SPYT.DE vs. SVOL
Compare and contrast key facts about SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Simplify Volatility Premium ETF (SVOL).
SPYT.DE and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYT.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Communication Services 20/35 Capped. It was launched on Dec 5, 2014. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYT.DE or SVOL.
Key characteristics
| SPYT.DE | SVOL | |
|---|---|---|
| YTD Return | 16.34% | 9.56% |
| 1Y Return | 20.61% | 13.47% |
| 3Y Return (Ann) | 6.07% | 9.00% |
| Sharpe Ratio | 2.20 | 1.06 |
| Sortino Ratio | 3.05 | 1.44 |
| Omega Ratio | 1.39 | 1.26 |
| Calmar Ratio | 0.76 | 1.17 |
| Martin Ratio | 11.96 | 7.61 |
| Ulcer Index | 1.71% | 1.67% |
| Daily Std Dev | 9.32% | 11.96% |
| Max Drawdown | -49.63% | -15.68% |
| Current Drawdown | -11.51% | -0.18% |
Correlation
The correlation between SPYT.DE and SVOL is 0.36, 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.
Performance
SPYT.DE vs. SVOL - Performance Comparison
In the year-to-date period, SPYT.DE achieves a 16.34% return, which is significantly higher than SVOL's 9.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPYT.DE vs. SVOL - Expense Ratio Comparison
SPYT.DE has a 0.18% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
SPYT.DE vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Simplify Volatility Premium ETF (SVOL). 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.
Dividends
SPYT.DE vs. SVOL - Dividend Comparison
SPYT.DE has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 16.31%.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 16.31% | 16.37% | 18.31% | 4.65% |
Drawdowns
SPYT.DE vs. SVOL - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and SVOL. For additional features, visit the drawdowns tool.
Volatility
SPYT.DE vs. SVOL - Volatility Comparison
SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Simplify Volatility Premium ETF (SVOL) have volatilities of 3.60% and 3.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.