SPYL.DE vs. SEC0.DE
SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - SPYL.DE is a S&P 500 fund tracking the S&P 500 Index, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past year, SPYL.DE returned 25.61% vs 192.28% for SEC0.DE. A 0.74 correlation means they provide meaningful diversification when combined. SPYL.DE charges 0.03%/yr vs 0.35%/yr for SEC0.DE.
Performance
SPYL.DE vs. SEC0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYL.DE achieves a 11.37% return, which is significantly lower than SEC0.DE's 98.10% return.
SPYL.DE
- 1D
- -0.15%
- 1M
- 5.19%
- YTD
- 11.37%
- 6M
- 11.41%
- 1Y
- 25.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SEC0.DE
- 1D
- -2.85%
- 1M
- 23.18%
- YTD
- 98.10%
- 6M
- 100.19%
- 1Y
- 192.28%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
SPYL.DE vs. SEC0.DE - 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% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 22.91% |
Correlation
The correlation between SPYL.DE and SEC0.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.74 |
The correlation between SPYL.DE and SEC0.DE has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.
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Return for Risk
SPYL.DE vs. SEC0.DE — Risk / Return Rank
SPYL.DE
SEC0.DE
SPYL.DE vs. SEC0.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 iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.DE | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.75 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 14.81 | -11.23 |
| Martin ratioReturn relative to average drawdown | 12.72 | 52.61 | -39.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYL.DE | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 5.89 | -3.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.54 | 1.17 | +0.37 |
Drawdowns
SPYL.DE vs. SEC0.DE - Drawdown Comparison
The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and SEC0.DE.
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Drawdown Indicators
| SPYL.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.27% | -39.35% | +16.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -12.90% | +5.77% |
Max Drawdown (3Y)Largest decline over 3 years | — | -39.35% | — |
Current DrawdownCurrent decline from peak | -0.46% | -2.85% | +2.39% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -11.85% | +8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.64% | -1.63% |
Volatility
SPYL.DE vs. SEC0.DE - Volatility Comparison
The current volatility for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) is 2.66%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that SPYL.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.DE 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 | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 13.13% | -10.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 25.14% | -17.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 32.42% | -20.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 29.95% | -15.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 29.95% | -15.34% |
SPYL.DE vs. SEC0.DE - Expense Ratio Comparison
SPYL.DE has a 0.03% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
SPYL.DE vs. SEC0.DE - Dividend Comparison
Neither SPYL.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYL.DE and SEC0.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.35% for SEC0.DE.
SPYL.DE is categorized as S&P 500, while SEC0.DE is Semiconductors. SPYL.DE tracks S&P 500 Index, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPYL.DE and 0.35% for SEC0.DE.
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