(SPY5) SPDR SP500 - Ratings and Ratios
Large, Mid, Cap, Us, Equities
Dividends
| Dividend Yield | 1.02% |
| Yield on Cost 5y | 2.08% |
| Yield CAGR 5y | 8.69% |
| Payout Consistency | 96.0% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 13.0% |
| Value at Risk 5%th | 20.4% |
| Relative Tail Risk | -4.70% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.06 |
| Alpha | -4.66 |
| CAGR/Max DD | 0.80 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.605 |
| Beta | 0.213 |
| Beta Downside | 0.435 |
| Drawdowns 3y | |
|---|---|
| Max DD | 23.34% |
| Mean DD | 3.11% |
| Median DD | 1.53% |
Description: SPY5 SPDR SP500 November 07, 2025
The SPDR® S&P 500 UCITS ETF (XETRA: SPY5) tracks the Morningstar US Large-Mid NR USD index, offering investors exposure to the U.S. large-cap blend equity market through a German-domiciled ETF structure.
Key metrics as of the latest reporting period include a total expense ratio of 0.09 %, an average daily trading volume of roughly 250,000 shares on XETRA, and a net asset value of €12 bn. The fund’s performance is closely tied to macro drivers such as U.S. monetary policy, corporate earnings growth in the technology and consumer discretionary sectors, and the health of the labor market, which together account for the bulk of the S&P 500’s weightings.
For a deeper dive into how SPY5’s risk-adjusted returns compare to alternative global equity ETFs, you might explore the analytical tools on ValueRay to benchmark its valuation and factor exposures.
What is the price of SPY5 shares?
Over the past week, the price has changed by -1.61%, over one month by -1.55%, over three months by +3.56% and over the past year by +1.37%.
Is SPY5 a buy, sell or hold?
What are the forecasts/targets for the SPY5 price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 668.3 | 15% |
SPY5 Fundamental Data Overview December 11, 2025
Market Cap EUR = 4.27b (4.27b EUR * 1.0 EUR.EUR)
Beta = 0.0
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 4.27b EUR (4.27b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 4.27b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 4.27b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.80% (E(4.27b)/V(4.27b) * Re(6.80%) + (debt-free company))
Discount Rate = 6.80% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)