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SPYK.DE vs. MEUD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYK.DE vs. MEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). The values are adjusted to include any dividend payments, if applicable.

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SPYK.DE vs. MEUD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
5.23%10.46%8.46%35.03%-28.76%36.64%13.36%38.97%-7.68%19.55%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
1.66%19.91%8.66%15.89%-9.94%24.68%-1.79%28.06%-10.71%10.88%
Different Trading Currencies

SPYK.DE is traded in EUR, while MEUD.L is traded in GBp. To make them comparable, the MEUD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYK.DE achieves a 5.23% return, which is significantly higher than MEUD.L's 1.76% return. Over the past 10 years, SPYK.DE has outperformed MEUD.L with an annualized return of 12.40%, while MEUD.L has yielded a comparatively lower 9.07% annualized return.


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%

MEUD.L

1D
0.00%
1M
-0.58%
YTD
1.76%
6M
6.35%
1Y
14.35%
3Y*
12.57%
5Y*
9.78%
10Y*
9.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYK.DE vs. MEUD.L - Expense Ratio Comparison

SPYK.DE has a 0.18% expense ratio, which is higher than MEUD.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SPYK.DE vs. MEUD.L — 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

MEUD.L
MEUD.L Risk / Return Rank: 7171
Overall Rank
MEUD.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 7373
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 7070
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. MEUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). 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.DEMEUD.LDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.98

-0.19

Sortino ratio

Return per unit of downside risk

1.24

1.31

-0.07

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

2.13

1.89

+0.24

Martin ratio

Return relative to average drawdown

5.68

7.56

-1.88

SPYK.DE vs. MEUD.L - Sharpe Ratio Comparison

The current SPYK.DE Sharpe Ratio is 0.79, which is comparable to the MEUD.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SPYK.DE and MEUD.L, 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.DEMEUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.98

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.69

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.58

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.52

-0.01

Correlation

The correlation between SPYK.DE and MEUD.L 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. MEUD.L - Dividend Comparison

Neither SPYK.DE nor MEUD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYK.DE vs. MEUD.L - Drawdown Comparison

The maximum SPYK.DE drawdown since its inception was -38.45%, which is greater than MEUD.L's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for SPYK.DE and MEUD.L.


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Drawdown Indicators


SPYK.DEMEUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-28.57%

-9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-10.53%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-17.09%

-21.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

-28.57%

-9.88%

Current Drawdown

Current decline from peak

-6.98%

-6.01%

-0.97%

Average Drawdown

Average peak-to-trough decline

-8.45%

-4.18%

-4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

2.62%

+2.26%

Volatility

SPYK.DE vs. MEUD.L - Volatility Comparison

SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a higher volatility of 8.36% compared to Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) at 5.80%. This indicates that SPYK.DE's price experiences larger fluctuations and is considered to be riskier than MEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYK.DEMEUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

5.80%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

18.24%

9.12%

+9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

14.59%

+11.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.40%

14.24%

+11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.86%

15.66%

+8.20%