V3MA.DE vs. SPYM.DE
Compare and contrast key facts about Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE).
V3MA.DE and SPYM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V3MA.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging All Cap Choice. It was launched on Oct 11, 2022. SPYM.DE is a passively managed fund by State Street that tracks the performance of the MSCI Emerging Markets. It was launched on May 13, 2011. Both V3MA.DE and SPYM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: V3MA.DE or SPYM.DE.
Key characteristics
| V3MA.DE | SPYM.DE | |
|---|---|---|
| YTD Return | 18.58% | 15.81% |
| 1Y Return | 22.43% | 19.99% |
| Sharpe Ratio | 1.64 | 1.36 |
| Sortino Ratio | 2.31 | 1.91 |
| Omega Ratio | 1.30 | 1.25 |
| Calmar Ratio | 2.36 | 0.90 |
| Martin Ratio | 9.44 | 7.03 |
| Ulcer Index | 2.30% | 2.71% |
| Daily Std Dev | 13.15% | 13.94% |
| Max Drawdown | -9.88% | -36.28% |
| Current Drawdown | -1.73% | -4.25% |
Correlation
The correlation between V3MA.DE and SPYM.DE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
V3MA.DE vs. SPYM.DE - Performance Comparison
In the year-to-date period, V3MA.DE achieves a 18.58% return, which is significantly higher than SPYM.DE's 15.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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V3MA.DE vs. SPYM.DE - Expense Ratio Comparison
V3MA.DE has a 0.24% expense ratio, which is higher than SPYM.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
V3MA.DE vs. SPYM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.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.
Dividends
V3MA.DE vs. SPYM.DE - Dividend Comparison
Neither V3MA.DE nor SPYM.DE has paid dividends to shareholders.
Drawdowns
V3MA.DE vs. SPYM.DE - Drawdown Comparison
The maximum V3MA.DE drawdown since its inception was -9.88%, smaller than the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for V3MA.DE and SPYM.DE. For additional features, visit the drawdowns tool.
Volatility
V3MA.DE vs. SPYM.DE - Volatility Comparison
Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) have volatilities of 5.23% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.