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

Performance

SPYL.L vs. SPYM - 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 State Street SPDR Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

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SPYL.L vs. SPYM - Yearly Performance Comparison


2026 (YTD)202520242023
SPYL.L
SPDR S&P 500 UCITS ETF USD Acc
-6.38%17.39%25.33%14.46%
SPYM
State Street SPDR Portfolio S&P 500 ETF
-4.35%17.79%25.00%14.10%

Returns By Period

In the year-to-date period, SPYL.L achieves a -6.38% return, which is significantly lower than SPYM's -4.35% return.


SPYL.L

1D
0.48%
1M
-6.33%
YTD
-6.38%
6M
-2.71%
1Y
17.14%
3Y*
5Y*
10Y*

SPYM

1D
2.90%
1M
-4.99%
YTD
-4.35%
6M
-1.77%
1Y
17.73%
3Y*
18.27%
5Y*
11.77%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYL.L vs. SPYM - Expense Ratio Comparison

SPYL.L has a 0.03% expense ratio, which is higher than SPYM's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SPYL.L vs. SPYM — 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: 7373
Overall Rank
SPYL.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYL.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPYL.L Omega Ratio Rank: 6161
Omega Ratio Rank
SPYL.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
SPYL.L Martin Ratio Rank: 9494
Martin Ratio Rank

SPYM
SPYM Risk / Return Rank: 6565
Overall Rank
SPYM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPYM Omega Ratio Rank: 6666
Omega Ratio Rank
SPYM Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPYM Martin Ratio Rank: 7575
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. SPYM - 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 State Street SPDR Portfolio S&P 500 ETF (SPYM). 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.LSPYMDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.98

+0.09

Sortino ratio

Return per unit of downside risk

1.56

1.49

+0.07

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

3.13

1.53

+1.59

Martin ratio

Return relative to average drawdown

14.12

7.31

+6.81

SPYL.L vs. SPYM - Sharpe Ratio Comparison

The current SPYL.L Sharpe Ratio is 1.07, which is comparable to the SPYM Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SPYL.L and SPYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYL.LSPYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.98

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

0.58

+0.89

Correlation

The correlation between SPYL.L and SPYM 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.


Dividends

SPYL.L vs. SPYM - Dividend Comparison

SPYL.L has not paid dividends to shareholders, while SPYM's dividend yield for the trailing twelve months is around 1.16%.


TTM20252024202320222021202020192018201720162015
SPYL.L
SPDR S&P 500 UCITS ETF USD 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%
SPYM
State Street SPDR Portfolio S&P 500 ETF
1.16%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%

Drawdowns

SPYL.L vs. SPYM - Drawdown Comparison

The maximum SPYL.L drawdown since its inception was -18.42%, smaller than the maximum SPYM drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for SPYL.L and SPYM.


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Drawdown Indicators


SPYL.LSPYMDifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-54.46%

+36.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-12.02%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.87%

Current Drawdown

Current decline from peak

-7.69%

-6.26%

-1.43%

Average Drawdown

Average peak-to-trough decline

-1.82%

-7.21%

+5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.52%

-0.72%

Volatility

SPYL.L vs. SPYM - Volatility Comparison

The current volatility for SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) is 4.11%, while State Street SPDR Portfolio S&P 500 ETF (SPYM) has a volatility of 5.28%. This indicates that SPYL.L experiences smaller price fluctuations and is considered to be less risky than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYL.LSPYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

5.28%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

9.46%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

18.24%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

16.81%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

17.99%

-4.03%