SPYJ.DE vs. SPY2.DE
Compare and contrast key facts about SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE).
SPYJ.DE and SPY2.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. SPY2.DE is a passively managed fund by State Street Global Advisors Europe Limited that tracks the performance of the Dow Jones Global Select Real Estate Securities. It was launched on Oct 16, 2019. Both SPYJ.DE and SPY2.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 SPY2.DE.
Key characteristics
| SPYJ.DE | SPY2.DE | |
|---|---|---|
| YTD Return | 6.41% | 9.25% |
| 1Y Return | 20.85% | 24.43% |
| 3Y Return (Ann) | -2.23% | -0.62% |
| 5Y Return (Ann) | 0.14% | 1.18% |
| Sharpe Ratio | 1.36 | 1.66 |
| Sortino Ratio | 2.02 | 2.45 |
| Omega Ratio | 1.25 | 1.30 |
| Calmar Ratio | 0.63 | 0.63 |
| Martin Ratio | 5.41 | 8.02 |
| Ulcer Index | 3.18% | 2.58% |
| Daily Std Dev | 13.12% | 12.93% |
| Max Drawdown | -42.92% | -42.59% |
| Current Drawdown | -13.80% | -17.92% |
Correlation
The correlation between SPYJ.DE and SPY2.DE is 0.95, 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. SPY2.DE - Performance Comparison
In the year-to-date period, SPYJ.DE achieves a 6.41% return, which is significantly lower than SPY2.DE's 9.25% 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. SPY2.DE - Expense Ratio Comparison
Both SPYJ.DE and SPY2.DE have an expense ratio of 0.40%.
Risk-Adjusted Performance
SPYJ.DE vs. SPY2.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 SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.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. SPY2.DE - Dividend Comparison
Neither SPYJ.DE nor SPY2.DE has paid dividends to shareholders.
| 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% |
SPY2.DE SPDR Dow Jones Global Real Estate UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPYJ.DE vs. SPY2.DE - Drawdown Comparison
The maximum SPYJ.DE drawdown since its inception was -42.92%, roughly equal to the maximum SPY2.DE drawdown of -42.59%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and SPY2.DE. For additional features, visit the drawdowns tool.
Volatility
SPYJ.DE vs. SPY2.DE - Volatility Comparison
SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) has a higher volatility of 4.13% compared to SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) at 3.84%. This indicates that SPYJ.DE's price experiences larger fluctuations and is considered to be riskier than SPY2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.