SPYW.DE vs. IUS7.DE
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both exchange-traded funds - SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats, while IUS7.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core. Both are passively managed. Over the past 10 years, SPYW.DE returned 6.79%/yr vs 3.08%/yr for IUS7.DE. At a 0.25 correlation, their price movements are largely independent. SPYW.DE charges 0.30%/yr vs 0.45%/yr for IUS7.DE.
Performance
SPYW.DE vs. IUS7.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 IUS7.DE's 2.97% return. Over the past 10 years, SPYW.DE has outperformed IUS7.DE with an annualized return of 6.79%, while IUS7.DE has yielded a comparatively lower 3.08% 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%
IUS7.DE
- 1D
- 0.14%
- 1M
- 1.60%
- YTD
- 2.97%
- 6M
- 2.72%
- 1Y
- 9.31%
- 3Y*
- 6.75%
- 5Y*
- 2.86%
- 10Y*
- 3.08%
SPYW.DE vs. IUS7.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% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 2.97% | 1.14% | 11.74% | 6.77% | -13.16% | 5.75% | -4.03% | 18.79% | -1.16% | -3.39% |
Correlation
The correlation between SPYW.DE and IUS7.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.25 |
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Return for Risk
SPYW.DE vs. IUS7.DE — Risk / Return Rank
SPYW.DE
IUS7.DE
SPYW.DE vs. IUS7.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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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 | IUS7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.29 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 3.00 | -2.02 |
| Martin ratioReturn relative to average drawdown | 3.14 | 9.17 | -6.03 |
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 | IUS7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.55 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.33 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.28 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.61 | -0.08 |
Drawdowns
SPYW.DE vs. IUS7.DE - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, which is greater than IUS7.DE's maximum drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and IUS7.DE.
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Drawdown Indicators
| SPYW.DE | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -27.13% | -11.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -3.09% | -4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -12.95% | +1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -15.90% | -8.07% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -27.13% | -11.55% |
Current DrawdownCurrent decline from peak | -2.54% | 0.00% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -6.48% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.01% | +1.49% |
Volatility
SPYW.DE vs. IUS7.DE - Volatility Comparison
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) has a higher volatility of 2.92% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) at 1.24%. This indicates that SPYW.DE's price experiences larger fluctuations and is considered to be riskier than IUS7.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 | IUS7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 1.24% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 4.03% | +4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 5.97% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 8.56% | +4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 11.02% | +3.86% |
SPYW.DE vs. IUS7.DE - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.
Dividends
SPYW.DE vs. IUS7.DE - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, less than IUS7.DE's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 5.80% | 6.10% | 5.62% | 5.77% | 5.63% | 3.80% | 4.17% | 4.72% | 4.70% | 5.11% | 5.29% | 4.71% |
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 IUS7.DE have a correlation of 0.17, 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 0.45% for IUS7.DE.
SPYW.DE is categorized as Europe Equities, while IUS7.DE is Emerging Markets Bonds. SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while IUS7.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPYW.DE and 0.45% for IUS7.DE.
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