SPYG.DE vs. EXS2.DE
SPYG.DE (SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds - SPYG.DE tracks the S&P UK High Yield Dividend Aristocrats while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 10 years, SPYG.DE returned 3.61%/yr vs 9.01%/yr for EXS2.DE. A 0.62 correlation means they provide meaningful diversification when combined. SPYG.DE charges 0.30%/yr vs 0.51%/yr for EXS2.DE.
Performance
SPYG.DE vs. EXS2.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 EXS2.DE's 15.70% return. Over the past 10 years, SPYG.DE has underperformed EXS2.DE with an annualized return of 3.61%, while EXS2.DE has yielded a comparatively higher 9.01% 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%
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.24%
- YTD
- 15.70%
- 6M
- 16.12%
- 1Y
- 5.55%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
SPYG.DE vs. EXS2.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% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
Correlation
The correlation between SPYG.DE and EXS2.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.62 |
The correlation between SPYG.DE and EXS2.DE has been stable across timeframes, ranging from 0.61 to 0.64 - a consistent structural relationship.
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Return for Risk
SPYG.DE vs. EXS2.DE — Risk / Return Rank
SPYG.DE
EXS2.DE
SPYG.DE vs. EXS2.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 iShares TecDAX UCITS ETF (DE) (EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.07 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.40 | +1.02 |
| Martin ratioReturn relative to average drawdown | 4.53 | 0.80 | +3.73 |
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 | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.36 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.20 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.46 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.14 | +0.15 |
Drawdowns
SPYG.DE vs. EXS2.DE - Drawdown Comparison
The maximum SPYG.DE drawdown since its inception was -44.67%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for SPYG.DE and EXS2.DE.
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Drawdown Indicators
| SPYG.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.67% | -84.49% | +39.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -16.12% | +7.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -17.93% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -34.97% | +13.14% |
Max Drawdown (10Y)Largest decline over 10 years | -44.67% | -34.97% | -9.70% |
Current DrawdownCurrent decline from peak | -1.89% | -0.81% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -39.46% | +28.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 8.07% | -5.32% |
Volatility
SPYG.DE vs. EXS2.DE - Volatility Comparison
The current volatility for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) is 4.98%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that SPYG.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 5.29% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 14.25% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 17.83% | -4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 18.80% | -3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 19.47% | -1.53% |
SPYG.DE vs. EXS2.DE - Expense Ratio Comparison
SPYG.DE has a 0.30% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
SPYG.DE vs. EXS2.DE - Dividend Comparison
SPYG.DE's dividend yield for the trailing twelve months is around 3.44%, while EXS2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
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 EXS2.DE have a correlation of 0.62, 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 0.51% for EXS2.DE.
SPYG.DE tracks S&P UK High Yield Dividend Aristocrats, while EXS2.DE tracks TecDAX®. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPYG.DE and 0.51% for EXS2.DE.
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