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SPYL.DE vs. SP2Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYL.DE vs. SP2Q.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 Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYL.DE achieves a 11.37% return, which is significantly higher than SP2Q.DE's 10.37% return.


SPYL.DE

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

SP2Q.DE

1D
0.28%
1M
4.59%
YTD
10.37%
6M
10.95%
1Y
17.59%
3Y*
12.12%
5Y*
9.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYL.DE vs. SP2Q.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%
SP2Q.DE
Invesco S&P 500 Equal Weight UCITS ETF Acc
10.37%-0.55%18.83%11.57%

Correlation

The correlation between SPYL.DE and SP2Q.DE is 0.69, 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

0.69

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

0.75

The correlation between SPYL.DE and SP2Q.DE has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.

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Return for Risk

SPYL.DE vs. SP2Q.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

SP2Q.DE
SP2Q.DE Risk / Return Rank: 5454
Overall Rank
SP2Q.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SP2Q.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
SP2Q.DE Omega Ratio Rank: 4848
Omega Ratio Rank
SP2Q.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SP2Q.DE Martin Ratio Rank: 5959
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. SP2Q.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 Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.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.DESP2Q.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.41

1.29

+0.12

Calmar ratioReturn relative to maximum drawdown

3.58

3.43

+0.15

Martin ratioReturn relative to average drawdown

12.72

10.24

+2.48

SPYL.DE vs. SP2Q.DE - Sharpe Ratio Comparison

The current SPYL.DE Sharpe Ratio is 2.21, which is higher than the SP2Q.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SPYL.DE and SP2Q.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.DESP2Q.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.64

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

0.75

+0.79

Drawdowns

SPYL.DE vs. SP2Q.DE - Drawdown Comparison

The maximum SPYL.DE drawdown since its inception was -23.27%, roughly equal to the maximum SP2Q.DE drawdown of -22.73%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and SP2Q.DE.


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Drawdown Indicators


SPYL.DESP2Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-22.73%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-5.11%

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

Current Drawdown

Current decline from peak

-0.46%

0.00%

-0.46%

Average Drawdown

Average peak-to-trough decline

-3.24%

-5.22%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.71%

+0.30%

Volatility

SPYL.DE vs. SP2Q.DE - Volatility Comparison

State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) has a higher volatility of 2.66% compared to Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) at 2.04%. This indicates that SPYL.DE's price experiences larger fluctuations and is considered to be riskier than SP2Q.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.DESP2Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.04%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

6.81%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

10.66%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

14.91%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.61%

15.44%

-0.83%

SPYL.DE vs. SP2Q.DE - Expense Ratio Comparison

SPYL.DE has a 0.03% expense ratio, which is lower than SP2Q.DE's 0.20% 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. SP2Q.DE - Dividend Comparison

Neither SPYL.DE nor SP2Q.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYL.DE and SP2Q.DE have a correlation of 0.69, 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 0.20% for SP2Q.DE.

SPYL.DE tracks S&P 500 Index, while SP2Q.DE tracks S&P 500® Equal Weight. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.03% for SPYL.DE and 0.20% for SP2Q.DE.

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