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SPYW.DE vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYW.DE vs. IUS7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYW.DE vs. IUS7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYW.DE
SPYW.DE Risk / Return Rank: 2222
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2424
Martin Ratio Rank

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
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.

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.DEIUS7.DEDifference
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

SPYW.DE vs. IUS7.DE - Sharpe Ratio Comparison

The current SPYW.DE Sharpe Ratio is 0.74, which is lower than the IUS7.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SPYW.DE and IUS7.DE, 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


SPYW.DEIUS7.DEDifference

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.DEIUS7.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.54%

0.00%

-2.54%

Average Drawdown

Average peak-to-trough decline

-5.62%

-6.48%

+0.86%

Ulcer Index

Depth 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.DEIUS7.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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