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

Performance

SPYW.DE vs. MVEE.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 Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SPYW.DE having a 9.29% return and MVEE.DE slightly higher at 9.62%.


SPYW.DE

1D
0.54%
1M
3.80%
6M
8.97%
YTD
9.29%
1Y
12.97%
3Y*
14.82%
5Y*
8.95%
10Y*
7.74%

MVEE.DE

1D
0.57%
1M
4.22%
6M
9.21%
YTD
9.62%
1Y
12.53%
3Y*
10.05%
5Y*
6.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
9.29%20.21%8.31%17.92%-11.22%14.38%20.60%
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
9.62%8.71%8.75%12.46%-15.04%23.79%13.95%

Correlation

The correlation between SPYW.DE and MVEE.DE is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2020

0.84

The correlation between SPYW.DE and MVEE.DE shifts across timeframes, from 0.69 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYW.DE vs. MVEE.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: 3939
Overall Rank
SPYW.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 4141
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 4040
Martin Ratio Rank

MVEE.DE
MVEE.DE Risk / Return Rank: 4141
Overall Rank
MVEE.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 4040
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 4343
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. MVEE.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 Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPYW.DEMVEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.62

1.69

-0.07

Martin ratioReturn relative to average drawdown

5.40

5.83

-0.43

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

The current SPYW.DE Sharpe Ratio is 1.22, which is comparable to the MVEE.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of SPYW.DE and MVEE.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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Drawdowns

SPYW.DE vs. MVEE.DE - Drawdown Comparison

The maximum SPYW.DE drawdown since its inception was -38.67%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and MVEE.DE.


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Drawdown Indicators


SPYW.DEMVEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.67%

-20.19%

-18.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-7.40%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-11.64%

-12.19%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-20.19%

-3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-38.67%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.58%

-4.48%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.15%

+0.25%

Volatility

SPYW.DE vs. MVEE.DE - Volatility Comparison

The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.20%, while iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) has a volatility of 2.62%. This indicates that SPYW.DE experiences smaller price fluctuations and is considered to be less risky than MVEE.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.DEMVEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

2.62%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

8.34%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.61%

10.00%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

12.10%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

12.47%

+2.15%

SPYW.DE vs. MVEE.DE - Expense Ratio Comparison

SPYW.DE has a 0.30% expense ratio, which is higher than MVEE.DE's 0.25% expense ratio.


Dividends

SPYW.DE vs. MVEE.DE - Dividend Comparison

SPYW.DE's dividend yield for the trailing twelve months is around 3.47%, while MVEE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.47%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 MVEE.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SPYW.DE.

SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPYW.DE and 0.25% for MVEE.DE.

Portfolio Optimizer

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