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SPYJ.DE vs. 10AJ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYJ.DE vs. 10AJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE). The values are adjusted to include any dividend payments, if applicable.

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SPYJ.DE vs. 10AJ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
3.04%-2.34%4.88%7.77%-20.64%41.31%-18.77%23.49%3.00%
10AJ.DE
Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist
4.69%-1.85%5.52%6.85%-20.55%36.79%-16.96%23.88%1.63%

Returns By Period

In the year-to-date period, SPYJ.DE achieves a 3.04% return, which is significantly lower than 10AJ.DE's 4.69% return.


SPYJ.DE

1D
0.82%
1M
-5.71%
YTD
3.04%
6M
3.02%
1Y
1.03%
3Y*
4.87%
5Y*
2.56%
10Y*
2.57%

10AJ.DE

1D
1.09%
1M
-3.99%
YTD
4.69%
6M
4.78%
1Y
4.08%
3Y*
5.22%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYJ.DE vs. 10AJ.DE - Expense Ratio Comparison

SPYJ.DE has a 0.40% expense ratio, which is higher than 10AJ.DE's 0.24% expense ratio.


Return for Risk

SPYJ.DE vs. 10AJ.DE — Risk / Return Rank

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

SPYJ.DE
SPYJ.DE Risk / Return Rank: 1313
Overall Rank
SPYJ.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPYJ.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPYJ.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SPYJ.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPYJ.DE Martin Ratio Rank: 1515
Martin Ratio Rank

10AJ.DE
10AJ.DE Risk / Return Rank: 2222
Overall Rank
10AJ.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
10AJ.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
10AJ.DE Omega Ratio Rank: 1818
Omega Ratio Rank
10AJ.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
10AJ.DE Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPYJ.DE vs. 10AJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.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.


SPYJ.DE10AJ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.28

-0.21

Sortino ratio

Return per unit of downside risk

0.19

0.46

-0.27

Omega ratio

Gain probability vs. loss probability

1.03

1.07

-0.04

Calmar ratio

Return relative to maximum drawdown

0.12

0.91

-0.79

Martin ratio

Return relative to average drawdown

0.45

2.90

-2.46

SPYJ.DE vs. 10AJ.DE - Sharpe Ratio Comparison

The current SPYJ.DE Sharpe Ratio is 0.07, which is lower than the 10AJ.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of SPYJ.DE and 10AJ.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.


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Sharpe Ratios by Period


SPYJ.DE10AJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.28

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.16

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.20

+0.11

Correlation

The correlation between SPYJ.DE and 10AJ.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPYJ.DE vs. 10AJ.DE - Dividend Comparison

SPYJ.DE's dividend yield for the trailing twelve months is around 2.70%, less than 10AJ.DE's 2.86% yield.


TTM20252024202320222021202020192018201720162015
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
2.70%2.80%2.70%2.67%2.91%1.76%2.70%3.16%4.36%4.02%2.53%2.10%
10AJ.DE
Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist
2.86%2.99%2.94%2.98%3.23%2.13%3.10%2.92%2.63%0.00%0.00%0.00%

Drawdowns

SPYJ.DE vs. 10AJ.DE - Drawdown Comparison

The maximum SPYJ.DE drawdown since its inception was -42.92%, roughly equal to the maximum 10AJ.DE drawdown of -42.62%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and 10AJ.DE.


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Drawdown Indicators


SPYJ.DE10AJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.92%

-42.62%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-10.73%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

-30.01%

-0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

Current Drawdown

Current decline from peak

-12.07%

-9.46%

-2.61%

Average Drawdown

Average peak-to-trough decline

-11.15%

-12.26%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.49%

+0.43%

Volatility

SPYJ.DE vs. 10AJ.DE - Volatility Comparison

The current volatility for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) is 4.22%, while Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) has a volatility of 4.58%. This indicates that SPYJ.DE experiences smaller price fluctuations and is considered to be less risky than 10AJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYJ.DE10AJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.58%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

8.04%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

14.62%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

14.59%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

17.20%

-0.23%