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SPYL.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SPYL.DEVOO
YTD Return18.48%19.30%
Daily Std Dev11.93%12.63%
Max Drawdown-8.25%-33.99%
Current Drawdown-1.76%-0.28%

Correlation

-0.50.00.51.00.6

The correlation between SPYL.DE and VOO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SPYL.DE vs. VOO - Performance Comparison

The year-to-date returns for both investments are quite close, with SPYL.DE having a 18.48% return and VOO slightly higher at 19.30%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
10.08%
9.58%
SPYL.DE
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPYL.DE vs. VOO - Expense Ratio Comparison

Both SPYL.DE and VOO 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%.


SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SPYL.DE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) and Vanguard S&P 500 ETF (VOO). 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.DE
Sharpe ratio
No data
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.26, compared to the broader market0.002.004.002.26
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.03, compared to the broader market0.005.0010.003.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.45, compared to the broader market0.005.0010.0015.002.45
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.14, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.14

SPYL.DE vs. VOO - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

SPYL.DE vs. VOO - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
SPYL.DE
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%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SPYL.DE vs. VOO - Drawdown Comparison

The maximum SPYL.DE drawdown since its inception was -8.25%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.28%
SPYL.DE
VOO

Volatility

SPYL.DE vs. VOO - Volatility Comparison

SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) has a higher volatility of 4.26% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. This indicates that SPYL.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.26%
3.81%
SPYL.DE
VOO