SPYL.DE vs. SXRW.DE
SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - SPYL.DE is a S&P 500 fund tracking the S&P 500 Index, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past year, SPYL.DE returned 26.53% vs 20.42% for SXRW.DE. At a 0.47 correlation, their price movements are largely independent. SPYL.DE charges 0.03%/yr vs 0.07%/yr for SXRW.DE.
Performance
SPYL.DE vs. SXRW.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 higher than SXRW.DE's 8.05% return.
SPYL.DE
- 1D
- -0.15%
- 1M
- 1.37%
- YTD
- 11.37%
- 6M
- 12.66%
- 1Y
- 26.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
SPYL.DE vs. SXRW.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% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 6.65% |
Correlation
The correlation between SPYL.DE and SXRW.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2023 | 0.47 |
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Return for Risk
SPYL.DE vs. SXRW.DE — Risk / Return Rank
SPYL.DE
SXRW.DE
SPYL.DE vs. SXRW.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 Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.30 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.54 | +1.04 |
| Martin ratioReturn relative to average drawdown | 12.72 | 9.30 | +3.42 |
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Drawdowns
SPYL.DE vs. SXRW.DE - Drawdown Comparison
The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and SXRW.DE.
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Drawdown Indicators
| SPYL.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.27% | -40.31% | +17.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -7.91% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.31% | — |
Current DrawdownCurrent decline from peak | -0.46% | -1.33% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -6.02% | +2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.16% | -0.15% |
Volatility
SPYL.DE vs. SXRW.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 Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a volatility of 4.45%. This indicates that SPYL.DE experiences smaller price fluctuations and is considered to be less risky than SXRW.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 | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 4.45% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 10.23% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 12.22% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 14.13% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 16.90% | -2.30% |
SPYL.DE vs. SXRW.DE - Expense Ratio Comparison
SPYL.DE has a 0.03% expense ratio, which is lower than SXRW.DE's 0.07% 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. SXRW.DE - Dividend Comparison
Neither SPYL.DE nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYL.DE and SXRW.DE have a correlation of 0.48, 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 0.07% for SXRW.DE.
SPYL.DE is categorized as S&P 500, while SXRW.DE is Europe Equities. SPYL.DE tracks S&P 500 Index, while SXRW.DE tracks FTSE 100. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPYL.DE and 0.07% for SXRW.DE.
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