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SPYL.L vs. SPMV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYL.L vs. SPMV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L). 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.L achieves a 9.03% return, which is significantly higher than SPMV.L's 4.24% return.


SPYL.L

1D
-1.23%
1M
-0.54%
6M
8.01%
YTD
9.03%
1Y
20.00%
3Y*
5Y*
10Y*

SPMV.L

1D
-0.19%
1M
0.14%
6M
4.46%
YTD
4.24%
1Y
10.52%
3Y*
12.84%
5Y*
8.28%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYL.L vs. SPMV.L - Yearly Performance Comparison


2026 (YTD)202520242023
SPYL.L
SPDR S&P 500 UCITS ETF USD Acc
9.03%17.38%25.35%14.40%
SPMV.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
4.24%11.55%18.68%12.15%

Correlation

The correlation between SPYL.L and SPMV.L is 0.83, 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

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2023

0.81

The correlation between SPYL.L and SPMV.L has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

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Return for Risk

SPYL.L vs. SPMV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYL.L
SPYL.L Risk / Return Rank: 6565
Overall Rank
SPYL.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPYL.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPYL.L Omega Ratio Rank: 6262
Omega Ratio Rank
SPYL.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPYL.L Martin Ratio Rank: 6969
Martin Ratio Rank

SPMV.L
SPMV.L Risk / Return Rank: 4747
Overall Rank
SPMV.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMV.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMV.L Omega Ratio Rank: 4545
Omega Ratio Rank
SPMV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPMV.L Martin Ratio Rank: 5252
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.L vs. SPMV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.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.

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.LSPMV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.30

1.22

+0.08

Calmar ratioReturn relative to maximum drawdown

2.45

1.68

+0.76

Martin ratioReturn relative to average drawdown

9.84

6.62

+3.23

SPYL.L vs. SPMV.L - Sharpe Ratio Comparison

The current SPYL.L Sharpe Ratio is 1.67, which is higher than the SPMV.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SPYL.L and SPMV.L, 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.L vs. SPMV.L - Drawdown Comparison

The maximum SPYL.L drawdown since its inception was -20.80%, smaller than the maximum SPMV.L drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for SPYL.L and SPMV.L.


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Drawdown Indicators


SPYL.LSPMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.80%

-33.34%

+12.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.14%

-6.23%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.34%

Current Drawdown

Current decline from peak

-1.70%

-0.75%

-0.95%

Average Drawdown

Average peak-to-trough decline

-1.78%

-3.13%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.59%

+0.44%

Volatility

SPYL.L vs. SPMV.L - Volatility Comparison

SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) has a higher volatility of 2.98% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L) at 1.82%. This indicates that SPYL.L's price experiences larger fluctuations and is considered to be riskier than SPMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYL.LSPMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

1.82%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

6.37%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

8.50%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.53%

12.67%

+11.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.53%

13.77%

+10.76%

SPYL.L vs. SPMV.L - Expense Ratio Comparison

SPYL.L has a 0.03% expense ratio, which is lower than SPMV.L's 0.20% 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.L vs. SPMV.L - Dividend Comparison

Neither SPYL.L nor SPMV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYL.L and SPMV.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYL.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYL.L is cheaper with a 0.03% expense ratio, compared with 0.20% for SPMV.L.

SPYL.L tracks S&P 500, while SPMV.L tracks S&P 500 Minimum Volatility Net in USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPYL.L and 0.20% for SPMV.L.

Portfolio Optimizer

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