SPY5.MI vs. SPYL.DE

The year-to-date returns for both investments are quite close, with SPY5.MI having a -8.17% return and SPYL.DE slightly higher at -7.92%.

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SPY5.MI has a 0.09% expense ratio, which is higher than SPYL.DE's 0.03% 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%.

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPY5.MI) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.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.

The current SPY5.MI Sharpe Ratio is 0.46, which is comparable to the SPYL.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of SPY5.MI and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPY5.MI's dividend yield for the trailing twelve months is around 1.14%, while SPYL.DE has not paid dividends to shareholders.

The maximum SPY5.MI drawdown since its inception was -33.59%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for SPY5.MI and SPYL.DE.

SPDR S&P 500 UCITS ETF (SPY5.MI) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) have volatilities of 5.95% and 5.88%, 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.