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SPY5.MI vs. IUSA.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY5.MI vs. IUSA.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 500 UCITS ETF (SPY5.MI) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPY5.MI having a 11.35% return and IUSA.MI slightly lower at 11.29%. Both investments have delivered pretty close results over the past 10 years, with SPY5.MI having a 14.92% annualized return and IUSA.MI not far behind at 14.76%.


SPY5.MI

1D
-0.17%
1M
5.29%
YTD
11.35%
6M
11.48%
1Y
25.74%
3Y*
18.91%
5Y*
14.76%
10Y*
14.92%

IUSA.MI

1D
-0.12%
1M
5.15%
YTD
11.29%
6M
11.37%
1Y
25.46%
3Y*
18.75%
5Y*
14.63%
10Y*
14.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY5.MI vs. IUSA.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPY5.MI
SPDR S&P 500 UCITS ETF
11.35%4.37%33.74%22.06%-14.63%40.85%7.39%34.32%-1.24%6.85%
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
11.29%4.17%33.56%22.16%-14.75%40.69%7.30%34.11%-1.42%6.61%

Correlation

The correlation between SPY5.MI and IUSA.MI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2012

0.86

The correlation between SPY5.MI and IUSA.MI shifts across timeframes, from 0.86 (all time) to 0.99 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPY5.MI vs. IUSA.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPY5.MI
SPY5.MI Risk / Return Rank: 7171
Overall Rank
SPY5.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPY5.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPY5.MI Omega Ratio Rank: 7272
Omega Ratio Rank
SPY5.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPY5.MI Martin Ratio Rank: 6969
Martin Ratio Rank

IUSA.MI
IUSA.MI Risk / Return Rank: 7070
Overall Rank
IUSA.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IUSA.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
IUSA.MI Omega Ratio Rank: 7272
Omega Ratio Rank
IUSA.MI Calmar Ratio Rank: 7272
Calmar Ratio Rank
IUSA.MI Martin Ratio Rank: 6969
Martin Ratio Rank
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.

SPY5.MI vs. IUSA.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPY5.MI) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI). 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.


SPY5.MIIUSA.MIDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.59

3.54

+0.05

Martin ratioReturn relative to average drawdown

12.74

12.66

+0.08

SPY5.MI vs. IUSA.MI - Sharpe Ratio Comparison

The current SPY5.MI Sharpe Ratio is 2.27, which is comparable to the IUSA.MI Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SPY5.MI and IUSA.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPY5.MIIUSA.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.27

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.96

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.91

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.60

+0.49

Drawdowns

SPY5.MI vs. IUSA.MI - Drawdown Comparison

The maximum SPY5.MI drawdown since its inception was -33.59%, smaller than the maximum IUSA.MI drawdown of -52.36%. Use the drawdown chart below to compare losses from any high point for SPY5.MI and IUSA.MI.


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Drawdown Indicators


SPY5.MIIUSA.MIDifference

Max Drawdown

Largest peak-to-trough decline

-33.59%

-52.36%

+18.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-7.19%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-23.07%

-23.29%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-23.07%

-23.29%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.59%

-33.68%

+0.09%

Current Drawdown

Current decline from peak

-0.41%

-0.46%

+0.05%

Average Drawdown

Average peak-to-trough decline

-4.19%

-8.05%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.01%

+0.01%

Volatility

SPY5.MI vs. IUSA.MI - Volatility Comparison

SPDR S&P 500 UCITS ETF (SPY5.MI) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) have volatilities of 2.66% and 2.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPY5.MIIUSA.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.70%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

7.46%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

11.24%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

15.13%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.39%

16.08%

+0.31%

SPY5.MI vs. IUSA.MI - Expense Ratio Comparison

SPY5.MI has a 0.09% expense ratio, which is higher than IUSA.MI's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPY5.MI vs. IUSA.MI - Dividend Comparison

SPY5.MI's dividend yield for the trailing twelve months is around 0.89%, more than IUSA.MI's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
0.73%0.82%0.92%1.16%1.39%0.84%1.21%1.33%1.46%1.33%1.25%1.37%
SPY5.MI
SPDR S&P 500 UCITS ETF
0.89%0.99%1.02%1.22%1.43%0.95%1.37%1.44%2.25%1.60%1.58%1.69%

Frequently Asked Questions


With a correlation of 0.99, SPY5.MI and IUSA.MI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IUSA.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.MI is cheaper with a 0.07% expense ratio, compared with 0.09% for SPY5.MI.

Both ETFs track S&P 500 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.09% for SPY5.MI and 0.07% for IUSA.MI.

Portfolio Optimizer

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