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SPYA.DE vs. EXXW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYA.DE vs. EXXW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI EM Asia UCITS ETF (SPYA.DE) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYA.DE achieves a 32.76% return, which is significantly higher than EXXW.DE's 13.56% return. Over the past 10 years, SPYA.DE has outperformed EXXW.DE with an annualized return of 10.77%, while EXXW.DE has yielded a comparatively lower 7.08% annualized return.


SPYA.DE

1D
-1.79%
1M
7.19%
YTD
32.76%
6M
34.22%
1Y
53.92%
3Y*
22.22%
5Y*
8.39%
10Y*
10.77%

EXXW.DE

1D
-0.19%
1M
0.30%
YTD
13.56%
6M
14.04%
1Y
36.22%
3Y*
18.59%
5Y*
10.99%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYA.DE vs. EXXW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYA.DE
SPDR MSCI EM Asia UCITS ETF
32.76%17.77%17.39%3.14%-16.02%1.17%15.21%21.30%-11.35%25.30%
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)
13.56%15.94%13.25%9.56%4.03%12.54%-18.74%18.28%-10.70%2.63%

Correlation

The correlation between SPYA.DE and EXXW.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.57

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

0.56

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

0.59

Correlation (All Time)
Calculated using the full available price history since May 23, 2011

0.58

The correlation between SPYA.DE and EXXW.DE has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

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Return for Risk

SPYA.DE vs. EXXW.DE — Risk / Return Rank

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

SPYA.DE
SPYA.DE Risk / Return Rank: 8585
Overall Rank
SPYA.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SPYA.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYA.DE Omega Ratio Rank: 8383
Omega Ratio Rank
SPYA.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPYA.DE Martin Ratio Rank: 8484
Martin Ratio Rank

EXXW.DE
EXXW.DE Risk / Return Rank: 8989
Overall Rank
EXXW.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EXXW.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EXXW.DE Omega Ratio Rank: 8787
Omega Ratio Rank
EXXW.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXW.DE Martin Ratio Rank: 9090
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.

SPYA.DE vs. EXXW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EM Asia UCITS ETF (SPYA.DE) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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.


SPYA.DEEXXW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.49

1.53

-0.03

Calmar ratioReturn relative to maximum drawdown

4.82

5.69

-0.87

Martin ratioReturn relative to average drawdown

16.86

20.43

-3.56

SPYA.DE vs. EXXW.DE - Sharpe Ratio Comparison

The current SPYA.DE Sharpe Ratio is 2.80, which is comparable to the EXXW.DE Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of SPYA.DE and EXXW.DE, 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


SPYA.DEEXXW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

2.88

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.81

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.45

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.28

+0.17

Drawdowns

SPYA.DE vs. EXXW.DE - Drawdown Comparison

The maximum SPYA.DE drawdown since its inception was -35.34%, smaller than the maximum EXXW.DE drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for SPYA.DE and EXXW.DE.


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Drawdown Indicators


SPYA.DEEXXW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-66.89%

+31.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-6.34%

-4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-21.39%

-20.10%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-20.10%

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-41.88%

+8.03%

Current Drawdown

Current decline from peak

-2.98%

-2.21%

-0.77%

Average Drawdown

Average peak-to-trough decline

-10.94%

-11.54%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

1.77%

+1.42%

Volatility

SPYA.DE vs. EXXW.DE - Volatility Comparison

SPDR MSCI EM Asia UCITS ETF (SPYA.DE) has a higher volatility of 8.10% compared to iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) at 2.42%. This indicates that SPYA.DE's price experiences larger fluctuations and is considered to be riskier than EXXW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYA.DEEXXW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

2.42%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

8.92%

+7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

12.53%

+6.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

13.38%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

15.81%

+3.38%

SPYA.DE vs. EXXW.DE - Expense Ratio Comparison

SPYA.DE has a 0.55% expense ratio, which is higher than EXXW.DE's 0.31% expense ratio.


Dividends

SPYA.DE vs. EXXW.DE - Dividend Comparison

SPYA.DE has not paid dividends to shareholders, while EXXW.DE's dividend yield for the trailing twelve months is around 4.04%.


PositionTTM20252024202320222021202020192018201720162015
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)
4.04%4.60%5.32%5.98%7.16%5.56%4.64%5.67%5.04%7.91%4.27%5.52%
SPYA.DE
SPDR MSCI EM Asia 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%

Frequently Asked Questions


SPYA.DE and EXXW.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXXW.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXXW.DE is cheaper with a 0.31% expense ratio, compared with 0.55% for SPYA.DE.

SPYA.DE tracks MSCI Emerging Markets Asia, while EXXW.DE tracks Dow Jones Asia/Pacific Select Dividend 50. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for SPYA.DE and 0.31% for EXXW.DE.

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