SPYW.DE vs. EXSH.DE
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - SPYW.DE tracks the S&P Euro High Yield Dividend Aristocrats while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, SPYW.DE returned 6.79%/yr vs 10.31%/yr for EXSH.DE. Their correlation of 0.84 suggests significant overlap in exposure. SPYW.DE charges 0.30%/yr vs 0.32%/yr for EXSH.DE.
Performance
SPYW.DE vs. EXSH.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPYW.DE achieves a 5.36% return, which is significantly lower than EXSH.DE's 13.96% return. Over the past 10 years, SPYW.DE has underperformed EXSH.DE with an annualized return of 6.79%, while EXSH.DE has yielded a comparatively higher 10.31% 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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 4.04%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.41%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
SPYW.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between SPYW.DE and EXSH.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.84 |
The correlation between SPYW.DE and EXSH.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPYW.DE vs. EXSH.DE — Risk / Return Rank
SPYW.DE
EXSH.DE
SPYW.DE vs. EXSH.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 Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.48 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 4.85 | -3.87 |
| Martin ratioReturn relative to average drawdown | 3.14 | 16.10 | -12.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPYW.DE | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.69 | -1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.86 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.60 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.32 | +0.21 |
Drawdowns
SPYW.DE vs. EXSH.DE - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and EXSH.DE.
Loading charts...
Drawdown Indicators
| SPYW.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -70.20% | +31.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -6.65% | -1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -14.43% | +2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -22.98% | -0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -40.34% | +1.66% |
Current DrawdownCurrent decline from peak | -2.54% | -1.87% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -22.15% | +16.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.01% | +0.49% |
Volatility
SPYW.DE vs. EXSH.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 Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a volatility of 3.90%. This indicates that SPYW.DE experiences smaller price fluctuations and is considered to be less risky than EXSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPYW.DE | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 3.90% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 9.77% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 11.99% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 14.61% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 17.15% | -2.27% |
SPYW.DE vs. EXSH.DE - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
SPYW.DE vs. EXSH.DE - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, less than EXSH.DE's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
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 EXSH.DE have a correlation of 0.77, 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 0.32% for EXSH.DE.
SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPYW.DE and 0.32% for EXSH.DE.
Find the right allocation for SPYW.DE and EXSH.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer