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SPYJ.DE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SPYJ.DE vs. USD=X - 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 USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 13.86% return, which is significantly higher than USD=X's 3.35% return. Over the past 10 years, SPYJ.DE has outperformed USD=X with an annualized return of 3.07%, while USD=X has yielded a comparatively lower -0.28% annualized return.


SPYJ.DE

1D
-0.27%
1M
2.98%
YTD
13.86%
6M
15.17%
1Y
17.84%
3Y*
9.23%
5Y*
2.86%
10Y*
3.07%

USD=X

1D
0.00%
1M
2.33%
YTD
3.35%
6M
3.67%
1Y
2.55%
3Y*
-1.21%
5Y*
0.98%
10Y*
-0.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYJ.DE vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
13.86%-2.34%4.88%7.77%-20.63%41.27%-18.75%22.75%-2.91%-4.97%
USD=X
USD Cash
3.35%-11.87%6.60%-3.00%6.20%7.48%-8.24%2.26%4.69%-12.29%

Correlation

The correlation between SPYJ.DE and USD=X is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.12

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

0.08

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2012

0.20

The correlation between SPYJ.DE and USD=X shifts across timeframes, from 0.08 (5 years) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYJ.DE vs. USD=X — 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: 5252
Overall Rank
SPYJ.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPYJ.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPYJ.DE Omega Ratio Rank: 4747
Omega Ratio Rank
SPYJ.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPYJ.DE Martin Ratio Rank: 5757
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - 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 USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPYJ.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.27

1.08

+0.19

Calmar ratioReturn relative to maximum drawdown

2.56

0.55

+2.01

Martin ratioReturn relative to average drawdown

8.86

1.26

+7.60

SPYJ.DE vs. USD=X - Sharpe Ratio Comparison

The current SPYJ.DE Sharpe Ratio is 1.53, which is higher than the USD=X Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of SPYJ.DE and USD=X, 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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Drawdowns

SPYJ.DE vs. USD=X - Drawdown Comparison

The maximum SPYJ.DE drawdown since its inception was -42.93%, which is greater than USD=X's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and USD=X.


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Drawdown Indicators


SPYJ.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-42.93%

-20.32%

-22.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-5.33%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-15.23%

-5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-30.70%

-20.32%

-10.38%

Max Drawdown (10Y)

Largest decline over 10 years

-42.93%

-20.32%

-22.61%

Current Drawdown

Current decline from peak

-2.82%

-15.58%

+12.76%

Average Drawdown

Average peak-to-trough decline

-11.16%

-9.35%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.90%

+0.11%

Volatility

SPYJ.DE vs. USD=X - Volatility Comparison

SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) has a higher volatility of 4.12% compared to USD Cash (USD=X) at 1.48%. This indicates that SPYJ.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYJ.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

1.48%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

4.65%

+4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

5.37%

+6.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

6.43%

+8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

6.15%

+10.81%

Frequently Asked Questions


SPYJ.DE and USD=X have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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