SPYF.DE vs. VUKE.DE
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (SPYF.DE) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE).
SPYF.DE and VUKE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VUKE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. Both SPYF.DE and VUKE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYF.DE or VUKE.DE.
Key characteristics
| SPYF.DE | VUKE.DE | |
|---|---|---|
| YTD Return | 13.68% | 10.36% |
| 1Y Return | 21.93% | 16.40% |
| 3Y Return (Ann) | 6.57% | 5.68% |
| 5Y Return (Ann) | 5.91% | 4.81% |
| Sharpe Ratio | 1.88 | 1.35 |
| Sortino Ratio | 2.58 | 1.88 |
| Omega Ratio | 1.35 | 1.25 |
| Calmar Ratio | 3.05 | 2.16 |
| Martin Ratio | 13.55 | 8.04 |
| Ulcer Index | 1.43% | 1.79% |
| Daily Std Dev | 10.30% | 10.62% |
| Max Drawdown | -41.53% | -40.16% |
| Current Drawdown | -2.16% | -2.32% |
Correlation
The correlation between SPYF.DE and VUKE.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SPYF.DE vs. VUKE.DE - Performance Comparison
In the year-to-date period, SPYF.DE achieves a 13.68% return, which is significantly higher than VUKE.DE's 10.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPYF.DE vs. VUKE.DE - Expense Ratio Comparison
SPYF.DE has a 0.20% expense ratio, which is higher than VUKE.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPYF.DE vs. VUKE.DE - 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 Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.
Dividends
SPYF.DE vs. VUKE.DE - Dividend Comparison
Neither SPYF.DE nor VUKE.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
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% |
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 0.00% | 0.00% | 4.08% | 3.81% | 2.95% | 4.49% | 4.74% | 0.65% |
Drawdowns
SPYF.DE vs. VUKE.DE - Drawdown Comparison
The maximum SPYF.DE drawdown since its inception was -41.53%, roughly equal to the maximum VUKE.DE drawdown of -40.16%. Use the drawdown chart below to compare losses from any high point for SPYF.DE and VUKE.DE. For additional features, visit the drawdowns tool.
Volatility
SPYF.DE vs. VUKE.DE - Volatility Comparison
SPDR FTSE UK All Share UCITS ETF (SPYF.DE) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) have volatilities of 3.53% and 3.57%, 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.