SPYN.DE vs. SPY5.DE
SPYN.DE (SPDR MSCI Europe Energy UCITS ETF) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SPYN.DE is a Energy Equities fund tracking the MSCI Europe Energy 20/35 Capped, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SPYN.DE returned 11.20%/yr vs 15.13%/yr for SPY5.DE. At a 0.42 correlation, their price movements are largely independent. SPYN.DE charges 0.18%/yr vs 0.03%/yr for SPY5.DE.
Performance
SPYN.DE vs. SPY5.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 SPY5.DE's 11.39% return. Over the past 10 years, SPYN.DE has underperformed SPY5.DE with an annualized return of 11.20%, while SPY5.DE has yielded a comparatively higher 15.13% annualized 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%
SPY5.DE
- 1D
- -0.13%
- 1M
- 5.22%
- YTD
- 11.39%
- 6M
- 11.43%
- 1Y
- 25.61%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
SPYN.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYN.DE SPDR MSCI Europe Energy UCITS ETF | 35.04% | 14.83% | -5.83% | 8.31% | 37.38% | 35.64% | -31.15% | 10.33% | -0.63% | 5.40% |
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
Correlation
The correlation between SPYN.DE and SPY5.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2012 | 0.42 |
The correlation between SPYN.DE and SPY5.DE shifts across timeframes, from -0.06 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYN.DE vs. SPY5.DE — Risk / Return Rank
SPYN.DE
SPY5.DE
SPYN.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.55 | 3.57 | +0.98 |
| Martin ratioReturn relative to average drawdown | 14.57 | 12.77 | +1.80 |
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 | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.22 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.96 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.93 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.97 | -0.67 |
Drawdowns
SPYN.DE vs. SPY5.DE - Drawdown Comparison
The maximum SPYN.DE drawdown since its inception was -58.67%, which is greater than SPY5.DE's maximum drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SPYN.DE and SPY5.DE.
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Drawdown Indicators
| SPYN.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -33.86% | -24.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -7.15% | -4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -26.54% | -23.34% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.54% | -23.34% | -3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -58.67% | -33.86% | -24.81% |
Current DrawdownCurrent decline from peak | -6.51% | -0.44% | -6.07% |
Average DrawdownAverage peak-to-trough decline | -11.42% | -3.95% | -7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.00% | +1.72% |
Volatility
SPYN.DE vs. SPY5.DE - Volatility Comparison
SPDR MSCI Europe Energy UCITS ETF (SPYN.DE) has a higher volatility of 7.11% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 2.66%. This indicates that SPYN.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 2.66% | +4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 7.54% | +11.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 11.51% | +10.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.69% | 15.18% | +8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 16.07% | +9.99% |
SPYN.DE vs. SPY5.DE - Expense Ratio Comparison
SPYN.DE has a 0.18% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPYN.DE vs. SPY5.DE - Dividend Comparison
SPYN.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
SPYN.DE SPDR MSCI Europe Energy 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% |
Frequently Asked Questions
SPYN.DE and SPY5.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.18% for SPYN.DE.
SPYN.DE is categorized as Energy Equities, while SPY5.DE is S&P 500. SPYN.DE tracks MSCI Europe Energy 20/35 Capped, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.18% for SPYN.DE and 0.03% for SPY5.DE.
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