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VGEK.DE vs. SPYL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEK.DE vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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, VGEK.DE achieves a 49.18% return, which is significantly higher than SPYL.DE's 11.37% return.


VGEK.DE

1D
4.06%
1M
3.59%
YTD
49.18%
6M
55.67%
1Y
78.14%
3Y*
23.88%
5Y*
12.76%
10Y*

SPYL.DE

1D
-0.15%
1M
1.37%
YTD
11.37%
6M
12.66%
1Y
26.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEK.DE vs. SPYL.DE - Yearly Performance Comparison


Correlation

The correlation between VGEK.DE and SPYL.DE is 0.60, 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

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2023

0.57

The correlation between VGEK.DE and SPYL.DE has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

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Return for Risk

VGEK.DE vs. SPYL.DE — Risk / Return Rank

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

VGEK.DE
VGEK.DE Risk / Return Rank: 9494
Overall Rank
VGEK.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEK.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGEK.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VGEK.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
VGEK.DE Martin Ratio Rank: 9393
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 6969
Overall Rank
SPYL.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 7070
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.

VGEK.DE vs. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGEK.DESPYL.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.62

1.41

+0.21

Calmar ratioReturn relative to maximum drawdown

6.03

3.58

+2.46

Martin ratioReturn relative to average drawdown

21.95

12.72

+9.23

VGEK.DE vs. SPYL.DE - Sharpe Ratio Comparison

The current VGEK.DE Sharpe Ratio is 3.50, which is higher than the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VGEK.DE and SPYL.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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Drawdowns

VGEK.DE vs. SPYL.DE - Drawdown Comparison

The maximum VGEK.DE drawdown since its inception was -36.88%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for VGEK.DE and SPYL.DE.


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Drawdown Indicators


VGEK.DESPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-23.27%

-13.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-7.13%

-5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.67%

Current Drawdown

Current decline from peak

-4.00%

-0.46%

-3.54%

Average Drawdown

Average peak-to-trough decline

-6.40%

-3.23%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.01%

+1.54%

Volatility

VGEK.DE vs. SPYL.DE - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a higher volatility of 10.55% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that VGEK.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEK.DESPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.55%

2.66%

+7.89%

Volatility (6M)

Calculated over the trailing 6-month period

19.88%

7.57%

+12.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.23%

11.52%

+10.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

14.60%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

14.60%

+5.44%

VGEK.DE vs. SPYL.DE - Expense Ratio Comparison

VGEK.DE has a 0.15% expense ratio, which is higher than SPYL.DE's 0.03% 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%.


Dividends

VGEK.DE vs. SPYL.DE - Dividend Comparison

Neither VGEK.DE nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VGEK.DE and SPYL.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for VGEK.DE.

VGEK.DE is categorized as Asia Pacific Equities, while SPYL.DE is S&P 500. VGEK.DE tracks FTSE Developed Asia Pacific ex Japan, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.15% for VGEK.DE and 0.03% for SPYL.DE.

Portfolio Optimizer

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