SPYT.DE vs. SPY5.DE
SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SPYT.DE is a Communications Equities fund tracking the MSCI Europe Communication Services 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, SPYT.DE returned 1.47%/yr vs 15.13%/yr for SPY5.DE. A 0.54 correlation means they provide meaningful diversification when combined. SPYT.DE charges 0.18%/yr vs 0.03%/yr for SPY5.DE.
Performance
SPYT.DE vs. SPY5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYT.DE achieves a 3.11% return, which is significantly lower than SPY5.DE's 11.39% return. Over the past 10 years, SPYT.DE has underperformed SPY5.DE with an annualized return of 1.47%, while SPY5.DE has yielded a comparatively higher 15.13% 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%
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%
SPYT.DE vs. SPY5.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% |
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 SPYT.DE and SPY5.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.54 |
Over the past year, the correlation between SPYT.DE and SPY5.DE has dropped to 0.25 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
SPYT.DE vs. SPY5.DE — Risk / Return Rank
SPYT.DE
SPY5.DE
SPYT.DE vs. SPY5.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 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.
| SPYT.DE | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.75 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.41 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 3.57 | -4.08 |
| Martin ratioReturn relative to average drawdown | -0.97 | 12.77 | -13.74 |
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
| SPYT.DE | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 2.22 | -2.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.96 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.93 | -0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.97 | -0.74 |
Drawdowns
SPYT.DE vs. SPY5.DE - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, 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 SPYT.DE and SPY5.DE.
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Drawdown Indicators
| SPYT.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -33.86% | -15.77% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -7.15% | -7.83% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | -23.34% | +8.36% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -23.34% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -40.09% | -33.86% | -6.23% |
Current DrawdownCurrent decline from peak | -8.46% | -0.44% | -8.02% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -3.95% | -14.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 2.00% | +5.65% |
Volatility
SPYT.DE vs. SPY5.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 UCITS ETF (SPY5.DE) at 2.66%. This indicates that SPYT.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
| SPYT.DE | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 2.66% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 7.54% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 11.51% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 15.18% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 16.07% | -0.40% |
SPYT.DE vs. SPY5.DE - Expense Ratio Comparison
SPYT.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
SPYT.DE vs. SPY5.DE - Dividend Comparison
SPYT.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% |
SPYT.DE SPDR MSCI Europe Communication Services 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
SPYT.DE and SPY5.DE have a correlation of 0.25, 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 SPYT.DE.
SPYT.DE is categorized as Communications Equities, while SPY5.DE is S&P 500. SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.18% for SPYT.DE and 0.03% for SPY5.DE.
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