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

Performance

SPYA.DE vs. FVSJ.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 Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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

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

FVSJ.DE
FVSJ.DE Risk / Return Rank: 9393
Overall Rank
FVSJ.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FVSJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
FVSJ.DE Omega Ratio Rank: 9393
Omega Ratio Rank
FVSJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
FVSJ.DE Martin Ratio Rank: 9292
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. 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.DEFVSJ.DEDifference
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

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

The current SPYA.DE Sharpe Ratio is 2.80, which is comparable to the FVSJ.DE Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of SPYA.DE and FVSJ.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.DEFVSJ.DEDifference

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.DEFVSJ.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.98%

-2.76%

-0.22%

Average Drawdown

Average peak-to-trough decline

-10.94%

-5.16%

-5.78%

Ulcer Index

Depth 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.DEFVSJ.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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