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SPYT.DE vs. ISPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYT.DE vs. ISPY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and ProShares S&P 500 High Income ETF (ISPY). The values are adjusted to include any dividend payments, if applicable.

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SPYT.DE vs. ISPY - Yearly Performance Comparison


2026 (YTD)202520242023
SPYT.DE
SPDR MSCI Europe Communication Services UCITS ETF
3.71%7.33%14.79%-0.24%
ISPY
ProShares S&P 500 High Income ETF
-1.90%-0.28%29.32%0.79%
Different Trading Currencies

SPYT.DE is traded in EUR, while ISPY is traded in USD. To make them comparable, the ISPY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYT.DE achieves a 3.71% return, which is significantly higher than ISPY's -1.90% return.


SPYT.DE

1D
0.22%
1M
-3.74%
YTD
3.71%
6M
-2.92%
1Y
0.05%
3Y*
8.48%
5Y*
6.04%
10Y*
1.65%

ISPY

1D
0.62%
1M
-2.96%
YTD
-1.90%
6M
-0.18%
1Y
5.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYT.DE vs. ISPY - Expense Ratio Comparison

SPYT.DE has a 0.18% expense ratio, which is lower than ISPY's 0.55% expense ratio.


Return for Risk

SPYT.DE vs. ISPY — Risk / Return Rank

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

SPYT.DE
SPYT.DE Risk / Return Rank: 1111
Overall Rank
SPYT.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SPYT.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
SPYT.DE Omega Ratio Rank: 1111
Omega Ratio Rank
SPYT.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SPYT.DE Martin Ratio Rank: 1212
Martin Ratio Rank

ISPY
ISPY Risk / Return Rank: 4343
Overall Rank
ISPY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ISPY Sortino Ratio Rank: 3838
Sortino Ratio Rank
ISPY Omega Ratio Rank: 4242
Omega Ratio Rank
ISPY Calmar Ratio Rank: 4545
Calmar Ratio Rank
ISPY Martin Ratio Rank: 4848
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.

SPYT.DE vs. ISPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and ProShares S&P 500 High Income ETF (ISPY). 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.


SPYT.DEISPYDifference

Sharpe ratio

Return per unit of total volatility

0.00

0.30

-0.30

Sortino ratio

Return per unit of downside risk

0.11

0.48

-0.37

Omega ratio

Gain probability vs. loss probability

1.01

1.07

-0.06

Calmar ratio

Return relative to maximum drawdown

0.01

0.40

-0.39

Martin ratio

Return relative to average drawdown

0.02

1.55

-1.53

SPYT.DE vs. ISPY - Sharpe Ratio Comparison

The current SPYT.DE Sharpe Ratio is 0.00, which is lower than the ISPY Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SPYT.DE and ISPY, 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


SPYT.DEISPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

0.30

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.74

-0.51

Correlation

The correlation between SPYT.DE and ISPY is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPYT.DE vs. ISPY - Dividend Comparison

SPYT.DE has not paid dividends to shareholders, while ISPY's dividend yield for the trailing twelve months is around 7.46%.


Drawdowns

SPYT.DE vs. ISPY - Drawdown Comparison

The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than ISPY's maximum drawdown of -24.28%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and ISPY.


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Drawdown Indicators


SPYT.DEISPYDifference

Max Drawdown

Largest peak-to-trough decline

-49.63%

-16.88%

-32.75%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-11.17%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-20.35%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

Current Drawdown

Current decline from peak

-7.92%

-5.52%

-2.40%

Average Drawdown

Average peak-to-trough decline

-18.98%

-2.17%

-16.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

2.91%

+4.44%

Volatility

SPYT.DE vs. ISPY - Volatility Comparison

SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) has a higher volatility of 4.92% compared to ProShares S&P 500 High Income ETF (ISPY) at 4.26%. This indicates that SPYT.DE's price experiences larger fluctuations and is considered to be riskier than ISPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYT.DEISPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

4.26%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

9.56%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

17.83%

-2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

15.33%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

15.33%

+0.36%