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

Performance

SPYV.DE vs. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYV.DE is traded in EUR, while SPYG is traded in USD. To make them comparable, the SPYG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYV.DE achieves a 5.71% return, which is significantly lower than SPYG's 15.02% return. Over the past 10 years, SPYV.DE has underperformed SPYG with an annualized return of 6.23%, while SPYG has yielded a comparatively higher 17.90% 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%

SPYG

1D
-0.16%
1M
7.25%
YTD
15.02%
6M
13.39%
1Y
31.42%
3Y*
24.79%
5Y*
17.15%
10Y*
17.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYV.DE vs. SPYG - 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%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
15.02%7.60%44.97%26.13%-25.04%41.89%22.46%33.80%4.57%11.60%

Correlation

The correlation between SPYV.DE and SPYG is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.34

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

0.31

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

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.40

The correlation between SPYV.DE and SPYG shifts across timeframes, from 0.31 (5 years) to 0.50 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPYV.DE vs. SPYG — 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

SPYG
SPYG Risk / Return Rank: 6060
Overall Rank
SPYG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6161
Omega Ratio Rank
SPYG Calmar Ratio Rank: 5151
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5858
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. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.DESPYGDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.16

1.34

-0.18

Calmar ratioReturn relative to maximum drawdown

1.31

2.48

-1.17

Martin ratioReturn relative to average drawdown

3.29

8.73

-5.44

SPYV.DE vs. SPYG - Sharpe Ratio Comparison

The current SPYV.DE Sharpe Ratio is 0.92, which is lower than the SPYG Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of SPYV.DE and SPYG, 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.DESPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.95

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.82

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.85

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.70

-0.53

Drawdowns

SPYV.DE vs. SPYG - Drawdown Comparison

The maximum SPYV.DE drawdown since its inception was -43.79%, roughly equal to the maximum SPYG drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for SPYV.DE and SPYG.


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Drawdown Indicators


SPYV.DESPYGDifference

Max Drawdown

Largest peak-to-trough decline

-43.79%

-45.25%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-12.70%

+4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-16.93%

-27.05%

+10.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.58%

-27.05%

+9.47%

Max Drawdown (10Y)

Largest decline over 10 years

-38.19%

-30.75%

-7.44%

Current Drawdown

Current decline from peak

-5.09%

-0.98%

-4.11%

Average Drawdown

Average peak-to-trough decline

-12.48%

-7.58%

-4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.61%

-0.35%

Volatility

SPYV.DE vs. SPYG - Volatility Comparison

The current volatility for SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.DE) is 3.51%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 3.74%. This indicates that SPYV.DE experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYV.DESPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

3.74%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

11.74%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

16.20%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

20.91%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

21.03%

-3.67%

SPYV.DE vs. SPYG - Expense Ratio Comparison

SPYV.DE has a 0.55% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Dividends

SPYV.DE vs. SPYG - Dividend Comparison

SPYV.DE's dividend yield for the trailing twelve months is around 3.83%, more than SPYG's 0.47% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.47%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%
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 SPYG have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYG is cheaper with a 0.04% expense ratio, compared with 0.55% for SPYV.DE.

SPYV.DE is categorized as Emerging Markets Equities, while SPYG is S&P 500. SPYV.DE tracks S&P Emerging Markets High Yield Dividend Aristocrats, while SPYG tracks S&P 500 Growth Index. Their fees differ too: 0.55% for SPYV.DE and 0.04% for SPYG.

Portfolio Optimizer

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