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SPYQ.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SPYQ.DE and ^GSPC is 0.50, 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.


-0.50.00.51.00.5

Performance

SPYQ.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.51%
6.72%
SPYQ.DE
^GSPC

Key characteristics

Sharpe Ratio

SPYQ.DE:

1.64

^GSPC:

1.62

Sortino Ratio

SPYQ.DE:

2.23

^GSPC:

2.20

Omega Ratio

SPYQ.DE:

1.28

^GSPC:

1.30

Calmar Ratio

SPYQ.DE:

2.44

^GSPC:

2.46

Martin Ratio

SPYQ.DE:

8.21

^GSPC:

10.01

Ulcer Index

SPYQ.DE:

2.83%

^GSPC:

2.08%

Daily Std Dev

SPYQ.DE:

14.21%

^GSPC:

12.88%

Max Drawdown

SPYQ.DE:

-41.44%

^GSPC:

-56.78%

Current Drawdown

SPYQ.DE:

0.00%

^GSPC:

-2.13%

Returns By Period

In the year-to-date period, SPYQ.DE achieves a 8.81% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, SPYQ.DE has underperformed ^GSPC with an annualized return of 9.68%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.


SPYQ.DE

YTD

8.81%

1M

2.08%

6M

11.80%

1Y

18.11%

5Y*

11.39%

10Y*

9.68%

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

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Risk-Adjusted Performance

SPYQ.DE vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYQ.DE
The Risk-Adjusted Performance Rank of SPYQ.DE is 7070
Overall Rank
The Sharpe Ratio Rank of SPYQ.DE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYQ.DE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SPYQ.DE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SPYQ.DE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SPYQ.DE is 6969
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPYQ.DE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for SPYQ.DE, currently valued at 0.77, compared to the broader market0.002.004.000.771.42
The chart of Sortino ratio for SPYQ.DE, currently valued at 1.15, compared to the broader market0.005.0010.001.151.93
The chart of Omega ratio for SPYQ.DE, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.26
The chart of Calmar ratio for SPYQ.DE, currently valued at 1.24, compared to the broader market0.005.0010.0015.001.242.12
The chart of Martin ratio for SPYQ.DE, currently valued at 2.81, compared to the broader market0.0020.0040.0060.0080.00100.002.818.60
SPYQ.DE
^GSPC

The current SPYQ.DE Sharpe Ratio is 1.64, which is comparable to the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SPYQ.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.77
1.42
SPYQ.DE
^GSPC

Drawdowns

SPYQ.DE vs. ^GSPC - Drawdown Comparison

The maximum SPYQ.DE drawdown since its inception was -41.44%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SPYQ.DE and ^GSPC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.09%
-2.13%
SPYQ.DE
^GSPC

Volatility

SPYQ.DE vs. ^GSPC - Volatility Comparison

SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) has a higher volatility of 4.01% compared to S&P 500 (^GSPC) at 3.43%. This indicates that SPYQ.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.01%
3.43%
SPYQ.DE
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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