SPYT.DE vs. SPYW.DE
SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) and SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) are both exchange-traded funds - SPYT.DE is a Communications Equities fund tracking the MSCI Europe Communication Services 20/35 Capped, while SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats. Both are passively managed. Over the past 10 years, SPYT.DE returned 1.47%/yr vs 6.79%/yr for SPYW.DE. A 0.72 correlation means they provide meaningful diversification when combined. SPYT.DE charges 0.18%/yr vs 0.30%/yr for SPYW.DE.
Performance
SPYT.DE vs. SPYW.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 SPYW.DE's 5.36% return. Over the past 10 years, SPYT.DE has underperformed SPYW.DE with an annualized return of 1.47%, while SPYW.DE has yielded a comparatively higher 6.79% 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%
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
SPYT.DE vs. SPYW.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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
Correlation
The correlation between SPYT.DE and SPYW.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.72 |
Over the past year, the correlation between SPYT.DE and SPYW.DE has dropped to 0.49 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
SPYT.DE vs. SPYW.DE — Risk / Return Rank
SPYT.DE
SPYW.DE
SPYT.DE vs. SPYW.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 Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.14 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.98 | -1.50 |
| Martin ratioReturn relative to average drawdown | -0.97 | 3.14 | -4.11 |
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 | SPYW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 0.74 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.60 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.45 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.53 | -0.30 |
Drawdowns
SPYT.DE vs. SPYW.DE - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than SPYW.DE's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and SPYW.DE.
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Drawdown Indicators
| SPYT.DE | SPYW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -38.68% | -10.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -7.99% | -6.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | -11.64% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -23.97% | +3.62% |
Max Drawdown (10Y)Largest decline over 10 years | -40.09% | -38.68% | -1.41% |
Current DrawdownCurrent decline from peak | -8.46% | -2.54% | -5.92% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -5.62% | -13.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 2.50% | +5.15% |
Volatility
SPYT.DE vs. SPYW.DE - Volatility Comparison
SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) has a higher volatility of 4.21% compared to SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 2.92%. This indicates that SPYT.DE's price experiences larger fluctuations and is considered to be riskier than SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 2.92% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 8.76% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 10.65% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 13.27% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 14.88% | +0.79% |
SPYT.DE vs. SPYW.DE - Expense Ratio Comparison
SPYT.DE has a 0.18% expense ratio, which is lower than SPYW.DE's 0.30% expense ratio.
Dividends
SPYT.DE vs. SPYW.DE - Dividend Comparison
SPYT.DE has not paid dividends to shareholders, while SPYW.DE's dividend yield for the trailing twelve months is around 3.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
SPYT.DE and SPYW.DE have a correlation of 0.49, 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 0.30% for SPYW.DE.
SPYT.DE is categorized as Communications Equities, while SPYW.DE is Europe Equities. SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. Their fees differ too: 0.18% for SPYT.DE and 0.30% for SPYW.DE.
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