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

Performance

SPYJ.DE vs. IVE - 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 iShares S&P 500 Value ETF (IVE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYJ.DE is traded in EUR, while IVE is traded in USD. To make them comparable, the IVE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYJ.DE achieves a 8.14% return, which is significantly lower than IVE's 9.70% return. Over the past 10 years, SPYJ.DE has underperformed IVE with an annualized return of 3.00%, while IVE has yielded a comparatively higher 11.50% 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%

IVE

1D
0.00%
1M
3.13%
YTD
9.70%
6M
9.28%
1Y
20.93%
3Y*
12.68%
5Y*
11.77%
10Y*
11.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYJ.DE vs. IVE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IVE
iShares S&P 500 Value ETF
9.70%-0.40%19.43%18.41%0.45%34.05%-7.13%34.59%-4.96%1.08%

Correlation

The correlation between SPYJ.DE and IVE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.45

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Return for Risk

SPYJ.DE vs. IVE — 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

IVE
IVE Risk / Return Rank: 6969
Overall Rank
IVE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IVE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IVE Omega Ratio Rank: 6666
Omega Ratio Rank
IVE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IVE Martin Ratio Rank: 7272
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. IVE - 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 iShares S&P 500 Value ETF (IVE). 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.DEIVEDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

1.46

4.17

-2.71

Martin ratioReturn relative to average drawdown

4.40

14.03

-9.63

SPYJ.DE vs. IVE - Sharpe Ratio Comparison

The current SPYJ.DE Sharpe Ratio is 0.90, which is lower than the IVE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SPYJ.DE and IVE, 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.DEIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.00

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.81

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.66

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.46

-0.14

Drawdowns

SPYJ.DE vs. IVE - Drawdown Comparison

The maximum SPYJ.DE drawdown since its inception was -42.92%, smaller than the maximum IVE drawdown of -56.71%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and IVE.


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Drawdown Indicators


SPYJ.DEIVEDifference

Max Drawdown

Largest peak-to-trough decline

-42.92%

-56.71%

+13.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-5.04%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-22.14%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

-22.14%

-8.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-36.41%

-6.51%

Current Drawdown

Current decline from peak

-7.72%

0.00%

-7.72%

Average Drawdown

Average peak-to-trough decline

-11.10%

-10.03%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

1.50%

+0.81%

Volatility

SPYJ.DE vs. IVE - Volatility Comparison

SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) has a higher volatility of 3.15% compared to iShares S&P 500 Value ETF (IVE) at 1.81%. This indicates that SPYJ.DE's price experiences larger fluctuations and is considered to be riskier than IVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYJ.DEIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

1.81%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

7.48%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

10.54%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

14.51%

+0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

17.61%

-0.65%

SPYJ.DE vs. IVE - Expense Ratio Comparison

SPYJ.DE has a 0.40% expense ratio, which is higher than IVE's 0.18% expense ratio.


Dividends

SPYJ.DE vs. IVE - Dividend Comparison

SPYJ.DE's dividend yield for the trailing twelve months is around 2.57%, more than IVE's 1.52% yield.


PositionTTM20252024202320222021202020192018201720162015
IVE
iShares S&P 500 Value ETF
1.52%1.61%2.04%1.65%2.10%1.81%2.37%2.11%2.74%2.12%2.26%2.44%
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 IVE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IVE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IVE is cheaper with a 0.18% expense ratio, compared with 0.40% for SPYJ.DE.

SPYJ.DE is categorized as REIT, while IVE is Large Cap Value Equities. SPYJ.DE tracks Dow Jones Global Select Real Estate Securities, while IVE tracks S&P 500 Value Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for SPYJ.DE and 0.18% for IVE.

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