SPYW.DE vs. EXH5.DE
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) are both exchange-traded funds - SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats, while EXH5.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 10 years, SPYW.DE returned 6.79%/yr vs 11.04%/yr for EXH5.DE. A 0.78 correlation means they provide meaningful diversification when combined. SPYW.DE charges 0.30%/yr vs 0.46%/yr for EXH5.DE.
Performance
SPYW.DE vs. EXH5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYW.DE achieves a 5.36% return, which is significantly higher than EXH5.DE's -2.53% return. Over the past 10 years, SPYW.DE has underperformed EXH5.DE with an annualized return of 6.79%, while EXH5.DE has yielded a comparatively higher 11.04% annualized return.
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%
EXH5.DE
- 1D
- 0.28%
- 1M
- -1.38%
- YTD
- -2.53%
- 6M
- 2.36%
- 1Y
- 2.81%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
SPYW.DE vs. EXH5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | -10.66% | 30.48% | -7.15% | 11.47% |
Correlation
The correlation between SPYW.DE and EXH5.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.78 |
The correlation between SPYW.DE and EXH5.DE has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.
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Return for Risk
SPYW.DE vs. EXH5.DE — Risk / Return Rank
SPYW.DE
EXH5.DE
SPYW.DE vs. EXH5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.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.
| SPYW.DE | EXH5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.04 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.38 | +0.60 |
| Martin ratioReturn relative to average drawdown | 3.14 | 0.78 | +2.36 |
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
| SPYW.DE | EXH5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.19 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.83 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.55 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.31 | +0.22 |
Drawdowns
SPYW.DE vs. EXH5.DE - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, smaller than the maximum EXH5.DE drawdown of -73.44%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and EXH5.DE.
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Drawdown Indicators
| SPYW.DE | EXH5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -73.44% | +34.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -7.40% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -12.31% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -18.63% | -5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -46.55% | +7.87% |
Current DrawdownCurrent decline from peak | -2.54% | -5.47% | +2.93% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -15.47% | +9.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.57% | -1.07% |
Volatility
SPYW.DE vs. EXH5.DE - Volatility Comparison
The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.92%, while iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) has a volatility of 4.83%. This indicates that SPYW.DE experiences smaller price fluctuations and is considered to be less risky than EXH5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYW.DE | EXH5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 4.83% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 11.66% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 15.13% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 16.59% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 19.93% | -5.05% |
SPYW.DE vs. EXH5.DE - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is lower than EXH5.DE's 0.46% expense ratio.
Dividends
SPYW.DE vs. EXH5.DE - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, more than EXH5.DE's 3.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
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
SPYW.DE and EXH5.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYW.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for EXH5.DE.
SPYW.DE is categorized as Europe Equities, while EXH5.DE is Financials Equities. SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while EXH5.DE tracks STOXX® Europe 600 Insurance. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPYW.DE and 0.46% for EXH5.DE.
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