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

Performance

SPYW.DE vs. SPYM.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 Emerging Markets UCITS ETF (SPYM.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 lower than SPYM.DE's 27.39% return. Over the past 10 years, SPYW.DE has underperformed SPYM.DE with an annualized return of 6.79%, while SPYM.DE has yielded a comparatively higher 9.90% 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%

SPYM.DE

1D
-1.63%
1M
6.11%
YTD
27.39%
6M
29.25%
1Y
50.03%
3Y*
21.15%
5Y*
8.45%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYW.DE vs. SPYM.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%
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
27.39%19.08%14.04%6.06%-14.90%5.27%6.28%22.30%-11.26%19.74%

Correlation

The correlation between SPYW.DE and SPYM.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

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

0.40

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

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.57

Over the past year, the correlation between SPYW.DE and SPYM.DE has dropped to 0.37 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

SPYW.DE vs. SPYM.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

SPYM.DE
SPYM.DE Risk / Return Rank: 8585
Overall Rank
SPYM.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 8585
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. SPYM.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 Emerging Markets UCITS ETF (SPYM.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.DESPYM.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.05

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.14

1.50

-0.36

Calmar ratioReturn relative to maximum drawdown

0.98

4.80

-3.82

Martin ratioReturn relative to average drawdown

3.14

17.28

-14.14

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

The current SPYW.DE Sharpe Ratio is 0.74, which is lower than the SPYM.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of SPYW.DE and SPYM.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.DESPYM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

2.79

-2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.50

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.54

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.34

+0.19

Drawdowns

SPYW.DE vs. SPYM.DE - Drawdown Comparison

The maximum SPYW.DE drawdown since its inception was -38.68%, which is greater than SPYM.DE's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and SPYM.DE.


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Drawdown Indicators


SPYW.DESPYM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.68%

-36.28%

-2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-10.38%

+2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-11.64%

-18.96%

+7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.97%

-23.86%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

-31.69%

-6.99%

Current Drawdown

Current decline from peak

-2.54%

-2.74%

+0.20%

Average Drawdown

Average peak-to-trough decline

-5.62%

-9.95%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.89%

-0.39%

Volatility

SPYW.DE vs. SPYM.DE - Volatility Comparison

The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.92%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.34%. This indicates that SPYW.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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.DESPYM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

7.34%

-4.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

15.16%

-6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

10.65%

17.87%

-7.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

16.78%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

18.40%

-3.52%

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

SPYW.DE has a 0.30% expense ratio, which is higher than SPYM.DE's 0.18% expense ratio.


Dividends

SPYW.DE vs. SPYM.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
SPYM.DE
SPDR MSCI Emerging Markets 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


SPYW.DE and SPYM.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYM.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for SPYW.DE.

SPYW.DE is categorized as Europe Equities, while SPYM.DE is Emerging Markets Equities. SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.30% for SPYW.DE and 0.18% for SPYM.DE.

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