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SPYV.DE vs. SPY5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYV.DE vs. SPY5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.DE) and SPDR S&P 500 UCITS ETF (SPY5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYV.DE achieves a 5.71% return, which is significantly lower than SPY5.DE's 11.39% return. Over the past 10 years, SPYV.DE has underperformed SPY5.DE with an annualized return of 6.23%, while SPY5.DE has yielded a comparatively higher 15.13% annualized return.


SPYV.DE

1D
-0.23%
1M
-1.55%
YTD
5.71%
6M
4.21%
1Y
10.75%
3Y*
9.94%
5Y*
6.00%
10Y*
6.23%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYV.DE vs. SPY5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)
5.71%6.33%21.05%1.39%-2.70%6.51%-11.03%15.10%-2.00%11.76%
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 SPYV.DE and SPY5.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2012

0.57

The correlation between SPYV.DE and SPY5.DE has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

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Return for Risk

SPYV.DE vs. SPY5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYV.DE
SPYV.DE Risk / Return Rank: 2626
Overall Rank
SPYV.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPYV.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPYV.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPYV.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
SPYV.DE Martin Ratio Rank: 2525
Martin Ratio Rank

SPY5.DE
SPY5.DE Risk / Return Rank: 6969
Overall Rank
SPY5.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPY5.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPY5.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPY5.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPY5.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPYV.DE vs. SPY5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.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.


SPYV.DESPY5.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.16

1.41

-0.25

Calmar ratioReturn relative to maximum drawdown

1.31

3.57

-2.25

Martin ratioReturn relative to average drawdown

3.29

12.77

-9.48

SPYV.DE vs. SPY5.DE - Sharpe Ratio Comparison

The current SPYV.DE Sharpe Ratio is 0.92, which is lower than the SPY5.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SPYV.DE and SPY5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYV.DESPY5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.22

-1.30

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

0.36

0.93

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.97

-0.80

Drawdowns

SPYV.DE vs. SPY5.DE - Drawdown Comparison

The maximum SPYV.DE drawdown since its inception was -43.79%, 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 SPYV.DE and SPY5.DE.


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Drawdown Indicators


SPYV.DESPY5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.79%

-33.86%

-9.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-7.15%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-16.93%

-23.34%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-17.58%

-23.34%

+5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.19%

-33.86%

-4.33%

Current Drawdown

Current decline from peak

-5.09%

-0.44%

-4.65%

Average Drawdown

Average peak-to-trough decline

-12.48%

-3.95%

-8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.00%

+1.26%

Volatility

SPYV.DE vs. SPY5.DE - Volatility Comparison

SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.DE) has a higher volatility of 3.51% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 2.66%. This indicates that SPYV.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


SPYV.DESPY5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

2.66%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

7.54%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

11.51%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

15.18%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

16.07%

+1.29%

SPYV.DE vs. SPY5.DE - Expense Ratio Comparison

SPYV.DE has a 0.55% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio.


Dividends

SPYV.DE vs. SPY5.DE - Dividend Comparison

SPYV.DE's dividend yield for the trailing twelve months is around 3.83%, more than SPY5.DE's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)
3.83%3.96%4.01%4.96%4.71%3.21%3.29%3.59%3.58%2.96%4.34%5.98%

Frequently Asked Questions


SPYV.DE and SPY5.DE have a correlation of 0.56, 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 0.55% for SPYV.DE.

SPYV.DE is categorized as Emerging Markets Equities, while SPY5.DE is S&P 500. SPYV.DE tracks S&P Emerging Markets High Yield Dividend Aristocrats, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.55% for SPYV.DE and 0.03% for SPY5.DE.

Portfolio Optimizer

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