SPYE.DE vs. SELD.DE
SPYE.DE (SPDR MSCI Europe UCITS ETF) and SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) are both Europe Equities funds - SPYE.DE tracks the MSCI Europe while SELD.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, SPYE.DE returned 9.09%/yr vs 9.59%/yr for SELD.DE. Their correlation of 0.87 suggests significant overlap in exposure. SPYE.DE charges 0.25%/yr vs 0.30%/yr for SELD.DE.
Performance
SPYE.DE vs. SELD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYE.DE achieves a 7.68% return, which is significantly lower than SELD.DE's 14.08% return. Over the past 10 years, SPYE.DE has underperformed SELD.DE with an annualized return of 9.09%, while SELD.DE has yielded a comparatively higher 9.59% annualized return.
SPYE.DE
- 1D
- 0.62%
- 1M
- 1.21%
- YTD
- 7.68%
- 6M
- 10.03%
- 1Y
- 16.22%
- 3Y*
- 13.73%
- 5Y*
- 9.86%
- 10Y*
- 9.09%
SELD.DE
- 1D
- 0.52%
- 1M
- 2.18%
- YTD
- 14.08%
- 6M
- 19.21%
- 1Y
- 31.99%
- 3Y*
- 20.75%
- 5Y*
- 11.33%
- 10Y*
- 9.59%
SPYE.DE vs. SELD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYE.DE SPDR MSCI Europe UCITS ETF | 7.68% | 20.32% | 8.24% | 15.50% | -9.42% | 25.11% | -3.25% | 27.31% | -10.83% | 10.49% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 14.08% | 44.46% | 5.76% | 3.90% | -10.09% | 24.12% | -9.44% | 27.63% | -4.88% | 5.07% |
Correlation
The correlation between SPYE.DE and SELD.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.87 |
The correlation between SPYE.DE and SELD.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
SPYE.DE vs. SELD.DE — Risk / Return Rank
SPYE.DE
SELD.DE
SPYE.DE vs. SELD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe UCITS ETF (SPYE.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.
| SPYE.DE | SELD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.49 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 4.79 | -3.06 |
| Martin ratioReturn relative to average drawdown | 6.36 | 16.20 | -9.85 |
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
| SPYE.DE | SELD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.73 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.75 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.55 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.18 | +0.34 |
Drawdowns
SPYE.DE vs. SELD.DE - Drawdown Comparison
The maximum SPYE.DE drawdown since its inception was -35.54%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for SPYE.DE and SELD.DE.
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Drawdown Indicators
| SPYE.DE | SELD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -70.30% | +34.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.45% | -6.72% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.65% | -14.13% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.53% | -23.02% | +3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | -40.65% | +5.11% |
Current DrawdownCurrent decline from peak | -1.47% | -1.80% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -25.32% | +19.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 1.99% | +0.60% |
Volatility
SPYE.DE vs. SELD.DE - Volatility Comparison
SPDR MSCI Europe UCITS ETF (SPYE.DE) has a higher volatility of 4.24% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 3.83%. This indicates that SPYE.DE's price experiences larger fluctuations and is considered to be riskier than SELD.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.DE | SELD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.83% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 9.59% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 11.81% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 14.87% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 17.42% | -1.71% |
SPYE.DE vs. SELD.DE - Expense Ratio Comparison
SPYE.DE has a 0.25% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.
Dividends
SPYE.DE vs. SELD.DE - Dividend Comparison
SPYE.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 5.68% | 6.48% | 6.46% | 0.00% | 7.70% | 4.52% | 5.09% | 5.34% | 5.60% | 4.75% | 5.20% | 5.48% |
SPYE.DE SPDR MSCI Europe UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYE.DE and SELD.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYE.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SELD.DE.
SPYE.DE tracks MSCI Europe, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.25% for SPYE.DE and 0.30% for SELD.DE.
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