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SPYL.DE vs. VUAA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SPYL.DEVUAA.L
YTD Return17.92%18.52%
Daily Std Dev11.92%12.30%
Max Drawdown-8.25%-34.05%
Current Drawdown-2.23%-0.50%

Correlation

-0.50.00.51.00.9

The correlation between SPYL.DE and VUAA.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SPYL.DE vs. VUAA.L - Performance Comparison

The year-to-date returns for both investments are quite close, with SPYL.DE having a 17.92% return and VUAA.L slightly higher at 18.52%. 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
8.83%
9.32%
SPYL.DE
VUAA.L

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


SPYL.DE vs. VUAA.L - Expense Ratio Comparison

SPYL.DE has a 0.03% expense ratio, which is lower than VUAA.L'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%.


VUAA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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%

Risk-Adjusted Performance

SPYL.DE vs. VUAA.L - 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 UCITS ETF (VUAA.L). 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
VUAA.L
Sharpe ratio
The chart of Sharpe ratio for VUAA.L, currently valued at 2.27, compared to the broader market0.002.004.002.27
Sortino ratio
The chart of Sortino ratio for VUAA.L, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.0010.0012.003.18
Omega ratio
The chart of Omega ratio for VUAA.L, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for VUAA.L, currently valued at 2.41, compared to the broader market0.005.0010.0015.002.41
Martin ratio
The chart of Martin ratio for VUAA.L, currently valued at 14.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.09

SPYL.DE vs. VUAA.L - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

SPYL.DE vs. VUAA.L - Dividend Comparison

Neither SPYL.DE nor VUAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYL.DE vs. VUAA.L - Drawdown Comparison

The maximum SPYL.DE drawdown since its inception was -8.25%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and VUAA.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.43%
-0.50%
SPYL.DE
VUAA.L

Volatility

SPYL.DE vs. VUAA.L - Volatility Comparison

SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) has a higher volatility of 4.28% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 4.02%. This indicates that SPYL.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.L 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
4.28%
4.02%
SPYL.DE
VUAA.L