SPYL.DE vs. SPLG

In the year-to-date period, SPYL.DE achieves a -6.46% return, which is significantly lower than SPLG's 1.82% return.

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Both SPYL.DE and SPLG have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) and SPDR Portfolio S&P 500 ETF (SPLG). 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.

The current SPYL.DE Sharpe Ratio is 0.50, which is comparable to the SPLG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SPYL.DE and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPYL.DE has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.28%.

The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and SPLG. For additional features, visit the drawdowns tool.

SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) has a higher volatility of 6.90% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 5.43%. This indicates that SPYL.DE's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.