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SPDR MSCI World UCITS ETF (SPPW.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BFY0GT14
WKNA2N6CW
IssuerState Street
Inception DateFeb 28, 2019
CategoryGlobal Equities
Leveraged1x
Index TrackedMSCI World
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

SPPW.DE has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for SPPW.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: SPPW.DE vs. IWDA.AS, SPPW.DE vs. H4ZY.DE, SPPW.DE vs. ACWL.L, SPPW.DE vs. VGVF.DE, SPPW.DE vs. VWCE.DE, SPPW.DE vs. SWDA.L, SPPW.DE vs. VT, SPPW.DE vs. BRK-B, SPPW.DE vs. SPYI, SPPW.DE vs. VWRL.AS

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in SPDR MSCI World UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%65.00%70.00%75.00%80.00%85.00%90.00%95.00%JuneJulyAugustSeptemberOctoberNovember
79.25%
89.40%
SPPW.DE (SPDR MSCI World UCITS ETF)
Benchmark (^GSPC)

Returns By Period

SPDR MSCI World UCITS ETF had a return of 19.62% year-to-date (YTD) and 27.86% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date19.62%20.10%
1 month1.03%-0.39%
6 months9.77%11.72%
1 year27.86%31.44%
5 years (annualized)N/A13.30%
10 years (annualized)N/A10.96%

Monthly Returns

The table below presents the monthly returns of SPPW.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.36%3.66%3.83%-2.11%1.34%4.97%0.17%-0.27%1.35%1.25%19.62%
20234.87%0.67%0.12%0.32%2.40%3.84%2.31%-0.46%-1.66%-3.49%5.88%4.21%20.25%
2022-4.98%-2.06%4.80%-2.53%-3.50%-6.24%10.01%-1.75%-5.68%4.62%0.24%-5.71%-13.28%
20210.62%3.12%6.20%1.87%-0.30%4.70%1.92%2.98%-1.81%5.13%0.80%3.68%32.66%
20200.11%-8.70%-11.00%9.84%2.33%1.77%-0.28%5.93%-1.17%-2.80%9.58%1.75%5.27%
20191.30%1.58%2.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SPPW.DE is 80, placing it in the top 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SPPW.DE is 8080
Combined Rank
The Sharpe Ratio Rank of SPPW.DE is 8181Sharpe Ratio Rank
The Sortino Ratio Rank of SPPW.DE is 7676Sortino Ratio Rank
The Omega Ratio Rank of SPPW.DE is 8686Omega Ratio Rank
The Calmar Ratio Rank of SPPW.DE is 8181Calmar Ratio Rank
The Martin Ratio Rank of SPPW.DE is 7878Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SPPW.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SPPW.DE
Sharpe ratio
The chart of Sharpe ratio for SPPW.DE, currently valued at 2.65, compared to the broader market-2.000.002.004.006.002.65
Sortino ratio
The chart of Sortino ratio for SPPW.DE, currently valued at 3.47, compared to the broader market0.005.0010.003.47
Omega ratio
The chart of Omega ratio for SPPW.DE, currently valued at 1.54, compared to the broader market1.001.502.002.503.003.501.54
Calmar ratio
The chart of Calmar ratio for SPPW.DE, currently valued at 3.35, compared to the broader market0.005.0010.0015.0020.003.35
Martin ratio
The chart of Martin ratio for SPPW.DE, currently valued at 16.20, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market-2.000.002.004.006.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market0.005.0010.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.003.501.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.0015.0020.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.62

Sharpe Ratio

The current SPDR MSCI World UCITS ETF Sharpe ratio is 2.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR MSCI World UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.65
2.64
SPPW.DE (SPDR MSCI World UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR MSCI World UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.94%
-2.40%
SPPW.DE (SPDR MSCI World UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR MSCI World UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR MSCI World UCITS ETF was 33.69%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current SPDR MSCI World UCITS ETF drawdown is 1.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.69%Feb 20, 202023Mar 23, 2020200Jan 7, 2021223
-16.59%Jan 5, 2022115Jun 16, 2022321Sep 14, 2023436
-8.17%Jul 17, 202414Aug 5, 202439Sep 27, 202453
-7.09%Sep 15, 202331Oct 27, 202325Dec 1, 202356
-4.59%Nov 23, 202120Dec 20, 20215Dec 28, 202125

Volatility

Volatility Chart

The current SPDR MSCI World UCITS ETF volatility is 2.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
2.64%
3.77%
SPPW.DE (SPDR MSCI World UCITS ETF)
Benchmark (^GSPC)