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

SPYA.DE vs. VGWD.DE

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR MSCI EM Asia UCITS ETF (SPYA.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE).

SPYA.DE and VGWD.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYA.DE is a passively managed fund by State Street that tracks the performance of the MSCI Emerging Markets Asia. It was launched on May 13, 2011. VGWD.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World High Dividend Yield index. It was launched on Sep 24, 2019. Both SPYA.DE and VGWD.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SPYA.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
SPYA.DE
SPDR MSCI EM Asia UCITS ETF		3.30%17.77%17.39%3.14%-16.02%1.17%15.21%21.30%-11.35%3.20%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing		6.50%13.16%15.75%7.29%0.08%27.90%-9.60%25.03%-8.03%1.24%

Returns By Period

In the year-to-date period, SPYA.DE achieves a 3.30% return, which is significantly lower than VGWD.DE's 6.50% return.

SPYA.DE

1D
-0.86%
1M
-10.23%
YTD
3.30%
6M
6.29%
1Y
22.34%
3Y*
12.27%
5Y*
2.71%
10Y*
8.22%

VGWD.DE

1D
1.16%
1M
-2.91%
YTD
6.50%
6M
11.58%
1Y
16.66%
3Y*
14.43%
5Y*
10.96%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

SPDR MSCI EM Asia UCITS ETF

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing

Often compared with SPYA.DE:
SPYA.DE vs. ASEASPYA.DE vs. SPY5.DESPYA.DE vs. SHLD
Often compared with VGWD.DE:
VGWD.DE vs. VHYL.ASVGWD.DE vs. VGWE.DEVGWD.DE vs. SCHDVGWD.DE vs. SPYVGWD.DE vs. ISPA.DEVGWD.DE vs. SPYDVGWD.DE vs. SPYW.DE

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

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

SPYA.DE
SPDR MSCI EM Asia UCITS ETF
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing

Return for Risk

SPYA.DE vs. VGWD.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: 5555
Overall Rank
SPYA.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPYA.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPYA.DE Omega Ratio Rank: 5757
Omega Ratio Rank
SPYA.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
SPYA.DE Martin Ratio Rank: 5454
Martin Ratio Rank
VGWD.DE
VGWD.DE Risk / Return Rank: 6969
Overall Rank
VGWD.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 7070
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 7878
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. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.DEVGWD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.23

-0.15

Sortino ratio

Return per unit of downside risk

1.51

1.60

-0.09

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.05

Calmar ratio

Return relative to maximum drawdown

1.34

1.75

-0.42

Martin ratio

Return relative to average drawdown

5.35

8.83

-3.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SPYA.DE Sharpe Ratio is 1.09, which is comparable to the VGWD.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SPYA.DE and VGWD.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.

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Sharpe Ratios by Period

SPYA.DEVGWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.23

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.94

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.60

-0.24

Correlation

The correlation between SPYA.DE and VGWD.DE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SPYA.DE vs. VGWD.DE - Dividend Comparison

SPYA.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.63%.

TTM202520242023202220212020201920182017
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%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing		2.63%2.84%3.05%3.39%3.78%3.03%3.08%3.21%3.70%0.58%

Drawdowns

SPYA.DE vs. VGWD.DE - Drawdown Comparison

The maximum SPYA.DE drawdown since its inception was -35.34%, roughly equal to the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for SPYA.DE and VGWD.DE.

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Drawdown Indicators

SPYA.DEVGWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-34.57%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.09%

-13.31%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-16.86%

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

—

—

Current Drawdown

Current decline from peak

-11.13%

-3.21%

-7.92%

Average Drawdown

Average peak-to-trough decline

-11.06%

-4.11%

-6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

1.94%

+2.00%

Volatility

SPYA.DE vs. VGWD.DE - Volatility Comparison

SPDR MSCI EM Asia UCITS ETF (SPYA.DE) has a higher volatility of 8.23% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 3.86%. This indicates that SPYA.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.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.DEVGWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

3.86%

+4.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

7.02%

+6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

20.47%

13.44%

+7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

11.54%

+6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

14.32%

+4.78%