PortfoliosLab logoPortfoliosLab logo
SPYF.DE vs. JUKC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYF.DE vs. JUKC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR FTSE UK All Share UCITS ETF (SPYF.DE) and JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SPYF.DE is traded in EUR, while JUKC.L is traded in GBp. To make them comparable, the JUKC.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYF.DE achieves a 6.71% return, which is significantly lower than JUKC.L's 7.43% 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%

JUKC.L

1D
0.27%
1M
-0.06%
YTD
7.43%
6M
10.20%
1Y
17.73%
3Y*
14.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYF.DE vs. JUKC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYF.DE
SPDR FTSE UK All Share UCITS ETF
6.71%17.92%13.59%10.43%1.71%
JUKC.L
JPMorgan UK Equity Core UCITS ETF GBP (acc)
7.43%18.44%15.01%9.83%2.45%

Correlation

The correlation between SPYF.DE and JUKC.L is 0.93, 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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2022

0.93

The correlation between SPYF.DE and JUKC.L has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

SPYF.DE vs. JUKC.L — Risk / Return Rank

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

SPYF.DE
SPYF.DE Risk / Return Rank: 4343
Overall Rank
SPYF.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPYF.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPYF.DE Omega Ratio Rank: 4141
Omega Ratio Rank
SPYF.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPYF.DE Martin Ratio Rank: 4848
Martin Ratio Rank

JUKC.L
JUKC.L Risk / Return Rank: 5454
Overall Rank
JUKC.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JUKC.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
JUKC.L Omega Ratio Rank: 5858
Omega Ratio Rank
JUKC.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
JUKC.L Martin Ratio Rank: 4949
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.

SPYF.DE vs. JUKC.L - 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 JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.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.


SPYF.DEJUKC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.26

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

2.24

2.32

-0.07

Martin ratioReturn relative to average drawdown

7.97

8.18

-0.22

SPYF.DE vs. JUKC.L - Sharpe Ratio Comparison

The current SPYF.DE Sharpe Ratio is 1.43, which is comparable to the JUKC.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SPYF.DE and JUKC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SPYF.DEJUKC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.49

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.02

-0.56

Drawdowns

SPYF.DE vs. JUKC.L - Drawdown Comparison

The maximum SPYF.DE drawdown since its inception was -41.53%, which is greater than JUKC.L's maximum drawdown of -15.97%. Use the drawdown chart below to compare losses from any high point for SPYF.DE and JUKC.L.


Loading charts...

Drawdown Indicators


SPYF.DEJUKC.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-15.97%

-25.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.60%

-7.62%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

-15.97%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

Max Drawdown (10Y)

Largest decline over 10 years

-41.53%

Current Drawdown

Current decline from peak

-2.22%

-2.03%

-0.19%

Average Drawdown

Average peak-to-trough decline

-6.06%

-2.24%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.16%

-0.02%

Volatility

SPYF.DE vs. JUKC.L - Volatility Comparison

SPDR FTSE UK All Share UCITS ETF (SPYF.DE) and JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) have volatilities of 4.30% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPYF.DEJUKC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.26%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

9.87%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

11.83%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

13.15%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

13.15%

+3.44%

SPYF.DE vs. JUKC.L - Expense Ratio Comparison

SPYF.DE has a 0.20% expense ratio, which is lower than JUKC.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPYF.DE vs. JUKC.L - Dividend Comparison

Neither SPYF.DE nor JUKC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, SPYF.DE and JUKC.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.25% for JUKC.L.

SPYF.DE tracks FTSE All-Share, while JUKC.L tracks FTSE AllSh TR GBP. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.20% for SPYF.DE and 0.25% for JUKC.L.

Portfolio Optimizer

Find the right allocation for SPYF.DE and JUKC.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer