SPYF.DE vs. JGGI.L
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (SPYF.DE) and JP Morgan Global Growth & Income plc (JGGI.L).
SPYF.DE is a passively managed fund by State Street that tracks the performance of the FTSE All-Share. It was launched on Feb 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYF.DE or JGGI.L.
Key characteristics
| SPYF.DE | JGGI.L | |
|---|---|---|
| YTD Return | 13.68% | 20.31% |
| 1Y Return | 21.93% | 25.83% |
| 3Y Return (Ann) | 6.57% | 12.22% |
| 5Y Return (Ann) | 5.91% | 15.19% |
| 10Y Return (Ann) | 5.40% | 13.08% |
| Sharpe Ratio | 1.88 | 1.88 |
| Sortino Ratio | 2.58 | 2.65 |
| Omega Ratio | 1.35 | 1.34 |
| Calmar Ratio | 3.05 | 2.98 |
| Martin Ratio | 13.55 | 10.65 |
| Ulcer Index | 1.43% | 2.37% |
| Daily Std Dev | 10.30% | 13.37% |
| Max Drawdown | -41.53% | -54.88% |
| Current Drawdown | -2.16% | 0.00% |
Correlation
The correlation between SPYF.DE and JGGI.L is 0.62, 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.
Performance
SPYF.DE vs. JGGI.L - Performance Comparison
In the year-to-date period, SPYF.DE achieves a 13.68% return, which is significantly lower than JGGI.L's 20.31% return. Over the past 10 years, SPYF.DE has underperformed JGGI.L with an annualized return of 5.40%, while JGGI.L has yielded a comparatively higher 13.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SPYF.DE vs. JGGI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (SPYF.DE) and JP Morgan Global Growth & Income plc (JGGI.L). 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.
Dividends
SPYF.DE vs. JGGI.L - Dividend Comparison
SPYF.DE has not paid dividends to shareholders, while JGGI.L's dividend yield for the trailing twelve months is around 3.32%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JGGI.L JP Morgan Global Growth & Income plc | 3.32% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
Drawdowns
SPYF.DE vs. JGGI.L - Drawdown Comparison
The maximum SPYF.DE drawdown since its inception was -41.53%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for SPYF.DE and JGGI.L. For additional features, visit the drawdowns tool.
Volatility
SPYF.DE vs. JGGI.L - Volatility Comparison
The current volatility for SPDR FTSE UK All Share UCITS ETF (SPYF.DE) is 3.53%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 4.09%. This indicates that SPYF.DE experiences smaller price fluctuations and is considered to be less risky than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.