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SPYM.DE vs. SPY2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYM.DE vs. SPY2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYM.DE achieves a 28.91% return, which is significantly higher than SPY2.DE's 14.09% return.


SPYM.DE

1D
0.51%
1M
2.41%
YTD
28.91%
6M
30.74%
1Y
48.17%
3Y*
22.17%
5Y*
8.34%
10Y*
10.32%

SPY2.DE

1D
-0.15%
1M
2.73%
YTD
14.09%
6M
15.32%
1Y
17.87%
3Y*
9.23%
5Y*
2.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYM.DE vs. SPY2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
28.91%19.06%14.05%6.05%-14.90%5.28%6.27%8.62%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
14.09%-2.41%5.13%7.63%-20.97%41.64%-18.77%-11.30%

Correlation

The correlation between SPYM.DE and SPY2.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2019

0.37

The correlation between SPYM.DE and SPY2.DE shifts across timeframes, from 0.22 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYM.DE vs. SPY2.DE — Risk / Return Rank

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

SPYM.DE
SPYM.DE Risk / Return Rank: 8686
Overall Rank
SPYM.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 8686
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 8686
Martin Ratio Rank

SPY2.DE
SPY2.DE Risk / Return Rank: 5353
Overall Rank
SPY2.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPY2.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPY2.DE Omega Ratio Rank: 4848
Omega Ratio Rank
SPY2.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPY2.DE Martin Ratio Rank: 5656
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.

SPYM.DE vs. SPY2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.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.

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.


SPYM.DESPY2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.45

1.27

+0.18

Calmar ratioReturn relative to maximum drawdown

4.62

2.61

+2.01

Martin ratioReturn relative to average drawdown

15.65

8.72

+6.93

SPYM.DE vs. SPY2.DE - Sharpe Ratio Comparison

The current SPYM.DE Sharpe Ratio is 2.47, which is higher than the SPY2.DE Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of SPYM.DE and SPY2.DE, 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

SPYM.DE vs. SPY2.DE - Drawdown Comparison

The maximum SPYM.DE drawdown since its inception was -44.83%, roughly equal to the maximum SPY2.DE drawdown of -45.15%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and SPY2.DE.


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Drawdown Indicators


SPYM.DESPY2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.83%

-45.15%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-6.82%

-3.56%

Max Drawdown (3Y)

Largest decline over 3 years

-18.95%

-20.16%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.86%

-30.75%

+6.89%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

Current Drawdown

Current decline from peak

-4.14%

-2.82%

-1.32%

Average Drawdown

Average peak-to-trough decline

-17.62%

-16.75%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.04%

+1.03%

Volatility

SPYM.DE vs. SPY2.DE - Volatility Comparison

SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a higher volatility of 8.92% compared to SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) at 4.04%. This indicates that SPYM.DE's price experiences larger fluctuations and is considered to be riskier than SPY2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYM.DESPY2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

4.04%

+4.88%

Volatility (6M)

Calculated over the trailing 6-month period

17.12%

8.78%

+8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

11.65%

+7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

15.08%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

20.18%

-1.67%

SPYM.DE vs. SPY2.DE - Expense Ratio Comparison

SPYM.DE has a 0.18% expense ratio, which is lower than SPY2.DE's 0.40% expense ratio.


Dividends

SPYM.DE vs. SPY2.DE - Dividend Comparison

Neither SPYM.DE nor SPY2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYM.DE and SPY2.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYM.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for SPY2.DE.

SPYM.DE is categorized as Emerging Markets Equities, while SPY2.DE is REIT. SPYM.DE tracks MSCI Emerging Markets, while SPY2.DE tracks Dow Jones Global Select Real Estate Securities. Their fees differ too: 0.18% for SPYM.DE and 0.40% for SPY2.DE.

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