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SPYG.DE vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYG.DE and SPYL.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SPYG.DE vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.92%
9.88%
SPYG.DE
SPYL.DE

Key characteristics

Sharpe Ratio

SPYG.DE:

1.68

SPYL.DE:

2.21

Sortino Ratio

SPYG.DE:

2.32

SPYL.DE:

3.06

Omega Ratio

SPYG.DE:

1.30

SPYL.DE:

1.44

Calmar Ratio

SPYG.DE:

1.55

SPYL.DE:

3.38

Martin Ratio

SPYG.DE:

10.29

SPYL.DE:

14.72

Ulcer Index

SPYG.DE:

2.15%

SPYL.DE:

1.89%

Daily Std Dev

SPYG.DE:

13.19%

SPYL.DE:

12.63%

Max Drawdown

SPYG.DE:

-44.67%

SPYL.DE:

-8.25%

Current Drawdown

SPYG.DE:

0.00%

SPYL.DE:

-0.31%

Returns By Period

In the year-to-date period, SPYG.DE achieves a 6.08% return, which is significantly higher than SPYL.DE's 3.51% return.


SPYG.DE

YTD

6.08%

1M

9.48%

6M

8.55%

1Y

21.78%

5Y*

1.05%

10Y*

1.63%

SPYL.DE

YTD

3.51%

1M

3.45%

6M

17.02%

1Y

27.81%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPYG.DE vs. SPYL.DE - Expense Ratio Comparison

SPYG.DE has a 0.30% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.


SPYG.DE
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)
Expense ratio chart for SPYG.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SPYG.DE vs. SPYL.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYG.DE
The Risk-Adjusted Performance Rank of SPYG.DE is 6868
Overall Rank
The Sharpe Ratio Rank of SPYG.DE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG.DE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYG.DE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPYG.DE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SPYG.DE is 7676
Martin Ratio Rank

SPYL.DE
The Risk-Adjusted Performance Rank of SPYL.DE is 8888
Overall Rank
The Sharpe Ratio Rank of SPYL.DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYL.DE is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SPYL.DE is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SPYL.DE is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SPYL.DE is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPYG.DE vs. SPYL.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.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.


Sharpe ratio
The chart of Sharpe ratio for SPYG.DE, currently valued at 1.20, compared to the broader market0.002.004.001.201.91
The chart of Sortino ratio for SPYG.DE, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.0012.001.732.66
The chart of Omega ratio for SPYG.DE, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.35
The chart of Calmar ratio for SPYG.DE, currently valued at 1.36, compared to the broader market0.005.0010.0015.0020.001.362.95
The chart of Martin ratio for SPYG.DE, currently valued at 3.92, compared to the broader market0.0020.0040.0060.0080.00100.003.9211.79
SPYG.DE
SPYL.DE

The current SPYG.DE Sharpe Ratio is 1.68, which is comparable to the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SPYG.DE and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
1.20
1.91
SPYG.DE
SPYL.DE

Dividends

SPYG.DE vs. SPYL.DE - Dividend Comparison

SPYG.DE's dividend yield for the trailing twelve months is around 3.19%, while SPYL.DE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SPYG.DE
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)
3.19%3.39%3.66%4.67%3.53%3.12%3.92%7.36%3.83%4.39%4.04%4.32%
SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPYG.DE vs. SPYL.DE - Drawdown Comparison

The maximum SPYG.DE drawdown since its inception was -44.67%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for SPYG.DE and SPYL.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.67%
-1.19%
SPYG.DE
SPYL.DE

Volatility

SPYG.DE vs. SPYL.DE - Volatility Comparison

The current volatility for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) is 3.92%, while SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) has a volatility of 4.52%. This indicates that SPYG.DE experiences smaller price fluctuations and is considered to be less risky than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.92%
4.52%
SPYG.DE
SPYL.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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