PortfoliosLab logoPortfoliosLab logo
SPYA.DE vs. OP6E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYA.DE vs. OP6E.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 Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPYA.DE achieves a 32.76% return, which is significantly higher than OP6E.DE's 4.48% 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%

OP6E.DE

1D
-0.61%
1M
-1.08%
YTD
4.48%
6M
5.87%
1Y
7.60%
3Y*
8.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYA.DE vs. OP6E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYA.DE
SPDR MSCI EM Asia UCITS ETF
32.76%17.77%17.39%3.14%-9.72%
OP6E.DE
Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR)
4.48%6.39%15.17%0.41%-5.27%

Correlation

The correlation between SPYA.DE and OP6E.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.62

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2022

0.64

The correlation between SPYA.DE and OP6E.DE shifts across timeframes, from 0.52 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPYA.DE vs. OP6E.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

OP6E.DE
OP6E.DE Risk / Return Rank: 2222
Overall Rank
OP6E.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
OP6E.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
OP6E.DE Omega Ratio Rank: 1919
Omega Ratio Rank
OP6E.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
OP6E.DE Martin Ratio Rank: 2323
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. OP6E.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 Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.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.DEOP6E.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.49

1.12

+0.37

Calmar ratioReturn relative to maximum drawdown

4.82

1.13

+3.70

Martin ratioReturn relative to average drawdown

16.86

2.95

+13.91

SPYA.DE vs. OP6E.DE - Sharpe Ratio Comparison

The current SPYA.DE Sharpe Ratio is 2.80, which is higher than the OP6E.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SPYA.DE and OP6E.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.


Loading charts...

Sharpe Ratios by Period


SPYA.DEOP6E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

0.66

+2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

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

0.36

+0.09

Drawdowns

SPYA.DE vs. OP6E.DE - Drawdown Comparison

The maximum SPYA.DE drawdown since its inception was -35.34%, which is greater than OP6E.DE's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for SPYA.DE and OP6E.DE.


Loading charts...

Drawdown Indicators


SPYA.DEOP6E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-18.34%

-17.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-6.72%

-4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-21.39%

-18.34%

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

Current Drawdown

Current decline from peak

-2.98%

-4.43%

+1.45%

Average Drawdown

Average peak-to-trough decline

-10.94%

-4.86%

-6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.57%

+0.62%

Volatility

SPYA.DE vs. OP6E.DE - Volatility Comparison

SPDR MSCI EM Asia UCITS ETF (SPYA.DE) has a higher volatility of 8.10% compared to Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.DE) at 2.87%. This indicates that SPYA.DE's price experiences larger fluctuations and is considered to be riskier than OP6E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPYA.DEOP6E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

2.87%

+5.23%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

8.56%

+7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

11.49%

+7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

14.75%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

14.75%

+4.44%

SPYA.DE vs. OP6E.DE - Expense Ratio Comparison

SPYA.DE has a 0.55% expense ratio, which is higher than OP6E.DE's 0.29% expense ratio.


Dividends

SPYA.DE vs. OP6E.DE - Dividend Comparison

Neither SPYA.DE nor OP6E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYA.DE and OP6E.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OP6E.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OP6E.DE is cheaper with a 0.29% expense ratio, compared with 0.55% for SPYA.DE.

SPYA.DE tracks MSCI Emerging Markets Asia, while OP6E.DE tracks Bloomberg PAB APAC DM ex-Japan Large & Mid Cap. They also come from different issuers: State Street and Natixis. Their fees differ too: 0.55% for SPYA.DE and 0.29% for OP6E.DE.

Portfolio Optimizer

Find the right allocation for SPYA.DE and OP6E.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer