SPYL.DE vs. MDLZ
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 MDLZ (Mondelez International, Inc.) is a stock. Over the past year, SPYL.DE returned 26.53% vs -2.90% for MDLZ. At a correlation of -0.02, they often move in opposite directions.
Performance
SPYL.DE vs. MDLZ - Performance Comparison
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Different Trading Currencies
SPYL.DE is traded in EUR, while MDLZ is traded in USD. To make them comparable, the MDLZ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPYL.DE achieves a 11.37% return, which is significantly lower than MDLZ's 19.85% return.
SPYL.DE
- 1D
- -0.15%
- 1M
- 1.89%
- YTD
- 11.37%
- 6M
- 12.66%
- 1Y
- 26.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MDLZ
- 1D
- -0.50%
- 1M
- 4.75%
- YTD
- 19.85%
- 6M
- 20.41%
- 1Y
- -2.90%
- 3Y*
- -4.23%
- 5Y*
- 3.30%
- 10Y*
- 5.75%
SPYL.DE vs. MDLZ - 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% |
MDLZ Mondelez International, Inc. | 19.85% | -18.06% | -9.71% | 5.46% |
Correlation
The correlation between SPYL.DE and MDLZ is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2023 | -0.02 |
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Return for Risk
SPYL.DE vs. MDLZ — Risk / Return Rank
SPYL.DE
MDLZ
SPYL.DE vs. MDLZ - 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 Mondelez International, Inc. (MDLZ). 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 | MDLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.41 | ||
| Sortino ratioReturn per unit of downside risk | +3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.98 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | -0.17 | +3.74 |
| Martin ratioReturn relative to average drawdown | 12.72 | -0.30 | +13.02 |
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Drawdowns
SPYL.DE vs. MDLZ - Drawdown Comparison
The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum MDLZ drawdown of -34.38%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and MDLZ.
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Drawdown Indicators
| SPYL.DE | MDLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.27% | -34.38% | +11.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -25.68% | +18.55% |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.38% | — |
Current DrawdownCurrent decline from peak | -0.46% | -18.31% | +17.85% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -8.75% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 14.42% | -12.41% |
Volatility
SPYL.DE vs. MDLZ - Volatility Comparison
The current volatility for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) is 2.66%, while Mondelez International, Inc. (MDLZ) has a volatility of 5.73%. This indicates that SPYL.DE experiences smaller price fluctuations and is considered to be less risky than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYL.DE | MDLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 5.73% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 16.12% | -8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 21.51% | -9.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 19.25% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 21.37% | -6.77% |
Dividends
SPYL.DE vs. MDLZ - Dividend Comparison
SPYL.DE has not paid dividends to shareholders, while MDLZ's dividend yield for the trailing twelve months is around 3.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 3.13% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
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
SPYL.DE and MDLZ have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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