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

Performance

SPYL.DE vs. SPPE.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 SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.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 SPPE.DE's 7.12% return.


SPYL.DE

1D
-0.15%
1M
2.92%
YTD
11.37%
6M
12.66%
1Y
26.14%
3Y*
5Y*
10Y*

SPPE.DE

1D
2.15%
1M
0.28%
YTD
7.12%
6M
8.21%
1Y
21.53%
3Y*
18.29%
5Y*
10.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYL.DE vs. SPPE.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%
SPPE.DE
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating
7.12%15.32%23.27%14.37%

Correlation

The correlation between SPYL.DE and SPPE.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2023

0.81

The correlation between SPYL.DE and SPPE.DE has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

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Return for Risk

SPYL.DE vs. SPPE.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

SPPE.DE
SPPE.DE Risk / Return Rank: 6161
Overall Rank
SPPE.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPPE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPPE.DE Omega Ratio Rank: 5959
Omega Ratio Rank
SPPE.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SPPE.DE Martin Ratio Rank: 6464
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. SPPE.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 SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.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.

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.DESPPE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.41

1.32

+0.09

Calmar ratioReturn relative to maximum drawdown

3.58

2.47

+1.11

Martin ratioReturn relative to average drawdown

12.72

10.29

+2.43

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

The current SPYL.DE Sharpe Ratio is 2.21, which is comparable to the SPPE.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of SPYL.DE and SPPE.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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Drawdowns

SPYL.DE vs. SPPE.DE - Drawdown Comparison

The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum SPPE.DE drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and SPPE.DE.


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Drawdown Indicators


SPYL.DESPPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-34.33%

+11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-8.68%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

Max Drawdown (5Y)

Largest decline over 5 years

-26.10%

Current Drawdown

Current decline from peak

-0.46%

-2.33%

+1.87%

Average Drawdown

Average peak-to-trough decline

-3.23%

-5.81%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.09%

-0.08%

Volatility

SPYL.DE vs. SPPE.DE - Volatility Comparison

The current volatility for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) is 2.66%, while SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) has a volatility of 3.87%. This indicates that SPYL.DE experiences smaller price fluctuations and is considered to be less risky than SPPE.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.DESPPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

3.87%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

9.02%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

12.05%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

16.03%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

17.66%

-3.06%

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

SPYL.DE has a 0.03% expense ratio, which is lower than SPPE.DE's 0.12% 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. SPPE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPYL.DE and SPPE.DE have a correlation of 0.82, 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 0.12% for SPPE.DE.

SPYL.DE tracks S&P 500 Index, while SPPE.DE tracks S&P 500 EUR Dynamic Hedged Index. Their fees differ too: 0.03% for SPYL.DE and 0.12% for SPPE.DE.

Portfolio Optimizer

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