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SPYQ.DE vs. SPYM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYQ.DE vs. SPYM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE). The values are adjusted to include any dividend payments, if applicable.

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SPYQ.DE vs. SPYM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYQ.DE
SPDR MSCI Europe Industrials UCITS ETF
2.35%25.52%14.36%26.68%-16.54%28.05%4.02%37.55%-14.12%15.52%
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
6.38%19.08%14.04%6.06%-14.90%5.27%6.28%22.30%-11.26%19.74%

Returns By Period

In the year-to-date period, SPYQ.DE achieves a 2.35% return, which is significantly lower than SPYM.DE's 6.38% return. Over the past 10 years, SPYQ.DE has outperformed SPYM.DE with an annualized return of 12.29%, while SPYM.DE has yielded a comparatively lower 8.11% annualized return.


SPYQ.DE

1D
4.26%
1M
-6.69%
YTD
2.35%
6M
3.45%
1Y
17.25%
3Y*
18.22%
5Y*
12.44%
10Y*
12.29%

SPYM.DE

1D
3.16%
1M
-5.33%
YTD
6.38%
6M
10.30%
1Y
25.79%
3Y*
14.57%
5Y*
4.64%
10Y*
8.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYQ.DE vs. SPYM.DE - Expense Ratio Comparison

Both SPYQ.DE and SPYM.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%.


Return for Risk

SPYQ.DE vs. SPYM.DE — Risk / Return Rank

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

SPYQ.DE
SPYQ.DE Risk / Return Rank: 4444
Overall Rank
SPYQ.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SPYQ.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SPYQ.DE Omega Ratio Rank: 4040
Omega Ratio Rank
SPYQ.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
SPYQ.DE Martin Ratio Rank: 5050
Martin Ratio Rank

SPYM.DE
SPYM.DE Risk / Return Rank: 7575
Overall Rank
SPYM.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPYQ.DE vs. SPYM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.


SPYQ.DESPYM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.39

-0.55

Sortino ratio

Return per unit of downside risk

1.24

1.89

-0.65

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.37

2.56

-1.19

Martin ratio

Return relative to average drawdown

5.28

8.71

-3.42

SPYQ.DE vs. SPYM.DE - Sharpe Ratio Comparison

The current SPYQ.DE Sharpe Ratio is 0.84, which is lower than the SPYM.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of SPYQ.DE and SPYM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYQ.DESPYM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.39

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.28

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.44

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.28

+0.30

Correlation

The correlation between SPYQ.DE and SPYM.DE is 0.63, 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

SPYQ.DE vs. SPYM.DE - Dividend Comparison

Neither SPYQ.DE nor SPYM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYQ.DE vs. SPYM.DE - Drawdown Comparison

The maximum SPYQ.DE drawdown since its inception was -41.44%, which is greater than SPYM.DE's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for SPYQ.DE and SPYM.DE.


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Drawdown Indicators


SPYQ.DESPYM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.44%

-36.28%

-5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-13.44%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-23.86%

-5.34%

Max Drawdown (10Y)

Largest decline over 10 years

-41.44%

-31.69%

-9.75%

Current Drawdown

Current decline from peak

-8.10%

-7.55%

-0.55%

Average Drawdown

Average peak-to-trough decline

-6.10%

-10.05%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.05%

+0.35%

Volatility

SPYQ.DE vs. SPYM.DE - Volatility Comparison

SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) has a higher volatility of 9.17% compared to SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) at 7.44%. This indicates that SPYQ.DE's price experiences larger fluctuations and is considered to be riskier than SPYM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYQ.DESPYM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.17%

7.44%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

13.29%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.52%

18.54%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

16.31%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

18.25%

+1.09%