SPYT.DE vs. SPYI.DE
SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) and SPYI.DE (SPDR MSCI ACWI IMI UCITS ETF) are both exchange-traded funds - SPYT.DE is a Communications Equities fund tracking the MSCI Europe Communication Services 20/35 Capped, while SPYI.DE is a Global Equities fund tracking the MSCI All Country World Investable Market (ACWI IMI). Both are passively managed. Over the past 10 years, SPYT.DE returned 1.47%/yr vs 12.12%/yr for SPYI.DE. A 0.55 correlation means they provide meaningful diversification when combined. SPYT.DE charges 0.18%/yr vs 0.17%/yr for SPYI.DE.
Performance
SPYT.DE vs. SPYI.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 SPYI.DE's 13.27% return. Over the past 10 years, SPYT.DE has underperformed SPYI.DE with an annualized return of 1.47%, while SPYI.DE has yielded a comparatively higher 12.12% annualized return.
SPYT.DE
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 3.11%
- 6M
- 4.73%
- 1Y
- -8.46%
- 3Y*
- 10.29%
- 5Y*
- 5.43%
- 10Y*
- 1.47%
SPYI.DE
- 1D
- -0.12%
- 1M
- 3.80%
- YTD
- 13.27%
- 6M
- 13.52%
- 1Y
- 27.62%
- 3Y*
- 17.57%
- 5Y*
- 12.01%
- 10Y*
- 12.12%
SPYT.DE vs. SPYI.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% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 13.27% | 9.10% | 22.92% | 17.54% | -12.90% | 27.74% | 5.39% | 29.64% | -6.71% | 8.46% |
Correlation
The correlation between SPYT.DE and SPYI.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 | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.55 |
Over the past year, the correlation between SPYT.DE and SPYI.DE has dropped to 0.29 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
SPYT.DE vs. SPYI.DE — Risk / Return Rank
SPYT.DE
SPYI.DE
SPYT.DE vs. SPYI.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 MSCI ACWI IMI UCITS ETF (SPYI.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 | SPYI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.45 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 4.32 | -4.83 |
| Martin ratioReturn relative to average drawdown | -0.97 | 17.43 | -18.40 |
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 | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 2.41 | -2.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.85 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.81 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.84 | -0.61 |
Drawdowns
SPYT.DE vs. SPYI.DE - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than SPYI.DE's maximum drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and SPYI.DE.
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Drawdown Indicators
| SPYT.DE | SPYI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -34.60% | -15.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.65% | -6.41% | -8.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | -21.66% | +6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -21.66% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -40.06% | -34.60% | -5.46% |
Current DrawdownCurrent decline from peak | -8.46% | -0.56% | -7.90% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -4.34% | -14.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 1.59% | +6.06% |
Volatility
SPYT.DE vs. SPYI.DE - Volatility Comparison
SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) has a higher volatility of 4.21% compared to SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) at 3.11%. This indicates that SPYT.DE's price experiences larger fluctuations and is considered to be riskier than SPYI.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 | SPYI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.11% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 8.21% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 11.48% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 13.90% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 15.18% | +0.49% |
SPYT.DE vs. SPYI.DE - Expense Ratio Comparison
SPYT.DE has a 0.18% expense ratio, which is higher than SPYI.DE's 0.17% 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. SPYI.DE - Dividend Comparison
Neither SPYT.DE nor SPYI.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYT.DE and SPYI.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, SPYI.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYI.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for SPYT.DE.
SPYT.DE is categorized as Communications Equities, while SPYI.DE is Global Equities. SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI). Their fees differ too: 0.18% for SPYT.DE and 0.17% for SPYI.DE.
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