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SPYJ.DE vs. FTGT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYJ.DE vs. FTGT.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 First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SPYJ.DE having a 8.14% return and FTGT.DE slightly higher at 8.42%.


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%

FTGT.DE

1D
-0.11%
1M
1.30%
YTD
8.42%
6M
8.67%
1Y
6.96%
3Y*
1.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYJ.DE vs. FTGT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
8.14%-2.34%4.88%7.77%-21.49%
FTGT.DE
First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc
8.42%-4.41%-6.32%9.64%-24.17%

Correlation

The correlation between SPYJ.DE and FTGT.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2022

0.88

The correlation between SPYJ.DE and FTGT.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

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Return for Risk

SPYJ.DE vs. FTGT.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: 2727
Overall Rank
SPYJ.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPYJ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPYJ.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPYJ.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPYJ.DE Martin Ratio Rank: 3131
Martin Ratio Rank

FTGT.DE
FTGT.DE Risk / Return Rank: 1919
Overall Rank
FTGT.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FTGT.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
FTGT.DE Omega Ratio Rank: 1717
Omega Ratio Rank
FTGT.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
FTGT.DE Martin Ratio Rank: 2020
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. FTGT.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 First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.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.DEFTGT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.16

1.10

+0.06

Calmar ratioReturn relative to maximum drawdown

1.46

0.94

+0.52

Martin ratioReturn relative to average drawdown

4.40

2.19

+2.21

SPYJ.DE vs. FTGT.DE - Sharpe Ratio Comparison

The current SPYJ.DE Sharpe Ratio is 0.90, which is higher than the FTGT.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SPYJ.DE and FTGT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYJ.DEFTGT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.56

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.30

+0.63

Drawdowns

SPYJ.DE vs. FTGT.DE - Drawdown Comparison

The maximum SPYJ.DE drawdown since its inception was -42.92%, which is greater than FTGT.DE's maximum drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and FTGT.DE.


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Drawdown Indicators


SPYJ.DEFTGT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.92%

-33.54%

-9.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-7.38%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-20.84%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

Current Drawdown

Current decline from peak

-7.72%

-20.84%

+13.12%

Average Drawdown

Average peak-to-trough decline

-11.10%

-22.36%

+11.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

3.18%

-0.87%

Volatility

SPYJ.DE vs. FTGT.DE - Volatility Comparison

The current volatility for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) is 3.15%, while First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) has a volatility of 3.62%. This indicates that SPYJ.DE experiences smaller price fluctuations and is considered to be less risky than FTGT.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.DEFTGT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.62%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

8.99%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

12.47%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

16.51%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

16.51%

+0.45%

SPYJ.DE vs. FTGT.DE - Expense Ratio Comparison

SPYJ.DE has a 0.40% expense ratio, which is lower than FTGT.DE's 0.60% expense ratio.


Dividends

SPYJ.DE vs. FTGT.DE - Dividend Comparison

SPYJ.DE's dividend yield for the trailing twelve months is around 2.57%, while FTGT.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FTGT.DE
First Trust Alerian Disruptive Technology Real Estate UCITS ETF 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%
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 FTGT.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYJ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYJ.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for FTGT.DE.

SPYJ.DE tracks Dow Jones Global Select Real Estate Securities, while FTGT.DE tracks Alerian Disruptive Technology Real Estate. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.40% for SPYJ.DE and 0.60% for FTGT.DE.

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