SPYW.DE vs. VYMI
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, SPYW.DE returned 6.79%/yr vs 10.22%/yr for VYMI. A 0.60 correlation means they provide meaningful diversification when combined. SPYW.DE charges 0.30%/yr vs 0.07%/yr for VYMI.
Performance
SPYW.DE vs. VYMI - Performance Comparison
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Different Trading Currencies
SPYW.DE is traded in EUR, while VYMI is traded in USD. To make them comparable, the VYMI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPYW.DE achieves a 5.36% return, which is significantly lower than VYMI's 13.27% return. Over the past 10 years, SPYW.DE has underperformed VYMI with an annualized return of 6.79%, while VYMI has yielded a comparatively higher 10.22% 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%
VYMI
- 1D
- 0.47%
- 1M
- 2.32%
- YTD
- 13.27%
- 6M
- 15.43%
- 1Y
- 28.58%
- 3Y*
- 19.04%
- 5Y*
- 13.13%
- 10Y*
- 10.22%
SPYW.DE vs. VYMI - 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% |
VYMI Vanguard International High Dividend Yield ETF | 13.27% | 21.67% | 14.12% | 13.56% | -1.26% | 24.02% | -9.26% | 21.11% | -8.55% | 7.33% |
Correlation
The correlation between SPYW.DE and VYMI is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016 | 0.60 |
The correlation between SPYW.DE and VYMI has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.
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Return for Risk
SPYW.DE vs. VYMI — Risk / Return Rank
SPYW.DE
VYMI
SPYW.DE vs. VYMI - 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 Vanguard International High Dividend Yield ETF (VYMI). 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 | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.49 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 3.47 | -2.49 |
| Martin ratioReturn relative to average drawdown | 3.14 | 15.15 | -12.01 |
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 | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.60 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.05 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.65 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.65 | -0.12 |
Drawdowns
SPYW.DE vs. VYMI - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, which is greater than VYMI's maximum drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and VYMI.
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Drawdown Indicators
| SPYW.DE | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -36.04% | -2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -8.27% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -13.70% | +2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -13.70% | -10.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -36.04% | -2.64% |
Current DrawdownCurrent decline from peak | -2.54% | -0.50% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -3.98% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.89% | +0.61% |
Volatility
SPYW.DE vs. VYMI - Volatility Comparison
The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.92%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 3.11%. This indicates that SPYW.DE experiences smaller price fluctuations and is considered to be less risky than VYMI 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 | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 3.11% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 9.02% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 11.06% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 12.54% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 15.76% | -0.88% |
SPYW.DE vs. VYMI - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
SPYW.DE vs. VYMI - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, more than VYMI's 3.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 3.42% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Frequently Asked Questions
SPYW.DE and VYMI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.30% for SPYW.DE.
SPYW.DE is categorized as Europe Equities, while VYMI is Dividend. SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.30% for SPYW.DE and 0.07% for VYMI.
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