SPYF.DE vs. EXSH.DE
SPYF.DE (SPDR FTSE UK All Share UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - SPYF.DE tracks the FTSE All-Share while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, SPYF.DE returned 7.48%/yr vs 10.31%/yr for EXSH.DE. Their correlation of 0.83 suggests significant overlap in exposure. SPYF.DE charges 0.20%/yr vs 0.32%/yr for EXSH.DE.
Performance
SPYF.DE vs. EXSH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYF.DE achieves a 6.71% return, which is significantly lower than EXSH.DE's 13.96% return. Over the past 10 years, SPYF.DE has underperformed EXSH.DE with an annualized return of 7.48%, while EXSH.DE has yielded a comparatively higher 10.31% annualized return.
SPYF.DE
- 1D
- 0.16%
- 1M
- -0.06%
- YTD
- 6.71%
- 6M
- 9.71%
- 1Y
- 17.02%
- 3Y*
- 13.97%
- 5Y*
- 10.06%
- 10Y*
- 7.48%
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
SPYF.DE vs. EXSH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYF.DE SPDR FTSE UK All Share UCITS ETF | 6.71% | 17.92% | 13.59% | 10.43% | -5.65% | 24.46% | -14.12% | 27.89% | -11.60% | 9.17% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between SPYF.DE and EXSH.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.83 |
The correlation between SPYF.DE and EXSH.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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Return for Risk
SPYF.DE vs. EXSH.DE — Risk / Return Rank
SPYF.DE
EXSH.DE
SPYF.DE vs. EXSH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (SPYF.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.
| SPYF.DE | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.48 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 4.85 | -2.61 |
| Martin ratioReturn relative to average drawdown | 7.97 | 16.10 | -8.13 |
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
| SPYF.DE | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.69 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.86 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.60 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.32 | +0.14 |
Drawdowns
SPYF.DE vs. EXSH.DE - Drawdown Comparison
The maximum SPYF.DE drawdown since its inception was -41.53%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for SPYF.DE and EXSH.DE.
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Drawdown Indicators
| SPYF.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -70.20% | +28.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -6.65% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -14.43% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -22.98% | +5.81% |
Max Drawdown (10Y)Largest decline over 10 years | -41.53% | -40.34% | -1.19% |
Current DrawdownCurrent decline from peak | -2.22% | -1.87% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -22.15% | +16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.01% | +0.13% |
Volatility
SPYF.DE vs. EXSH.DE - Volatility Comparison
SPDR FTSE UK All Share UCITS ETF (SPYF.DE) has a higher volatility of 4.30% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that SPYF.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYF.DE | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.90% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 9.77% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 11.99% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 14.61% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 17.15% | -0.56% |
SPYF.DE vs. EXSH.DE - Expense Ratio Comparison
SPYF.DE has a 0.20% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
SPYF.DE vs. EXSH.DE - Dividend Comparison
SPYF.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
SPYF.DE SPDR FTSE UK All Share 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
SPYF.DE and EXSH.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYF.DE is cheaper with a 0.20% expense ratio, compared with 0.32% for EXSH.DE.
SPYF.DE tracks FTSE All-Share, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: State Street and iShares. Their fees differ too: 0.20% for SPYF.DE and 0.32% for EXSH.DE.
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