SPYL.DE vs. DIE.BR

Last updated Jun 5, 2026

SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) is S&P 500 fund tracking the S&P 500 Index, while DIE.BR (D'Ieteren Group SA) is a stock. Over the past year, SPYL.DE returned 26.53% vs -2.98% for DIE.BR. At a 0.37 correlation, their price movements are largely independent.

Performance

SPYL.DE vs. DIE.BR - 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 D'Ieteren Group SA (DIE.BR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SPYL.DE having a 11.37% return and DIE.BR slightly higher at 11.52%.

SPYL.DE

• 1D: -0.15%
• 1M: 1.89%
• YTD: 11.37%
• 6M: 12.66%
• 1Y: 26.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DIE.BR

• 1D: 2.54%
• 1M: 2.65%
• YTD: 11.52%
• 6M: 17.48%
• 1Y: -2.98%
• 3Y*: 11.44%
• 5Y*: 19.39%
• 10Y*: 21.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYL.DE vs. DIE.BR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)	11.37%	4.71%	32.33%	9.54%
DIE.BR D'Ieteren Group SA	11.52%	-3.37%	25.01%	26.27%

Correlation

The correlation between SPYL.DE and DIE.BR is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Nov 1, 2023	0.37

Return for Risk

SPYL.DE vs. DIE.BR — 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: 69
SPYL.DE Sharpe Ratio Rank: 68
SPYL.DE Sortino Ratio Rank: 67
SPYL.DE Omega Ratio Rank: 70
SPYL.DE Calmar Ratio Rank: 73
SPYL.DE Martin Ratio Rank: 70

DIE.BR

DIE.BR Risk / Return Rank: 35
DIE.BR Sharpe Ratio Rank: 37
DIE.BR Sortino Ratio Rank: 32
DIE.BR Omega Ratio Rank: 32
DIE.BR Calmar Ratio Rank: 37
DIE.BR Martin Ratio Rank: 38

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. DIE.BR - 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 D'Ieteren Group SA (DIE.BR). 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.

	SPYL.DE	DIE.BR	Difference
Sharpe ratio: Return per unit of total volatility	2.21	-0.14	+2.35
Sortino ratio: Return per unit of downside risk	3.01	-0.00	+3.01
Omega ratio: Gain probability vs. loss probability	1.41	1.00	+0.41
Calmar ratio: Return relative to maximum drawdown	3.58	-0.17	+3.74
Martin ratio: Return relative to average drawdown	12.72	-0.29	+13.01

SPYL.DE vs. DIE.BR - Sharpe Ratio Comparison

The current SPYL.DE Sharpe Ratio is 2.21, which is higher than the DIE.BR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of SPYL.DE and DIE.BR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SPYL.DE vs. DIE.BR - Drawdown Comparison

The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum DIE.BR drawdown of -74.48%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and DIE.BR.

Drawdown Indicators

	SPYL.DE	DIE.BR	Difference
Max Drawdown Largest peak-to-trough decline	-23.27%	-74.48%	+51.21%
Max Drawdown (1Y) Largest decline over 1 year	-7.13%	-24.27%	+17.14%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.27%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.79%	—
Current Drawdown Current decline from peak	-0.46%	-13.27%	+12.81%
Average Drawdown Average peak-to-trough decline	-3.23%	-16.88%	+13.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	13.93%	-11.92%

Volatility

SPYL.DE vs. DIE.BR - Volatility Comparison

The current volatility for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) is 2.66%, while D'Ieteren Group SA (DIE.BR) has a volatility of 7.96%. This indicates that SPYL.DE experiences smaller price fluctuations and is considered to be less risky than DIE.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPYL.DE	DIE.BR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	7.96%	-5.30%
Volatility (6M) Calculated over the trailing 6-month period	7.57%	22.64%	-15.07%
Volatility (1Y) Calculated over the trailing 1-year period	11.52%	28.55%	-17.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.60%	30.81%	-16.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.60%	31.53%	-16.93%

Dividends

SPYL.DE vs. DIE.BR - Dividend Comparison

SPYL.DE has not paid dividends to shareholders, while DIE.BR's dividend yield for the trailing twelve months is around 1.18%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIE.BR D'Ieteren Group SA	1.18%	1.04%	34.57%	1.70%	1.17%	0.79%	1.03%	1.12%	8.66%	2.53%	2.14%	2.32%
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%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SPYL.DE and DIE.BR in my portfolio?

SPYL.DE and DIE.BR have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.