SPY5.L vs. SXRV.DE
SPY5.L (State Street SPDR S&P 500 UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - SPY5.L is a S&P 500 fund tracking the S&P 500, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SPY5.L returned 15.24%/yr vs 21.57%/yr for SXRV.DE. Their correlation of 0.84 suggests significant overlap in exposure. SPY5.L charges 0.09%/yr vs 0.36%/yr for SXRV.DE.
Performance
SPY5.L vs. SXRV.DE - Performance Comparison
Loading charts...
Different Trading Currencies
SPY5.L is traded in USD, while SXRV.DE is traded in EUR. To make them comparable, the SXRV.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPY5.L achieves a 8.61% return, which is significantly lower than SXRV.DE's 16.49% return. Over the past 10 years, SPY5.L has underperformed SXRV.DE with an annualized return of 15.24%, while SXRV.DE has yielded a comparatively higher 21.57% annualized return.
SPY5.L
- 1D
- 2.31%
- 1M
- -0.62%
- YTD
- 8.61%
- 6M
- 9.78%
- 1Y
- 25.17%
- 3Y*
- 20.84%
- 5Y*
- 13.27%
- 10Y*
- 15.24%
SXRV.DE
- 1D
- 2.47%
- 1M
- 0.21%
- YTD
- 16.49%
- 6M
- 17.70%
- 1Y
- 36.71%
- 3Y*
- 26.25%
- 5Y*
- 16.65%
- 10Y*
- 21.57%
SPY5.L vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY5.L State Street SPDR S&P 500 UCITS ETF | 8.61% | 17.43% | 25.36% | 26.64% | -18.68% | 29.28% | 17.52% | 30.43% | -5.46% | 21.58% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 16.49% | 20.77% | 25.91% | 55.97% | -33.91% | 28.35% | 47.62% | 39.88% | -1.82% | 32.18% |
Correlation
The correlation between SPY5.L and SXRV.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2012 | 0.84 |
The correlation between SPY5.L and SXRV.DE has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPY5.L vs. SXRV.DE — Risk / Return Rank
SPY5.L
SXRV.DE
SPY5.L vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 UCITS ETF (SPY5.L) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPY5.L | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 3.27 | -0.26 |
| Martin ratioReturn relative to average drawdown | 12.62 | 11.73 | +0.89 |
Loading charts...
Drawdowns
SPY5.L vs. SXRV.DE - Drawdown Comparison
The maximum SPY5.L drawdown since its inception was -33.89%, roughly equal to the maximum SXRV.DE drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for SPY5.L and SXRV.DE.
Loading charts...
Drawdown Indicators
| SPY5.L | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.89% | -35.14% | +1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -10.87% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -23.01% | +4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.37% | -35.14% | +10.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | -35.14% | +1.25% |
Current DrawdownCurrent decline from peak | -2.08% | -3.08% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -6.79% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.04% | -1.09% |
Volatility
SPY5.L vs. SXRV.DE - Volatility Comparison
The current volatility for State Street SPDR S&P 500 UCITS ETF (SPY5.L) is 4.17%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 5.71%. This indicates that SPY5.L experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPY5.L | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 5.71% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 12.15% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 16.20% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 20.71% | -4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.25% | 19.96% | -3.71% |
SPY5.L vs. SXRV.DE - Expense Ratio Comparison
SPY5.L has a 0.09% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
SPY5.L vs. SXRV.DE - Dividend Comparison
SPY5.L's dividend yield for the trailing twelve months is around 0.90%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.L State Street SPDR S&P 500 UCITS ETF | 0.90% | 0.97% | 1.06% | 1.19% | 1.40% | 0.99% | 1.28% | 1.44% | 1.77% | 1.51% | 1.64% | 1.73% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPY5.L and SXRV.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.L is cheaper with a 0.09% expense ratio, compared with 0.36% for SXRV.DE.
SPY5.L is categorized as S&P 500, while SXRV.DE is Nasdaq-100. SPY5.L tracks S&P 500, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.09% for SPY5.L and 0.36% for SXRV.DE.
Find the right allocation for SPY5.L and SXRV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer