SPYG.DE vs. EUPE.DE
SPYG.DE (SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - SPYG.DE tracks the S&P UK High Yield Dividend Aristocrats while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, SPYG.DE returned 3.61%/yr vs 8.97%/yr for EUPE.DE. A 0.77 correlation means they provide meaningful diversification when combined. SPYG.DE charges 0.30%/yr vs 0.65%/yr for EUPE.DE.
Performance
SPYG.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYG.DE achieves a 5.85% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, SPYG.DE has underperformed EUPE.DE with an annualized return of 3.61%, while EUPE.DE has yielded a comparatively higher 8.97% annualized return.
SPYG.DE
- 1D
- 1.41%
- 1M
- 0.66%
- YTD
- 5.85%
- 6M
- 8.49%
- 1Y
- 11.94%
- 3Y*
- 11.53%
- 5Y*
- 6.76%
- 10Y*
- 3.61%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
SPYG.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYG.DE SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 5.85% | 12.61% | 14.64% | 8.08% | -13.77% | 20.96% | -20.77% | 41.80% | -15.19% | -0.54% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between SPYG.DE and EUPE.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.77 |
The correlation between SPYG.DE and EUPE.DE shifts across timeframes, from 0.58 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYG.DE vs. EUPE.DE — Risk / Return Rank
SPYG.DE
EUPE.DE
SPYG.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.
| SPYG.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 4.19 | -2.77 |
| Martin ratioReturn relative to average drawdown | 4.53 | 11.50 | -6.96 |
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
| SPYG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.17 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.65 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.60 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.46 | -0.18 |
Drawdowns
SPYG.DE vs. EUPE.DE - Drawdown Comparison
The maximum SPYG.DE drawdown since its inception was -44.67%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for SPYG.DE and EUPE.DE.
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Drawdown Indicators
| SPYG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.67% | -32.64% | -12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -5.82% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -15.63% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -15.63% | -6.20% |
Max Drawdown (10Y)Largest decline over 10 years | -44.67% | -32.64% | -12.03% |
Current DrawdownCurrent decline from peak | -1.89% | -3.04% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -4.95% | -6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.13% | +0.62% |
Volatility
SPYG.DE vs. EUPE.DE - Volatility Comparison
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) has a higher volatility of 4.98% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that SPYG.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 3.64% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 8.56% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 11.27% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 13.17% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 14.99% | +2.95% |
SPYG.DE vs. EUPE.DE - Expense Ratio Comparison
SPYG.DE has a 0.30% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
SPYG.DE vs. EUPE.DE - Dividend Comparison
SPYG.DE's dividend yield for the trailing twelve months is around 3.44%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG.DE SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 3.44% | 3.68% | 3.39% | 3.66% | 4.67% | 3.53% | 3.12% | 3.92% | 7.36% | 3.83% | 4.39% | 4.04% |
Frequently Asked Questions
SPYG.DE and EUPE.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYG.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYG.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for EUPE.DE.
SPYG.DE tracks S&P UK High Yield Dividend Aristocrats, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: State Street and Natixis. Their fees differ too: 0.30% for SPYG.DE and 0.65% for EUPE.DE.
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