SPYM vs. SPYL.L
Compare and contrast key facts about State Street SPDR Portfolio S&P 500 ETF (SPYM) and SPDR S&P 500 UCITS ETF USD Acc (SPYL.L).
SPYM and SPYL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYM is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 8, 2005. SPYL.L is a passively managed fund by State Street that tracks the performance of the S&P 500. It was launched on Aug 1, 2025. Both SPYM and SPYL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPYM vs. SPYL.L - Performance Comparison
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SPYM vs. SPYL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYM State Street SPDR Portfolio S&P 500 ETF | -3.63% | 17.79% | 25.00% | 14.10% |
SPYL.L SPDR S&P 500 UCITS ETF USD Acc | -4.07% | 17.39% | 25.33% | 14.46% |
Returns By Period
In the year-to-date period, SPYM achieves a -3.63% return, which is significantly higher than SPYL.L's -4.07% return.
SPYM
- 1D
- 0.76%
- 1M
- -4.28%
- YTD
- -3.63%
- 6M
- -1.39%
- 1Y
- 18.21%
- 3Y*
- 18.57%
- 5Y*
- 11.94%
- 10Y*
- 14.21%
SPYL.L
- 1D
- 2.47%
- 1M
- -3.65%
- YTD
- -4.07%
- 6M
- -0.94%
- 1Y
- 18.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SPYM vs. SPYL.L - Expense Ratio Comparison
SPYM has a 0.02% expense ratio, which is lower than SPYL.L's 0.03% 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%.
Return for Risk
SPYM vs. SPYL.L — Risk / Return Rank
SPYM
SPYL.L
SPYM vs. SPYL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio S&P 500 ETF (SPYM) and SPDR S&P 500 UCITS ETF USD Acc (SPYL.L). 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 | SPYL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.14 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.65 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 4.12 | -2.57 |
Martin ratioReturn relative to average drawdown | 7.32 | 18.27 | -10.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYM | SPYL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.14 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.54 | -0.96 |
Correlation
The correlation between SPYM and SPYL.L is 0.58, 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.
Dividends
SPYM vs. SPYL.L - Dividend Comparison
SPYM's dividend yield for the trailing twelve months is around 1.15%, while SPYL.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYM State Street SPDR Portfolio S&P 500 ETF | 1.15% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% |
SPYL.L SPDR S&P 500 UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPYM vs. SPYL.L - Drawdown Comparison
The maximum SPYM drawdown since its inception was -54.46%, which is greater than SPYL.L's maximum drawdown of -18.42%. Use the drawdown chart below to compare losses from any high point for SPYM and SPYL.L.
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Drawdown Indicators
| SPYM | SPYL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.46% | -18.42% | -36.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.02% | -11.78% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.87% | — | — |
Current DrawdownCurrent decline from peak | -5.54% | -5.41% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -1.83% | -5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.83% | +0.72% |
Volatility
SPYM vs. SPYL.L - Volatility Comparison
State Street SPDR Portfolio S&P 500 ETF (SPYM) has a higher volatility of 5.33% compared to SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) at 4.84%. This indicates that SPYM's price experiences larger fluctuations and is considered to be riskier than SPYL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYM | SPYL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.84% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 8.65% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 15.92% | +2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 14.03% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 14.03% | +3.96% |