SPYA.DE vs. FVSJ.DE
SPYA.DE (SPDR MSCI EM Asia UCITS ETF) and FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) are both Asia Pacific Equities funds - SPYA.DE tracks the MSCI Emerging Markets Asia while FVSJ.DE tracks the FTSE Asia ex Japan ex China. Both are passively managed. Over the past 5 years, SPYA.DE returned 8.39%/yr vs 14.63%/yr for FVSJ.DE. Their correlation of 0.88 suggests significant overlap in exposure. SPYA.DE charges 0.55%/yr vs 0.14%/yr for FVSJ.DE.
Performance
SPYA.DE vs. FVSJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYA.DE achieves a 32.76% return, which is significantly lower than FVSJ.DE's 45.45% 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%
FVSJ.DE
- 1D
- -1.75%
- 1M
- 10.08%
- YTD
- 45.45%
- 6M
- 49.69%
- 1Y
- 73.97%
- 3Y*
- 25.93%
- 5Y*
- 14.63%
- 10Y*
- —
SPYA.DE vs. FVSJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPYA.DE SPDR MSCI EM Asia UCITS ETF | 32.76% | 17.77% | 17.39% | 3.14% | -16.02% | 1.17% | 15.21% | 21.30% | -7.64% |
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF | 45.45% | 15.41% | 14.01% | 8.23% | -7.58% | 13.71% | -3.67% | 13.83% | -5.82% |
Correlation
The correlation between SPYA.DE and FVSJ.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018 | 0.88 |
The correlation between SPYA.DE and FVSJ.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
SPYA.DE vs. FVSJ.DE — Risk / Return Rank
SPYA.DE
FVSJ.DE
SPYA.DE vs. FVSJ.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 Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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.DE | FVSJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.64 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.82 | 6.17 | -1.35 |
| Martin ratioReturn relative to average drawdown | 16.86 | 23.31 | -6.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYA.DE | FVSJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 3.60 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.94 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.65 | -0.20 |
Drawdowns
SPYA.DE vs. FVSJ.DE - Drawdown Comparison
The maximum SPYA.DE drawdown since its inception was -35.34%, which is greater than FVSJ.DE's maximum drawdown of -26.95%. Use the drawdown chart below to compare losses from any high point for SPYA.DE and FVSJ.DE.
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Drawdown Indicators
| SPYA.DE | FVSJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -26.95% | -8.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -11.93% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -21.39% | -21.76% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -21.76% | -7.55% |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | — | — |
Current DrawdownCurrent decline from peak | -2.98% | -2.76% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -5.16% | -5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.16% | +0.03% |
Volatility
SPYA.DE vs. FVSJ.DE - Volatility Comparison
The current volatility for SPDR MSCI EM Asia UCITS ETF (SPYA.DE) is 8.10%, while Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a volatility of 9.05%. This indicates that SPYA.DE experiences smaller price fluctuations and is considered to be less risky than FVSJ.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.DE | FVSJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 9.05% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 17.69% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 20.43% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.38% | 15.44% | +2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 17.16% | +2.03% |
SPYA.DE vs. FVSJ.DE - Expense Ratio Comparison
SPYA.DE has a 0.55% expense ratio, which is higher than FVSJ.DE's 0.14% expense ratio.
Dividends
SPYA.DE vs. FVSJ.DE - Dividend Comparison
Neither SPYA.DE nor FVSJ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SPYA.DE and FVSJ.DE 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, FVSJ.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.55% for SPYA.DE.
SPYA.DE tracks MSCI Emerging Markets Asia, while FVSJ.DE tracks FTSE Asia ex Japan ex China. They also come from different issuers: State Street and Franklin Templeton. Their fees differ too: 0.55% for SPYA.DE and 0.14% for FVSJ.DE.
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