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SPYF.DE vs. SELD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYF.DE vs. SELD.DE - 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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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, SPYF.DE achieves a 6.71% return, which is significantly lower than SELD.DE's 14.08% return. Over the past 10 years, SPYF.DE has underperformed SELD.DE with an annualized return of 7.48%, while SELD.DE has yielded a comparatively higher 9.59% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYF.DE vs. SELD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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 SPYF.DE and SELD.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 SELD.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. SELD.DE — 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

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
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. SELD.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 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.


SPYF.DESELD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.26

1.49

-0.22

Calmar ratioReturn relative to maximum drawdown

2.24

4.79

-2.55

Martin ratioReturn relative to average drawdown

7.97

16.20

-8.24

SPYF.DE vs. SELD.DE - Sharpe Ratio Comparison

The current SPYF.DE Sharpe Ratio is 1.43, which is lower than the SELD.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of SPYF.DE and SELD.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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Sharpe Ratios by Period


SPYF.DESELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.73

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.75

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.55

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.18

+0.28

Drawdowns

SPYF.DE vs. SELD.DE - Drawdown Comparison

The maximum SPYF.DE drawdown since its inception was -41.53%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for SPYF.DE and SELD.DE.


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Drawdown Indicators


SPYF.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-70.30%

+28.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.60%

-6.72%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

-14.13%

-3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-23.02%

+5.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.53%

-40.65%

-0.88%

Current Drawdown

Current decline from peak

-2.22%

-1.80%

-0.42%

Average Drawdown

Average peak-to-trough decline

-6.06%

-25.32%

+19.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.99%

+0.15%

Volatility

SPYF.DE vs. SELD.DE - Volatility Comparison

SPDR FTSE UK All Share UCITS ETF (SPYF.DE) has a higher volatility of 4.30% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 3.83%. This indicates that SPYF.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


SPYF.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

3.83%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

9.59%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

11.81%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

14.87%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

17.42%

-0.83%

SPYF.DE vs. SELD.DE - Expense Ratio Comparison

SPYF.DE has a 0.20% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.


Dividends

SPYF.DE vs. SELD.DE - Dividend Comparison

SPYF.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.


PositionTTM20252024202320222021202020192018201720162015
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%
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 SELD.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 0.30% for SELD.DE.

SPYF.DE tracks FTSE All-Share, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for SPYF.DE and 0.30% for SELD.DE.

Portfolio Optimizer

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