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SPYZ.DE vs. PLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYZ.DE vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and Palantir Technologies Inc. (PLTR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYZ.DE is traded in EUR, while PLTR is traded in USD. To make them comparable, the PLTR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYZ.DE achieves a 3.30% return, which is significantly higher than PLTR's -19.37% return.


SPYZ.DE

1D
0.55%
1M
3.48%
YTD
3.30%
6M
9.90%
1Y
22.41%
3Y*
28.74%
5Y*
19.38%
10Y*
12.24%

PLTR

1D
-0.49%
1M
4.96%
YTD
-19.37%
6M
-20.14%
1Y
7.16%
3Y*
104.69%
5Y*
43.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYZ.DE vs. PLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPYZ.DE
SPDR MSCI Europe Financials UCITS ETF
3.30%48.26%25.23%21.51%-2.51%28.19%23.73%
PLTR
Palantir Technologies Inc.
-19.37%107.14%369.55%159.43%-62.56%-16.89%137.86%

Correlation

The correlation between SPYZ.DE and PLTR is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.15

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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2020

0.11

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Return for Risk

SPYZ.DE vs. PLTR — Risk / Return Rank

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

SPYZ.DE
SPYZ.DE Risk / Return Rank: 3636
Overall Rank
SPYZ.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SPYZ.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SPYZ.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SPYZ.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPYZ.DE Martin Ratio Rank: 4040
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 4646
Overall Rank
PLTR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 4545
Sortino Ratio Rank
PLTR Omega Ratio Rank: 4545
Omega Ratio Rank
PLTR Calmar Ratio Rank: 4848
Calmar Ratio Rank
PLTR Martin Ratio Rank: 4747
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.

SPYZ.DE vs. PLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and Palantir Technologies Inc. (PLTR). 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.


SPYZ.DEPLTRDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.22

1.07

+0.15

Calmar ratioReturn relative to maximum drawdown

1.82

0.18

+1.63

Martin ratioReturn relative to average drawdown

6.13

0.34

+5.79

SPYZ.DE vs. PLTR - Sharpe Ratio Comparison

The current SPYZ.DE Sharpe Ratio is 1.26, which is higher than the PLTR Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SPYZ.DE and PLTR, 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


SPYZ.DEPLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.14

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.68

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.89

-0.42

Drawdowns

SPYZ.DE vs. PLTR - Drawdown Comparison

The maximum SPYZ.DE drawdown since its inception was -45.16%, smaller than the maximum PLTR drawdown of -82.49%. Use the drawdown chart below to compare losses from any high point for SPYZ.DE and PLTR.


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Drawdown Indicators


SPYZ.DEPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-45.16%

-82.49%

+37.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-39.52%

+27.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.91%

-43.40%

+26.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-76.99%

+53.82%

Max Drawdown (10Y)

Largest decline over 10 years

-45.16%

Current Drawdown

Current decline from peak

-2.74%

-32.16%

+29.42%

Average Drawdown

Average peak-to-trough decline

-9.57%

-38.13%

+28.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

21.24%

-17.59%

Volatility

SPYZ.DE vs. PLTR - Volatility Comparison

The current volatility for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) is 5.19%, while Palantir Technologies Inc. (PLTR) has a volatility of 16.70%. This indicates that SPYZ.DE experiences smaller price fluctuations and is considered to be less risky than PLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYZ.DEPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

16.70%

-11.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.37%

37.72%

-23.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

51.85%

-34.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

65.01%

-46.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

69.43%

-48.15%

Dividends

SPYZ.DE vs. PLTR - Dividend Comparison

Neither SPYZ.DE nor PLTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYZ.DE and PLTR have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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