SPYJ.DE vs. IQQ6.DE
Compare and contrast key facts about SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE).
SPYJ.DE and IQQ6.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYJ.DE is a passively managed fund by State Street that tracks the performance of the Dow Jones Global Select Real Estate Securities. It was launched on Oct 23, 2012. IQQ6.DE is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Dividend+. It was launched on Oct 20, 2006. Both SPYJ.DE and IQQ6.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYJ.DE or IQQ6.DE.
Key characteristics
| SPYJ.DE | IQQ6.DE | |
|---|---|---|
| YTD Return | 4.82% | 8.01% |
| 1Y Return | 18.70% | 22.63% |
| 3Y Return (Ann) | -2.77% | -1.23% |
| 5Y Return (Ann) | -0.16% | 0.84% |
| 10Y Return (Ann) | 3.43% | 4.83% |
| Sharpe Ratio | 1.51 | 1.90 |
| Sortino Ratio | 2.30 | 2.86 |
| Omega Ratio | 1.28 | 1.36 |
| Calmar Ratio | 0.73 | 0.97 |
| Martin Ratio | 6.25 | 9.34 |
| Ulcer Index | 3.18% | 2.57% |
| Daily Std Dev | 13.05% | 12.53% |
| Max Drawdown | -42.92% | -66.24% |
| Current Drawdown | -15.08% | -9.01% |
Correlation
The correlation between SPYJ.DE and IQQ6.DE is 0.94, 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.
Performance
SPYJ.DE vs. IQQ6.DE - Performance Comparison
In the year-to-date period, SPYJ.DE achieves a 4.82% return, which is significantly lower than IQQ6.DE's 8.01% return. Over the past 10 years, SPYJ.DE has underperformed IQQ6.DE with an annualized return of 3.43%, while IQQ6.DE has yielded a comparatively higher 4.83% 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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SPYJ.DE vs. IQQ6.DE - Expense Ratio Comparison
SPYJ.DE has a 0.40% expense ratio, which is lower than IQQ6.DE's 0.59% expense ratio.
Risk-Adjusted Performance
SPYJ.DE vs. IQQ6.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and iShares Developed Markets Property Yield UCITS ETF (IQQ6.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.
Dividends
SPYJ.DE vs. IQQ6.DE - Dividend Comparison
SPYJ.DE has not paid dividends to shareholders, while IQQ6.DE's dividend yield for the trailing twelve months is around 3.30%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYJ.DE SPDR Dow Jones Global Real Estate UCITS ETF | 0.00% | 0.00% | 2.91% | 1.76% | 2.70% | 2.61% | 2.48% | 2.79% | 2.53% | 2.10% | 2.09% | 2.65% |
IQQ6.DE iShares Developed Markets Property Yield UCITS ETF | 3.30% | 3.39% | 3.91% | 2.51% | 3.58% | 3.24% | 4.53% | 3.49% | 3.45% | 3.27% | 3.44% | 4.08% |
Drawdowns
SPYJ.DE vs. IQQ6.DE - Drawdown Comparison
The maximum SPYJ.DE drawdown since its inception was -42.92%, smaller than the maximum IQQ6.DE drawdown of -66.24%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and IQQ6.DE. For additional features, visit the drawdowns tool.
Volatility
SPYJ.DE vs. IQQ6.DE - Volatility Comparison
SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) has a higher volatility of 4.07% compared to iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) at 3.80%. This indicates that SPYJ.DE's price experiences larger fluctuations and is considered to be riskier than IQQ6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.