SPYW.DE vs. IDVY.AS
Compare and contrast key facts about SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and iShares Euro Dividend UCITS ETF (IDVY.AS).
SPYW.DE and IDVY.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYW.DE is a passively managed fund by State Street that tracks the performance of the S&P Euro High Yield Dividend Aristocrats. It was launched on Feb 28, 2012. IDVY.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 28, 2005. Both SPYW.DE and IDVY.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYW.DE or IDVY.AS.
Key characteristics
| SPYW.DE | IDVY.AS | |
|---|---|---|
| YTD Return | 4.81% | 6.69% |
| 1Y Return | 12.55% | 14.12% |
| 3Y Return (Ann) | 3.38% | -0.93% |
| 5Y Return (Ann) | 2.25% | -0.37% |
| 10Y Return (Ann) | 5.62% | 3.86% |
| Sharpe Ratio | 0.98 | 1.15 |
| Sortino Ratio | 1.33 | 1.58 |
| Omega Ratio | 1.18 | 1.20 |
| Calmar Ratio | 1.44 | 0.76 |
| Martin Ratio | 5.03 | 4.99 |
| Ulcer Index | 2.09% | 2.57% |
| Daily Std Dev | 10.77% | 11.13% |
| Max Drawdown | -38.68% | -71.31% |
| Current Drawdown | -7.32% | -6.52% |
Correlation
The correlation between SPYW.DE and IDVY.AS is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SPYW.DE vs. IDVY.AS - Performance Comparison
In the year-to-date period, SPYW.DE achieves a 4.81% return, which is significantly lower than IDVY.AS's 6.69% return. Over the past 10 years, SPYW.DE has outperformed IDVY.AS with an annualized return of 5.62%, while IDVY.AS has yielded a comparatively lower 3.86% annualized 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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SPYW.DE vs. IDVY.AS - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is lower than IDVY.AS's 0.40% expense ratio.
Risk-Adjusted Performance
SPYW.DE vs. IDVY.AS - Risk-Adjusted Performance 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 Euro Dividend UCITS ETF (IDVY.AS). 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
SPYW.DE vs. IDVY.AS - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 0.51%, less than IDVY.AS's 5.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 0.51% | 3.30% | 3.61% | 2.78% | 3.05% | 3.09% | 3.74% | 3.13% | 2.96% | 3.02% | 3.60% | 3.66% |
IDVY.AS iShares Euro Dividend UCITS ETF | 5.88% | 5.84% | 5.28% | 3.68% | 3.57% | 4.84% | 4.76% | 3.91% | 3.97% | 4.00% | 3.81% | 4.24% |
Drawdowns
SPYW.DE vs. IDVY.AS - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, smaller than the maximum IDVY.AS drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and IDVY.AS. For additional features, visit the drawdowns tool.
Volatility
SPYW.DE vs. IDVY.AS - Volatility Comparison
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) has a higher volatility of 5.34% compared to iShares Euro Dividend UCITS ETF (IDVY.AS) at 4.99%. This indicates that SPYW.DE's price experiences larger fluctuations and is considered to be riskier than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.