22 | 4.48 |
| Omega Ratio | 1.65 | 1.62 |
| Calmar Ratio | 4.52 | 4.89 |
| Martin Ratio | 20.20 | 21.12 |
| Ulcer Index | 1.85% | 1.79% |
| Daily Std Dev | 11.96% | 11.69% |
| Max Drawdown | -33.86% | -34.05% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SPY5.DE and VUAA.L is 0.93, 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. VUAA.L - Performance Comparison
In the year-to-date period, SPY5.DE achieves a 31.65% return, which is significantly higher than VUAA.L's 26.72% 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. VUAA.L - Expense Ratio Comparison
SPY5.DE has a 0.03% expense ratio, which is lower than VUAA.L's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPY5.DE vs. VUAA.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 Vanguard S&P 500 UCITS ETF (VUAA.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. VUAA.L - Dividend Comparison
SPY5.DE's dividend yield for the trailing twelve months is around 1.01%, while VUAA.L has not paid dividends to shareholders.
| 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% |
VUAA.L Vanguard S&P 500 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% |
Drawdowns
SPY5.DE vs. VUAA.L - Drawdown Comparison
The maximum SPY5.DE drawdown since its inception was -33.86%, roughly equal to the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for SPY5.DE and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
SPY5.DE vs. VUAA.L - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPY5.DE) is 3.56%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.79%. This indicates that SPY5.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.