SPYJ.DE vs. D5BK.DE
SPYJ.DE (SPDR Dow Jones Global Real Estate UCITS ETF) and D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) are both REIT funds - SPYJ.DE tracks the Dow Jones Global Select Real Estate Securities while D5BK.DE tracks the FTSE EPRA/NAREIT Developed Europe. Both are passively managed. Over the past 10 years, SPYJ.DE returned 3.00%/yr vs -0.15%/yr for D5BK.DE. A 0.63 correlation means they provide meaningful diversification when combined. SPYJ.DE charges 0.40%/yr vs 0.33%/yr for D5BK.DE.
Performance
SPYJ.DE vs. D5BK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYJ.DE achieves a 8.14% return, which is significantly higher than D5BK.DE's -0.60% return. Over the past 10 years, SPYJ.DE has outperformed D5BK.DE with an annualized return of 3.00%, while D5BK.DE has yielded a comparatively lower -0.15% annualized return.
SPYJ.DE
- 1D
- 0.05%
- 1M
- -0.54%
- YTD
- 8.14%
- 6M
- 7.27%
- 1Y
- 10.19%
- 3Y*
- 5.92%
- 5Y*
- 2.31%
- 10Y*
- 3.00%
D5BK.DE
- 1D
- 0.72%
- 1M
- -0.27%
- YTD
- -0.60%
- 6M
- 0.02%
- 1Y
- -2.75%
- 3Y*
- 6.51%
- 5Y*
- -4.66%
- 10Y*
- -0.15%
SPYJ.DE vs. D5BK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYJ.DE SPDR Dow Jones Global Real Estate UCITS ETF | 8.14% | -2.34% | 4.88% | 7.77% | -20.64% | 41.31% | -18.77% | 23.49% | -0.95% | -3.79% |
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -4.03% | 15.92% | -36.63% | 17.10% | -10.26% | 29.66% | -8.93% | 12.62% |
Correlation
The correlation between SPYJ.DE and D5BK.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2012 | 0.63 |
The correlation between SPYJ.DE and D5BK.DE has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.
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Return for Risk
SPYJ.DE vs. D5BK.DE — Risk / Return Rank
SPYJ.DE
D5BK.DE
SPYJ.DE vs. D5BK.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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.DE | D5BK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.98 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | -0.18 | +1.64 |
| Martin ratioReturn relative to average drawdown | 4.40 | -0.45 | +4.85 |
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
| SPYJ.DE | D5BK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.17 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | -0.21 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | -0.01 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.27 | +0.05 |
Drawdowns
SPYJ.DE vs. D5BK.DE - Drawdown Comparison
The maximum SPYJ.DE drawdown since its inception was -42.92%, smaller than the maximum D5BK.DE drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and D5BK.DE.
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Drawdown Indicators
| SPYJ.DE | D5BK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.92% | -46.41% | +3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -15.61% | +8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -21.61% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -30.71% | -46.41% | +15.70% |
Max Drawdown (10Y)Largest decline over 10 years | -42.92% | -46.41% | +3.49% |
Current DrawdownCurrent decline from peak | -7.72% | -28.23% | +20.51% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -13.98% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 6.05% | -3.74% |
Volatility
SPYJ.DE vs. D5BK.DE - Volatility Comparison
The current volatility for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) is 3.15%, while Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a volatility of 4.80%. This indicates that SPYJ.DE experiences smaller price fluctuations and is considered to be less risky than D5BK.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.DE | D5BK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 4.80% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 13.17% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 15.75% | -4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 21.49% | -6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 19.95% | -2.99% |
SPYJ.DE vs. D5BK.DE - Expense Ratio Comparison
SPYJ.DE has a 0.40% expense ratio, which is higher than D5BK.DE's 0.33% expense ratio.
Dividends
SPYJ.DE vs. D5BK.DE - Dividend Comparison
SPYJ.DE's dividend yield for the trailing twelve months is around 2.57%, while D5BK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYJ.DE SPDR Dow Jones Global Real Estate UCITS ETF | 2.57% | 2.80% | 2.70% | 2.67% | 2.91% | 1.76% | 2.70% | 3.16% | 4.36% | 4.02% | 2.53% | 2.10% |
Frequently Asked Questions
SPYJ.DE and D5BK.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BK.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BK.DE is cheaper with a 0.33% expense ratio, compared with 0.40% for SPYJ.DE.
SPYJ.DE tracks Dow Jones Global Select Real Estate Securities, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.40% for SPYJ.DE and 0.33% for D5BK.DE.
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