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SPYE.DE vs. MVEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYE.DE vs. MVEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe UCITS ETF (SPYE.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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, SPYE.DE achieves a 9.96% return, which is significantly higher than MVEE.DE's 7.52% return.


SPYE.DE

1D
-0.66%
1M
1.77%
YTD
9.96%
6M
10.79%
1Y
21.80%
3Y*
14.98%
5Y*
10.01%
10Y*
10.12%

MVEE.DE

1D
-0.57%
1M
0.58%
YTD
7.52%
6M
8.05%
1Y
11.08%
3Y*
10.12%
5Y*
6.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYE.DE vs. MVEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPYE.DE
SPDR MSCI Europe UCITS ETF
9.96%20.32%8.24%15.50%-9.42%25.11%23.85%
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
7.52%8.71%8.75%12.46%-15.04%23.79%13.95%

Correlation

The correlation between SPYE.DE and MVEE.DE is 0.66, 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

0.66

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

0.82

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2020

0.88

Over the past year, the correlation between SPYE.DE and MVEE.DE has dropped to 0.66 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.

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Return for Risk

SPYE.DE vs. MVEE.DE — Risk / Return Rank

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

SPYE.DE
SPYE.DE Risk / Return Rank: 5858
Overall Rank
SPYE.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPYE.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
SPYE.DE Omega Ratio Rank: 6161
Omega Ratio Rank
SPYE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPYE.DE Martin Ratio Rank: 5757
Martin Ratio Rank

MVEE.DE
MVEE.DE Risk / Return Rank: 3434
Overall Rank
MVEE.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 3737
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.

SPYE.DE vs. MVEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe UCITS ETF (SPYE.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPYE.DEMVEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.32

1.20

+0.12

Calmar ratioReturn relative to maximum drawdown

2.30

1.49

+0.80

Martin ratioReturn relative to average drawdown

8.65

5.15

+3.50

SPYE.DE vs. MVEE.DE - Sharpe Ratio Comparison

The current SPYE.DE Sharpe Ratio is 1.68, which is higher than the MVEE.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SPYE.DE and MVEE.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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Drawdowns

SPYE.DE vs. MVEE.DE - Drawdown Comparison

The maximum SPYE.DE drawdown since its inception was -35.54%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for SPYE.DE and MVEE.DE.


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Drawdown Indicators


SPYE.DEMVEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-20.19%

-15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-7.40%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-12.19%

-4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.53%

-20.19%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

Current Drawdown

Current decline from peak

-0.66%

-0.57%

-0.09%

Average Drawdown

Average peak-to-trough decline

-5.48%

-4.49%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.15%

+0.36%

Volatility

SPYE.DE vs. MVEE.DE - Volatility Comparison

SPDR MSCI Europe UCITS ETF (SPYE.DE) has a higher volatility of 2.86% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.10%. This indicates that SPYE.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYE.DEMVEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.10%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

8.18%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.91%

9.88%

+3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

12.08%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.38%

12.46%

+2.92%

SPYE.DE vs. MVEE.DE - Expense Ratio Comparison

Both SPYE.DE and MVEE.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPYE.DE vs. MVEE.DE - Dividend Comparison

Neither SPYE.DE nor MVEE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYE.DE and MVEE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPYE.DE and MVEE.DE have the same expense ratio: 0.25% per year.

SPYE.DE tracks MSCI Europe, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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