SPYM.DE vs. IS3N.DE
Compare and contrast key facts about SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE).
SPYM.DE and IS3N.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. IS3N.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market (IMI). It was launched on May 30, 2014. Both SPYM.DE and IS3N.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 IS3N.DE.
Key characteristics
| SPYM.DE | IS3N.DE | |
|---|---|---|
| YTD Return | 15.90% | 15.41% |
| 1Y Return | 20.54% | 20.06% |
| 3Y Return (Ann) | 0.11% | 0.88% |
| 5Y Return (Ann) | 4.41% | 5.24% |
| 10Y Return (Ann) | 5.55% | 5.47% |
| Sharpe Ratio | 1.25 | 1.30 |
| Sortino Ratio | 1.77 | 1.83 |
| Omega Ratio | 1.23 | 1.24 |
| Calmar Ratio | 0.82 | 1.01 |
| Martin Ratio | 6.46 | 6.68 |
| Ulcer Index | 2.70% | 2.59% |
| Daily Std Dev | 13.96% | 13.30% |
| Max Drawdown | -36.28% | -35.06% |
| Current Drawdown | -4.17% | -2.97% |
Correlation
The correlation between SPYM.DE and IS3N.DE is 0.91, 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
SPYM.DE vs. IS3N.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with SPYM.DE having a 15.90% return and IS3N.DE slightly lower at 15.41%. Both investments have delivered pretty close results over the past 10 years, with SPYM.DE having a 5.55% annualized return and IS3N.DE not far behind at 5.47%. 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. IS3N.DE - Expense Ratio Comparison
Both SPYM.DE and IS3N.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPYM.DE vs. IS3N.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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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. IS3N.DE - Dividend Comparison
Neither SPYM.DE nor IS3N.DE has paid dividends to shareholders.
Drawdowns
SPYM.DE vs. IS3N.DE - Drawdown Comparison
The maximum SPYM.DE drawdown since its inception was -36.28%, roughly equal to the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and IS3N.DE. For additional features, visit the drawdowns tool.
Volatility
SPYM.DE vs. IS3N.DE - Volatility Comparison
SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a higher volatility of 5.27% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) at 4.87%. This indicates that SPYM.DE's price experiences larger fluctuations and is considered to be riskier than IS3N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.