SPYM.DE vs. H4ZJ.DE
Compare and contrast key facts about SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and HSBC MSCI World UCITS ETF USD (H4ZJ.DE).
SPYM.DE and H4ZJ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYM.DE is a passively managed fund by State Street that tracks the performance of the MSCI Emerging Markets. It was launched on May 13, 2011. H4ZJ.DE is a passively managed fund by HSBC that tracks the performance of the MSCI World. It was launched on Dec 8, 2010. Both SPYM.DE and H4ZJ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYM.DE or H4ZJ.DE.
Key characteristics
| SPYM.DE | H4ZJ.DE | |
|---|---|---|
| YTD Return | 17.77% | 22.65% |
| 1Y Return | 21.84% | 31.05% |
| 3Y Return (Ann) | 1.47% | 9.30% |
| 5Y Return (Ann) | 4.28% | 13.05% |
| 10Y Return (Ann) | 5.63% | 11.86% |
| Sharpe Ratio | 1.57 | 2.72 |
| Sortino Ratio | 2.18 | 3.65 |
| Omega Ratio | 1.29 | 1.56 |
| Calmar Ratio | 1.03 | 3.44 |
| Martin Ratio | 8.11 | 15.99 |
| Ulcer Index | 2.71% | 1.88% |
| Daily Std Dev | 13.86% | 10.95% |
| Max Drawdown | -36.28% | -33.60% |
| Current Drawdown | -2.63% | 0.00% |
Correlation
The correlation between SPYM.DE and H4ZJ.DE is 0.65, 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
SPYM.DE vs. H4ZJ.DE - Performance Comparison
In the year-to-date period, SPYM.DE achieves a 17.77% return, which is significantly lower than H4ZJ.DE's 22.65% return. Over the past 10 years, SPYM.DE has underperformed H4ZJ.DE with an annualized return of 5.63%, while H4ZJ.DE has yielded a comparatively higher 11.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPYM.DE vs. H4ZJ.DE - Expense Ratio Comparison
SPYM.DE has a 0.18% expense ratio, which is higher than H4ZJ.DE's 0.15% 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%.
Risk-Adjusted Performance
SPYM.DE vs. H4ZJ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and HSBC MSCI World UCITS ETF USD (H4ZJ.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.
Dividends
SPYM.DE vs. H4ZJ.DE - Dividend Comparison
SPYM.DE has not paid dividends to shareholders, while H4ZJ.DE's dividend yield for the trailing twelve months is around 0.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 0.68% | 1.73% | 1.88% | 1.49% | 1.73% | 2.13% | 2.56% | 2.16% | 2.11% | 2.09% | 2.25% | 0.50% |
Drawdowns
SPYM.DE vs. H4ZJ.DE - Drawdown Comparison
The maximum SPYM.DE drawdown since its inception was -36.28%, which is greater than H4ZJ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and H4ZJ.DE. For additional features, visit the drawdowns tool.
Volatility
SPYM.DE vs. H4ZJ.DE - Volatility Comparison
SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a higher volatility of 4.72% compared to HSBC MSCI World UCITS ETF USD (H4ZJ.DE) at 3.00%. This indicates that SPYM.DE's price experiences larger fluctuations and is considered to be riskier than H4ZJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.