SPYL.DE vs. D5BM.DE
Compare and contrast key facts about SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE).
SPYL.DE and D5BM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYL.DE is a passively managed fund by State Street that tracks the performance of the S&P 500®. It was launched on Oct 31, 2023. D5BM.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500®. It was launched on Mar 26, 2010. Both SPYL.DE and D5BM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYL.DE or D5BM.DE.
Key characteristics
| SPYL.DE | D5BM.DE | |
|---|---|---|
| YTD Return | 17.29% | 18.35% |
| Daily Std Dev | 11.95% | 11.70% |
| Max Drawdown | -8.25% | -33.77% |
| Current Drawdown | -2.75% | -2.00% |
Correlation
The correlation between SPYL.DE and D5BM.DE is 0.99, 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.
Performance
SPYL.DE vs. D5BM.DE - Performance Comparison
In the year-to-date period, SPYL.DE achieves a 17.29% return, which is significantly lower than D5BM.DE's 18.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPYL.DE vs. D5BM.DE - Expense Ratio Comparison
SPYL.DE has a 0.03% expense ratio, which is lower than D5BM.DE's 0.15% 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%.
Risk-Adjusted Performance
SPYL.DE vs. D5BM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.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.
Not enough dataDividends
SPYL.DE vs. D5BM.DE - Dividend Comparison
Neither SPYL.DE nor D5BM.DE has paid dividends to shareholders.
Drawdowns
SPYL.DE vs. D5BM.DE - Drawdown Comparison
The maximum SPYL.DE drawdown since its inception was -8.25%, smaller than the maximum D5BM.DE drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and D5BM.DE. For additional features, visit the drawdowns tool.
Volatility
SPYL.DE vs. D5BM.DE - Volatility Comparison
SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) have volatilities of 4.23% and 4.29%, 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.