SPYG.DE vs. EXSH.DE
SPYG.DE (SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - SPYG.DE tracks the S&P UK High Yield Dividend Aristocrats while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, SPYG.DE returned 3.61%/yr vs 10.31%/yr for EXSH.DE. A 0.76 correlation means they provide meaningful diversification when combined. SPYG.DE charges 0.30%/yr vs 0.32%/yr for EXSH.DE.
Performance
SPYG.DE vs. EXSH.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 EXSH.DE's 13.96% return. Over the past 10 years, SPYG.DE has underperformed EXSH.DE with an annualized return of 3.61%, while EXSH.DE has yielded a comparatively higher 10.31% 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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
SPYG.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between SPYG.DE and EXSH.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.76 |
The correlation between SPYG.DE and EXSH.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.
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Return for Risk
SPYG.DE vs. EXSH.DE — Risk / Return Rank
SPYG.DE
EXSH.DE
SPYG.DE vs. EXSH.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 STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.48 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 4.85 | -3.43 |
| Martin ratioReturn relative to average drawdown | 4.53 | 16.10 | -11.57 |
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 | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.69 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.86 | -0.42 |
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 | 0.32 | -0.04 |
Drawdowns
SPYG.DE vs. EXSH.DE - Drawdown Comparison
The maximum SPYG.DE drawdown since its inception was -44.67%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for SPYG.DE and EXSH.DE.
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Drawdown Indicators
| SPYG.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.67% | -70.20% | +25.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -6.65% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -14.43% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -22.98% | +1.15% |
Max Drawdown (10Y)Largest decline over 10 years | -44.67% | -40.34% | -4.33% |
Current DrawdownCurrent decline from peak | -1.89% | -1.87% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -22.15% | +10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.01% | +0.74% |
Volatility
SPYG.DE vs. EXSH.DE - Volatility Comparison
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) has a higher volatility of 4.98% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that SPYG.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 3.90% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 9.77% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 11.99% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 14.61% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 17.15% | +0.79% |
SPYG.DE vs. EXSH.DE - Expense Ratio Comparison
SPYG.DE has a 0.30% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
SPYG.DE vs. EXSH.DE - Dividend Comparison
SPYG.DE's dividend yield for the trailing twelve months is around 3.44%, less than EXSH.DE's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
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 EXSH.DE have a correlation of 0.68, 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 0.32% for EXSH.DE.
SPYG.DE tracks S&P UK High Yield Dividend Aristocrats, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPYG.DE and 0.32% for EXSH.DE.
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