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

Performance

SPYM.DE vs. SPYV.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 S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.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 27.39% return, which is significantly higher than SPYV.DE's 5.71% return. Over the past 10 years, SPYM.DE has outperformed SPYV.DE with an annualized return of 9.90%, while SPYV.DE has yielded a comparatively lower 6.23% annualized return.


SPYM.DE

1D
-1.63%
1M
6.11%
YTD
27.39%
6M
29.25%
1Y
50.03%
3Y*
21.15%
5Y*
8.45%
10Y*
9.90%

SPYV.DE

1D
-0.23%
1M
-1.55%
YTD
5.71%
6M
4.21%
1Y
10.75%
3Y*
9.94%
5Y*
6.00%
10Y*
6.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
27.39%19.08%14.04%6.06%-14.90%5.27%6.28%22.30%-11.26%19.74%
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)
5.71%6.33%21.05%1.39%-2.70%6.51%-11.03%15.10%-2.00%11.76%

Correlation

The correlation between SPYM.DE and SPYV.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.76

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

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.85

The correlation between SPYM.DE and SPYV.DE shifts across timeframes, from 0.71 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYM.DE vs. SPYV.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: 8585
Overall Rank
SPYM.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 8585
Martin Ratio Rank

SPYV.DE
SPYV.DE Risk / Return Rank: 2626
Overall Rank
SPYV.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPYV.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPYV.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPYV.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
SPYV.DE Martin Ratio Rank: 2525
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. SPYV.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 S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.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.


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

+1.87

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.50

1.16

+0.34

Calmar ratioReturn relative to maximum drawdown

4.80

1.31

+3.48

Martin ratioReturn relative to average drawdown

17.28

3.29

+13.99

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

The current SPYM.DE Sharpe Ratio is 2.79, which is higher than the SPYV.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SPYM.DE and SPYV.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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Sharpe Ratios by Period


SPYM.DESPYV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

0.92

+1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.40

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.36

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.18

+0.17

Drawdowns

SPYM.DE vs. SPYV.DE - Drawdown Comparison

The maximum SPYM.DE drawdown since its inception was -36.28%, smaller than the maximum SPYV.DE drawdown of -43.79%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and SPYV.DE.


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Drawdown Indicators


SPYM.DESPYV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.28%

-43.79%

+7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-8.15%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-18.96%

-16.93%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.86%

-17.58%

-6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

-38.19%

+6.50%

Current Drawdown

Current decline from peak

-2.74%

-5.09%

+2.35%

Average Drawdown

Average peak-to-trough decline

-9.95%

-12.48%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.26%

-0.37%

Volatility

SPYM.DE vs. SPYV.DE - Volatility Comparison

SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a higher volatility of 7.34% compared to SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.DE) at 3.51%. This indicates that SPYM.DE's price experiences larger fluctuations and is considered to be riskier than SPYV.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.DESPYV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

3.51%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.16%

8.37%

+6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

11.72%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

15.03%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

17.36%

+1.04%

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

SPYM.DE has a 0.18% expense ratio, which is lower than SPYV.DE's 0.55% expense ratio.


Dividends

SPYM.DE vs. SPYV.DE - Dividend Comparison

SPYM.DE has not paid dividends to shareholders, while SPYV.DE's dividend yield for the trailing twelve months is around 3.83%.


PositionTTM20252024202320222021202020192018201720162015
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%
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)
3.83%3.96%4.01%4.96%4.71%3.21%3.29%3.59%3.58%2.96%4.34%5.98%

Frequently Asked Questions


SPYM.DE and SPYV.DE have a correlation of 0.71, 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 0.55% for SPYV.DE.

SPYM.DE tracks MSCI Emerging Markets, while SPYV.DE tracks S&P Emerging Markets High Yield Dividend Aristocrats. Their fees differ too: 0.18% for SPYM.DE and 0.55% for SPYV.DE.

Portfolio Optimizer

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