SPYM.DE vs. V3MA.DE
Compare and contrast key facts about SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE).
SPYM.DE and V3MA.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. V3MA.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging All Cap Choice. It was launched on Oct 11, 2022. Both SPYM.DE and V3MA.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 V3MA.DE.
Key characteristics
| SPYM.DE | V3MA.DE | |
|---|---|---|
| YTD Return | 15.81% | 18.58% |
| 1Y Return | 19.99% | 22.43% |
| Sharpe Ratio | 1.36 | 1.64 |
| Sortino Ratio | 1.91 | 2.31 |
| Omega Ratio | 1.25 | 1.30 |
| Calmar Ratio | 0.90 | 2.36 |
| Martin Ratio | 7.03 | 9.44 |
| Ulcer Index | 2.71% | 2.30% |
| Daily Std Dev | 13.94% | 13.15% |
| Max Drawdown | -36.28% | -9.88% |
| Current Drawdown | -4.25% | -1.73% |
Correlation
The correlation between SPYM.DE and V3MA.DE is 0.96, 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. V3MA.DE - Performance Comparison
In the year-to-date period, SPYM.DE achieves a 15.81% return, which is significantly lower than V3MA.DE's 18.58% 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. V3MA.DE - Expense Ratio Comparison
SPYM.DE has a 0.18% expense ratio, which is lower than V3MA.DE's 0.24% expense ratio. Despite the difference, 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. V3MA.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 Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.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. V3MA.DE - Dividend Comparison
Neither SPYM.DE nor V3MA.DE has paid dividends to shareholders.
Drawdowns
SPYM.DE vs. V3MA.DE - Drawdown Comparison
The maximum SPYM.DE drawdown since its inception was -36.28%, which is greater than V3MA.DE's maximum drawdown of -9.88%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and V3MA.DE. For additional features, visit the drawdowns tool.
Volatility
SPYM.DE vs. V3MA.DE - Volatility Comparison
SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) have volatilities of 5.33% and 5.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.