SPYT.DE vs. SPY1.DE
SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both exchange-traded funds - SPYT.DE is a Communications Equities fund tracking the MSCI Europe Communication Services 20/35 Capped, while SPY1.DE is a S&P 500 fund tracking the S&P 500 Low Volatility. Both are passively managed. Over the past 10 years, SPYT.DE returned 1.47%/yr vs 7.35%/yr for SPY1.DE. At a 0.46 correlation, their price movements are largely independent. SPYT.DE charges 0.18%/yr vs 0.35%/yr for SPY1.DE.
Performance
SPYT.DE vs. SPY1.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPYT.DE achieves a 3.11% return, which is significantly higher than SPY1.DE's 2.00% return. Over the past 10 years, SPYT.DE has underperformed SPY1.DE with an annualized return of 1.47%, while SPY1.DE has yielded a comparatively higher 7.35% annualized return.
SPYT.DE
- 1D
- -0.08%
- 1M
- 2.62%
- YTD
- 3.11%
- 6M
- 5.27%
- 1Y
- -7.75%
- 3Y*
- 10.29%
- 5Y*
- 5.43%
- 10Y*
- 1.47%
SPY1.DE
- 1D
- -0.18%
- 1M
- -1.34%
- YTD
- 2.00%
- 6M
- 1.72%
- 1Y
- -1.53%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
SPYT.DE vs. SPY1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 3.11% | 7.33% | 14.79% | 14.90% | -11.90% | 13.68% | -12.90% | 5.78% | -9.57% | 2.27% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
Correlation
The correlation between SPYT.DE and SPY1.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.46 |
The correlation between SPYT.DE and SPY1.DE shifts across timeframes, from 0.29 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPYT.DE vs. SPY1.DE — Risk / Return Rank
SPYT.DE
SPY1.DE
SPYT.DE vs. SPY1.DE - 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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.
| SPYT.DE | SPY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.98 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.23 | -0.29 |
| Martin ratioReturn relative to average drawdown | -0.97 | -0.48 | -0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPYT.DE | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | -0.15 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.47 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.52 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.69 | -0.46 |
Drawdowns
SPYT.DE vs. SPY1.DE - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than SPY1.DE's maximum drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and SPY1.DE.
Loading charts...
Drawdown Indicators
| SPYT.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -35.30% | -14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -6.77% | -8.21% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | -14.59% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -16.32% | -4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.09% | -35.30% | -4.79% |
Current DrawdownCurrent decline from peak | -8.46% | -11.45% | +2.99% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -6.16% | -12.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 3.15% | +4.50% |
Volatility
SPYT.DE vs. SPY1.DE - Volatility Comparison
SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) has a higher volatility of 4.21% compared to SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) at 3.46%. This indicates that SPYT.DE's price experiences larger fluctuations and is considered to be riskier than SPY1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPYT.DE | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.46% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 7.38% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 10.25% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 12.47% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 14.00% | +1.67% |
SPYT.DE vs. SPY1.DE - Expense Ratio Comparison
SPYT.DE has a 0.18% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Dividends
SPYT.DE vs. SPY1.DE - Dividend Comparison
Neither SPYT.DE nor SPY1.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYT.DE and SPY1.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYT.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for SPY1.DE.
SPYT.DE is categorized as Communications Equities, while SPY1.DE is S&P 500. SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while SPY1.DE tracks S&P 500 Low Volatility. Their fees differ too: 0.18% for SPYT.DE and 0.35% for SPY1.DE.
Find the right allocation for SPYT.DE and SPY1.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer