PortfoliosLab logoPortfoliosLab logo
SPYY.DE vs. JEDI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYY.DE vs. JEDI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI ACWI UCITS ETF (SPYY.DE) and VanEck Space Innovators UCITS ETF (JEDI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPYY.DE achieves a 12.54% return, which is significantly lower than JEDI.DE's 76.99% return.


SPYY.DE

1D
-0.21%
1M
4.97%
YTD
12.54%
6M
13.23%
1Y
26.75%
3Y*
17.99%
5Y*
12.35%
10Y*
12.40%

JEDI.DE

1D
1.31%
1M
22.20%
YTD
76.99%
6M
97.67%
1Y
202.78%
3Y*
65.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYY.DE vs. JEDI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYY.DE
SPDR MSCI ACWI UCITS ETF
12.54%9.46%24.56%18.22%-0.97%
JEDI.DE
VanEck Space Innovators UCITS ETF
76.99%72.15%52.14%8.55%5.38%

Correlation

The correlation between SPYY.DE and JEDI.DE is 0.52, 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

0.52

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.54

The correlation between SPYY.DE and JEDI.DE has been stable across timeframes, ranging from 0.51 to 0.54 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPYY.DE vs. JEDI.DE — Risk / Return Rank

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

SPYY.DE
SPYY.DE Risk / Return Rank: 7777
Overall Rank
SPYY.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPYY.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SPYY.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SPYY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SPYY.DE Martin Ratio Rank: 8383
Martin Ratio Rank

JEDI.DE
JEDI.DE Risk / Return Rank: 9494
Overall Rank
JEDI.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JEDI.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
JEDI.DE Omega Ratio Rank: 8989
Omega Ratio Rank
JEDI.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
JEDI.DE Martin Ratio Rank: 9494
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.

SPYY.DE vs. JEDI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (SPYY.DE) and VanEck Space Innovators UCITS ETF (JEDI.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.


SPYY.DEJEDI.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.44

1.56

-0.12

Calmar ratioReturn relative to maximum drawdown

4.10

8.56

-4.46

Martin ratioReturn relative to average drawdown

16.60

28.05

-11.44

SPYY.DE vs. JEDI.DE - Sharpe Ratio Comparison

The current SPYY.DE Sharpe Ratio is 2.32, which is lower than the JEDI.DE Sharpe Ratio of 4.59. The chart below compares the historical Sharpe Ratios of SPYY.DE and JEDI.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.


Loading charts...

Sharpe Ratios by Period


SPYY.DEJEDI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

4.59

-2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.61

-0.79

Drawdowns

SPYY.DE vs. JEDI.DE - Drawdown Comparison

The maximum SPYY.DE drawdown since its inception was -33.49%, which is greater than JEDI.DE's maximum drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and JEDI.DE.


Loading charts...

Drawdown Indicators


SPYY.DEJEDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-30.10%

-3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-23.53%

+17.04%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-30.10%

+8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

Current Drawdown

Current decline from peak

-0.61%

-13.81%

+13.20%

Average Drawdown

Average peak-to-trough decline

-4.39%

-7.12%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

7.20%

-5.59%

Volatility

SPYY.DE vs. JEDI.DE - Volatility Comparison

The current volatility for SPDR MSCI ACWI UCITS ETF (SPYY.DE) is 3.05%, while VanEck Space Innovators UCITS ETF (JEDI.DE) has a volatility of 18.13%. This indicates that SPYY.DE experiences smaller price fluctuations and is considered to be less risky than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPYY.DEJEDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

18.13%

-15.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

34.16%

-25.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

43.91%

-32.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

32.38%

-18.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

32.38%

-17.31%

SPYY.DE vs. JEDI.DE - Expense Ratio Comparison

SPYY.DE has a 0.40% expense ratio, which is lower than JEDI.DE's 0.55% expense ratio.


Dividends

SPYY.DE vs. JEDI.DE - Dividend Comparison

Neither SPYY.DE nor JEDI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYY.DE and JEDI.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYY.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYY.DE is cheaper with a 0.40% expense ratio, compared with 0.55% for JEDI.DE.

SPYY.DE is categorized as Global Equities, while JEDI.DE is Industrials Equities. SPYY.DE tracks MSCI All Country World (ACWI), while JEDI.DE tracks MVIS Global Space Industry ESG. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.40% for SPYY.DE and 0.55% for JEDI.DE.

Portfolio Optimizer

Find the right allocation for SPYY.DE and JEDI.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer