SPYW.DE vs. SPFT.DE

Last updated Jun 5, 2026

SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and SPFT.DE (SPDR MSCI World Technology UCITS ETF) are both exchange-traded funds - SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats, while SPFT.DE is a Technology Equities fund tracking the MSCI World Information Technology 35/20 Capped Index. Both are passively managed. Over the past year, SPYW.DE returned 7.88% vs 48.68% for SPFT.DE. At a 0.18 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.

Performance

SPYW.DE vs. SPFT.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 SPDR MSCI World Technology UCITS ETF (SPFT.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPYW.DE achieves a 5.36% return, which is significantly lower than SPFT.DE's 25.08% 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%

SPFT.DE

• 1D: -2.01%
• 1M: 14.79%
• YTD: 25.08%
• 6M: 23.96%
• 1Y: 48.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)	5.36%	20.24%	8.29%	4.84%
SPFT.DE SPDR MSCI World Technology UCITS ETF	25.08%	9.48%	41.35%	3.97%

Correlation

The correlation between SPYW.DE and SPFT.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (All Time) Calculated using the full available price history since Nov 21, 2023	0.18

Return for Risk

SPYW.DE vs. SPFT.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: 22
SPYW.DE Sharpe Ratio Rank: 22
SPYW.DE Sortino Ratio Rank: 21
SPYW.DE Omega Ratio Rank: 22
SPYW.DE Calmar Ratio Rank: 22
SPYW.DE Martin Ratio Rank: 24

SPFT.DE

SPFT.DE Risk / Return Rank: 64
SPFT.DE Sharpe Ratio Rank: 75
SPFT.DE Sortino Ratio Rank: 68
SPFT.DE Omega Ratio Rank: 64
SPFT.DE Calmar Ratio Rank: 64
SPFT.DE Martin Ratio Rank: 50

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. SPFT.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 SPDR MSCI World Technology UCITS ETF (SPFT.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	SPFT.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.74	2.37	-1.64
Sortino ratio: Return per unit of downside risk	1.07	3.08	-2.01
Omega ratio: Gain probability vs. loss probability	1.14	1.38	-0.24
Calmar ratio: Return relative to maximum drawdown	0.98	3.11	-2.13
Martin ratio: Return relative to average drawdown	3.14	8.21	-5.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SPYW.DE Sharpe Ratio is 0.74, which is lower than the SPFT.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SPYW.DE and SPFT.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.

Sharpe Ratios by Period

	SPYW.DE	SPFT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	2.37	-1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	1.38	-0.85

Drawdowns

SPYW.DE vs. SPFT.DE - Drawdown Comparison

The maximum SPYW.DE drawdown since its inception was -38.68%, which is greater than SPFT.DE's maximum drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and SPFT.DE.

Drawdown Indicators

	SPYW.DE	SPFT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-38.68%	-29.42%	-9.26%
Max Drawdown (1Y) Largest decline over 1 year	-7.99%	-15.59%	+7.60%
Max Drawdown (3Y) Largest decline over 3 years	-11.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.97%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.68%	—	—
Current Drawdown Current decline from peak	-2.54%	-2.56%	+0.02%
Average Drawdown Average peak-to-trough decline	-5.62%	-5.35%	-0.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	5.91%	-3.41%

Volatility

SPYW.DE vs. SPFT.DE - Volatility Comparison

The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.92%, while SPDR MSCI World Technology UCITS ETF (SPFT.DE) has a volatility of 7.08%. This indicates that SPYW.DE experiences smaller price fluctuations and is considered to be less risky than SPFT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPYW.DE	SPFT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	7.08%	-4.16%
Volatility (6M) Calculated over the trailing 6-month period	8.76%	14.94%	-6.18%
Volatility (1Y) Calculated over the trailing 1-year period	10.65%	20.42%	-9.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	22.91%	-9.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.88%	22.91%	-8.03%

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

Both SPYW.DE and SPFT.DE have an expense ratio of 0.30%.

Dividends

SPYW.DE vs. SPFT.DE - Dividend Comparison

SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, while SPFT.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPFT.DE SPDR MSCI World Technology UCITS ETF	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)	3.60%	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

Can I hold both SPYW.DE and SPFT.DE in my portfolio?

SPYW.DE and SPFT.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPYW.DE or SPFT.DE?

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPYW.DE or SPFT.DE?

SPYW.DE and SPFT.DE have the same expense ratio: 0.30% per year.

What is the main difference between SPYW.DE and SPFT.DE?

SPYW.DE is categorized as Europe Equities, while SPFT.DE is Technology Equities. SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while SPFT.DE tracks MSCI World Information Technology 35/20 Capped Index.