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SPYK.DE vs. DR7E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYK.DE vs. DR7E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE). The values are adjusted to include any dividend payments, if applicable.

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SPYK.DE vs. DR7E.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
5.23%10.46%8.46%35.03%-28.76%-3.68%
DR7E.DE
Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating
5.10%15.37%0.76%23.30%-30.28%-2.43%

Returns By Period

The year-to-date returns for both stocks are quite close, with SPYK.DE having a 5.23% return and DR7E.DE slightly lower at 5.10%.


SPYK.DE

1D
-0.74%
1M
-1.54%
YTD
5.23%
6M
6.57%
1Y
20.50%
3Y*
12.76%
5Y*
8.08%
10Y*
12.40%

DR7E.DE

1D
-0.25%
1M
0.42%
YTD
5.10%
6M
8.61%
1Y
38.65%
3Y*
9.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYK.DE vs. DR7E.DE - Expense Ratio Comparison

SPYK.DE has a 0.18% expense ratio, which is lower than DR7E.DE's 0.50% expense ratio.


Return for Risk

SPYK.DE vs. DR7E.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYK.DE
SPYK.DE Risk / Return Rank: 4646
Overall Rank
SPYK.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPYK.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPYK.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SPYK.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 4848
Martin Ratio Rank

DR7E.DE
DR7E.DE Risk / Return Rank: 8282
Overall Rank
DR7E.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DR7E.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
DR7E.DE Omega Ratio Rank: 7171
Omega Ratio Rank
DR7E.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
DR7E.DE Martin Ratio Rank: 9191
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.

SPYK.DE vs. DR7E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.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.


SPYK.DEDR7E.DEDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.49

-0.71

Sortino ratio

Return per unit of downside risk

1.24

2.10

-0.85

Omega ratio

Gain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratio

Return relative to maximum drawdown

2.13

4.95

-2.81

Martin ratio

Return relative to average drawdown

5.68

14.12

-8.44

SPYK.DE vs. DR7E.DE - Sharpe Ratio Comparison

The current SPYK.DE Sharpe Ratio is 0.79, which is lower than the DR7E.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SPYK.DE and DR7E.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYK.DEDR7E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.49

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.02

+0.49

Correlation

The correlation between SPYK.DE and DR7E.DE is 0.74, 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.


Dividends

SPYK.DE vs. DR7E.DE - Dividend Comparison

Neither SPYK.DE nor DR7E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYK.DE vs. DR7E.DE - Drawdown Comparison

The maximum SPYK.DE drawdown since its inception was -38.45%, smaller than the maximum DR7E.DE drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for SPYK.DE and DR7E.DE.


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Drawdown Indicators


SPYK.DEDR7E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-40.66%

+2.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-10.97%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

Current Drawdown

Current decline from peak

-6.98%

-6.19%

-0.79%

Average Drawdown

Average peak-to-trough decline

-8.45%

-18.98%

+10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

3.49%

+1.39%

Volatility

SPYK.DE vs. DR7E.DE - Volatility Comparison

SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a higher volatility of 8.36% compared to Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) at 7.18%. This indicates that SPYK.DE's price experiences larger fluctuations and is considered to be riskier than DR7E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYK.DEDR7E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

7.18%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

18.24%

16.44%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

25.83%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.40%

24.76%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.86%

24.76%

-0.90%