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SPYL.DE vs. 6TVM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYL.DE vs. 6TVM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SPYL.DE having a 11.37% return and 6TVM.DE slightly higher at 11.44%.


SPYL.DE

1D
-0.15%
1M
5.19%
YTD
11.37%
6M
11.41%
1Y
25.61%
3Y*
5Y*
10Y*

6TVM.DE

1D
-0.15%
1M
5.24%
YTD
11.44%
6M
11.33%
1Y
25.58%
3Y*
18.94%
5Y*
14.84%
10Y*
-9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYL.DE vs. 6TVM.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
11.37%4.71%32.33%9.54%
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
11.44%4.72%32.59%8.41%

Correlation

The correlation between SPYL.DE and 6TVM.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2023

0.99

The correlation between SPYL.DE and 6TVM.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

SPYL.DE vs. 6TVM.DE — Risk / Return Rank

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

SPYL.DE
SPYL.DE Risk / Return Rank: 6969
Overall Rank
SPYL.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 7070
Martin Ratio Rank

6TVM.DE
6TVM.DE Risk / Return Rank: 6969
Overall Rank
6TVM.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
6TVM.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
6TVM.DE Omega Ratio Rank: 7070
Omega Ratio Rank
6TVM.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
6TVM.DE Martin Ratio Rank: 6969
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.

SPYL.DE vs. 6TVM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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.


SPYL.DE6TVM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.58

3.59

-0.01

Martin ratioReturn relative to average drawdown

12.72

12.74

-0.02

SPYL.DE vs. 6TVM.DE - Sharpe Ratio Comparison

The current SPYL.DE Sharpe Ratio is 2.21, which is comparable to the 6TVM.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of SPYL.DE and 6TVM.DE, 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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Sharpe Ratios by Period


SPYL.DE6TVM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.20

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

-0.06

+1.59

Drawdowns

SPYL.DE vs. 6TVM.DE - Drawdown Comparison

The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum 6TVM.DE drawdown of -92.05%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and 6TVM.DE.


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Drawdown Indicators


SPYL.DE6TVM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-92.05%

+68.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-7.10%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-23.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

Max Drawdown (10Y)

Largest decline over 10 years

-92.05%

Current Drawdown

Current decline from peak

-0.46%

-79.81%

+79.35%

Average Drawdown

Average peak-to-trough decline

-3.24%

-34.18%

+30.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.00%

+0.01%

Volatility

SPYL.DE vs. 6TVM.DE - Volatility Comparison

State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) have volatilities of 2.66% and 2.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYL.DE6TVM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.61%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

7.56%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

11.60%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

15.22%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.61%

33.08%

-18.47%

SPYL.DE vs. 6TVM.DE - Expense Ratio Comparison

SPYL.DE has a 0.03% expense ratio, which is lower than 6TVM.DE's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPYL.DE vs. 6TVM.DE - Dividend Comparison

SPYL.DE has not paid dividends to shareholders, while 6TVM.DE's dividend yield for the trailing twelve months is around 0.77%.


PositionTTM202520242023202220212020
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
0.77%0.86%1.21%0.95%2.04%0.93%0.51%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, SPYL.DE and 6TVM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.05% for 6TVM.DE.

Both ETFs track S&P 500 Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.03% for SPYL.DE and 0.05% for 6TVM.DE.

Portfolio Optimizer

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