SPYN.DE vs. 5MVW.DE
SPYN.DE (SPDR MSCI Europe Energy UCITS ETF) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both Energy Equities funds - SPYN.DE tracks the MSCI Europe Energy 20/35 Capped while 5MVW.DE tracks the MSCI World Energy. Both are passively managed. Over the past 5 years, SPYN.DE returned 19.95%/yr vs 20.31%/yr for 5MVW.DE. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.
Performance
SPYN.DE vs. 5MVW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYN.DE achieves a 35.04% return, which is significantly higher than 5MVW.DE's 32.79% return.
SPYN.DE
- 1D
- -0.92%
- 1M
- -2.45%
- YTD
- 35.04%
- 6M
- 30.84%
- 1Y
- 54.32%
- 3Y*
- 17.57%
- 5Y*
- 19.95%
- 10Y*
- 11.20%
5MVW.DE
- 1D
- -0.61%
- 1M
- -0.86%
- YTD
- 32.79%
- 6M
- 29.07%
- 1Y
- 44.87%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
SPYN.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPYN.DE SPDR MSCI Europe Energy UCITS ETF | 35.04% | 14.83% | -5.83% | 8.31% | 37.38% | 35.64% | -31.15% | 2.05% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
Correlation
The correlation between SPYN.DE and 5MVW.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.87 |
The correlation between SPYN.DE and 5MVW.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
SPYN.DE vs. 5MVW.DE — Risk / Return Rank
SPYN.DE
5MVW.DE
SPYN.DE vs. 5MVW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Energy UCITS ETF (SPYN.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.
| SPYN.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.55 | 2.97 | +1.58 |
| Martin ratioReturn relative to average drawdown | 14.57 | 9.81 | +4.76 |
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
| SPYN.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.10 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.84 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.45 | -0.14 |
Drawdowns
SPYN.DE vs. 5MVW.DE - Drawdown Comparison
The maximum SPYN.DE drawdown since its inception was -58.67%, roughly equal to the maximum 5MVW.DE drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for SPYN.DE and 5MVW.DE.
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Drawdown Indicators
| SPYN.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -56.87% | -1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -15.05% | +3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -26.54% | -23.76% | -2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -26.54% | -23.76% | -2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -58.67% | — | — |
Current DrawdownCurrent decline from peak | -6.51% | -7.49% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -11.42% | -13.53% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 4.56% | -0.84% |
Volatility
SPYN.DE vs. 5MVW.DE - Volatility Comparison
SPDR MSCI Europe Energy UCITS ETF (SPYN.DE) has a higher volatility of 7.11% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) at 6.76%. This indicates that SPYN.DE's price experiences larger fluctuations and is considered to be riskier than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYN.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 6.76% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 18.33% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 21.33% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.69% | 23.99% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 29.20% | -3.14% |
SPYN.DE vs. 5MVW.DE - Expense Ratio Comparison
Both SPYN.DE and 5MVW.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%.
Dividends
SPYN.DE vs. 5MVW.DE - Dividend Comparison
SPYN.DE has not paid dividends to shareholders, while 5MVW.DE's dividend yield for the trailing twelve months is around 2.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
SPYN.DE SPDR MSCI Europe Energy UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYN.DE and 5MVW.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SPYN.DE and 5MVW.DE have the same expense ratio: 0.18% per year.
SPYN.DE tracks MSCI Europe Energy 20/35 Capped, while 5MVW.DE tracks MSCI World Energy. They also come from different issuers: State Street and iShares.
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