SPYI.DE vs. HTGC
Compare and contrast key facts about SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) and Hercules Capital, Inc. (HTGC).
SPYI.DE is a passively managed fund by State Street that tracks the performance of the MSCI All Country World Investable Market (ACWI IMI). It was launched on May 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYI.DE or HTGC.
Key characteristics
| SPYI.DE | HTGC | |
|---|---|---|
| YTD Return | 22.92% | 26.58% |
| 1Y Return | 30.57% | 35.61% |
| 3Y Return (Ann) | 8.16% | 16.49% |
| 5Y Return (Ann) | 11.79% | 18.78% |
| 10Y Return (Ann) | 11.70% | 13.32% |
| Sharpe Ratio | 2.79 | 1.64 |
| Sortino Ratio | 3.72 | 1.96 |
| Omega Ratio | 1.57 | 1.34 |
| Calmar Ratio | 3.61 | 1.95 |
| Martin Ratio | 17.17 | 6.53 |
| Ulcer Index | 1.74% | 5.45% |
| Daily Std Dev | 10.69% | 21.72% |
| Max Drawdown | -34.60% | -68.29% |
| Current Drawdown | -0.50% | -6.62% |
Correlation
The correlation between SPYI.DE and HTGC is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SPYI.DE vs. HTGC - Performance Comparison
In the year-to-date period, SPYI.DE achieves a 22.92% return, which is significantly lower than HTGC's 26.58% return. Over the past 10 years, SPYI.DE has underperformed HTGC with an annualized return of 11.70%, while HTGC has yielded a comparatively higher 13.32% annualized 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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Risk-Adjusted Performance
SPYI.DE vs. HTGC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) and Hercules Capital, Inc. (HTGC). 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
SPYI.DE vs. HTGC - Dividend Comparison
SPYI.DE has not paid dividends to shareholders, while HTGC's dividend yield for the trailing twelve months is around 10.51%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HTGC Hercules Capital, Inc. | 10.51% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
Drawdowns
SPYI.DE vs. HTGC - Drawdown Comparison
The maximum SPYI.DE drawdown since its inception was -34.60%, smaller than the maximum HTGC drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for SPYI.DE and HTGC. For additional features, visit the drawdowns tool.
Volatility
SPYI.DE vs. HTGC - Volatility Comparison
The current volatility for SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) is 2.98%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.58%. This indicates that SPYI.DE experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.