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

Performance

SPYL.DE vs. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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 11.91% return, which is significantly higher than VDIV.DE's 10.63% return.


SPYL.DE

1D
0.00%
1M
1.20%
YTD
11.91%
6M
12.23%
1Y
26.03%
3Y*
5Y*
10Y*

VDIV.DE

1D
0.25%
1M
-0.40%
YTD
10.63%
6M
10.86%
1Y
28.67%
3Y*
20.75%
5Y*
17.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYL.DE vs. VDIV.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
11.91%4.71%32.33%8.23%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
10.63%24.58%15.66%8.66%

Correlation

The correlation between SPYL.DE and VDIV.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.34

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Return for Risk

SPYL.DE vs. VDIV.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: 7979
Overall Rank
SPYL.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 7979
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 7878
Martin Ratio Rank

VDIV.DE
VDIV.DE Risk / Return Rank: 9494
Overall Rank
VDIV.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 9393
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9494
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. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.DEVDIV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.41

1.57

-0.16

Calmar ratioReturn relative to maximum drawdown

3.67

7.75

-4.09

Martin ratioReturn relative to average drawdown

12.91

23.02

-10.11

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

The current SPYL.DE Sharpe Ratio is 2.19, which is comparable to the VDIV.DE Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of SPYL.DE and VDIV.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. VDIV.DE - Drawdown Comparison

The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum VDIV.DE drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and VDIV.DE.


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Drawdown Indicators


SPYL.DEVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-36.13%

+12.86%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-3.68%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-15.13%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

Current Drawdown

Current decline from peak

0.00%

-1.64%

+1.64%

Average Drawdown

Average peak-to-trough decline

-3.33%

-4.20%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.24%

+0.78%

Volatility

SPYL.DE vs. VDIV.DE - Volatility Comparison

State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) has a higher volatility of 3.21% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 2.32%. This indicates that SPYL.DE's price experiences larger fluctuations and is considered to be riskier than VDIV.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.DEVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.32%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

7.08%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

9.49%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

11.94%

+3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

15.33%

-0.31%

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

SPYL.DE has a 0.03% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.


Dividends

SPYL.DE vs. VDIV.DE - Dividend Comparison

SPYL.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.17%.


PositionTTM20252024202320222021202020192018
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.17%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%

Frequently Asked Questions


SPYL.DE and VDIV.DE have a correlation of 0.27, 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 0.38% for VDIV.DE.

SPYL.DE is categorized as S&P 500, while VDIV.DE is Global Equities. SPYL.DE tracks S&P 500 Index, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.03% for SPYL.DE and 0.38% for VDIV.DE.

Portfolio Optimizer

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