SPYJ.DE vs. SPYW.DE
SPYJ.DE (SPDR Dow Jones Global Real Estate UCITS ETF) and SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) are both exchange-traded funds - SPYJ.DE is a REIT fund tracking the Dow Jones Global Select Real Estate Securities, while SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats. Both are passively managed. Over the past 10 years, SPYJ.DE returned 3.00%/yr vs 6.79%/yr for SPYW.DE. A 0.53 correlation means they provide meaningful diversification when combined. SPYJ.DE charges 0.40%/yr vs 0.30%/yr for SPYW.DE.
Performance
SPYJ.DE vs. SPYW.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 SPYW.DE's 5.36% return. Over the past 10 years, SPYJ.DE has underperformed SPYW.DE with an annualized return of 3.00%, while SPYW.DE has yielded a comparatively higher 6.79% annualized return.
SPYJ.DE
- 1D
- 0.05%
- 1M
- -1.56%
- YTD
- 8.14%
- 6M
- 7.45%
- 1Y
- 10.28%
- 3Y*
- 5.92%
- 5Y*
- 2.31%
- 10Y*
- 3.00%
SPYW.DE
- 1D
- 0.09%
- 1M
- -1.61%
- YTD
- 5.36%
- 6M
- 7.50%
- 1Y
- 7.59%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
SPYJ.DE vs. SPYW.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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
Correlation
The correlation between SPYJ.DE and SPYW.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2012 | 0.53 |
The correlation between SPYJ.DE and SPYW.DE has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.
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Return for Risk
SPYJ.DE vs. SPYW.DE — Risk / Return Rank
SPYJ.DE
SPYW.DE
SPYJ.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.98 | +0.48 |
| Martin ratioReturn relative to average drawdown | 4.40 | 3.14 | +1.26 |
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 | SPYW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.74 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.60 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.45 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.53 | -0.20 |
Drawdowns
SPYJ.DE vs. SPYW.DE - Drawdown Comparison
The maximum SPYJ.DE drawdown since its inception was -42.92%, which is greater than SPYW.DE's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and SPYW.DE.
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Drawdown Indicators
| SPYJ.DE | SPYW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.92% | -38.68% | -4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -7.99% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -11.64% | -8.65% |
Max Drawdown (5Y)Largest decline over 5 years | -30.71% | -23.97% | -6.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.92% | -38.68% | -4.24% |
Current DrawdownCurrent decline from peak | -7.72% | -2.54% | -5.18% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -5.62% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.50% | -0.19% |
Volatility
SPYJ.DE vs. SPYW.DE - Volatility Comparison
SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) has a higher volatility of 3.15% compared to SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 2.92%. This indicates that SPYJ.DE's price experiences larger fluctuations and is considered to be riskier than SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 2.92% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 8.76% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 10.65% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 13.27% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 14.88% | +2.08% |
SPYJ.DE vs. SPYW.DE - Expense Ratio Comparison
SPYJ.DE has a 0.40% expense ratio, which is higher than SPYW.DE's 0.30% expense ratio.
Dividends
SPYJ.DE vs. SPYW.DE - Dividend Comparison
SPYJ.DE's dividend yield for the trailing twelve months is around 2.57%, less than SPYW.DE's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
SPYJ.DE and SPYW.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYW.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for SPYJ.DE.
SPYJ.DE is categorized as REIT, while SPYW.DE is Europe Equities. SPYJ.DE tracks Dow Jones Global Select Real Estate Securities, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. Their fees differ too: 0.40% for SPYJ.DE and 0.30% for SPYW.DE.
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