AVWC.DE vs. SPP2.DE
Compare and contrast key facts about Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) and SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE).
AVWC.DE and SPP2.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVWC.DE is an actively managed fund by Avantis. It was launched on Sep 25, 2024. SPP2.DE is a passively managed fund by State Street that tracks the performance of the MSCI ACWI (USD Hedged). It was launched on Oct 21, 2020.
Performance
AVWC.DE vs. SPP2.DE - Performance Comparison
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AVWC.DE vs. SPP2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 2.79% | 9.08% | 6.46% |
SPP2.DE SPDR MSCI ACWI UCITS ETF USD Hedged Acc | 0.06% | 7.39% | 8.68% |
Different Trading Currencies
AVWC.DE is traded in EUR, while SPP2.DE is traded in USD. To make them comparable, the SPP2.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AVWC.DE achieves a 2.79% return, which is significantly higher than SPP2.DE's 0.06% return.
AVWC.DE
- 1D
- 2.13%
- 1M
- -3.08%
- YTD
- 2.79%
- 6M
- 7.25%
- 1Y
- 17.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPP2.DE
- 1D
- 2.70%
- 1M
- -2.75%
- YTD
- 0.06%
- 6M
- 4.14%
- 1Y
- 13.45%
- 3Y*
- 15.59%
- 5Y*
- 11.26%
- 10Y*
- —
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AVWC.DE vs. SPP2.DE - Expense Ratio Comparison
AVWC.DE has a 0.22% expense ratio, which is lower than SPP2.DE's 0.45% expense ratio.
Return for Risk
AVWC.DE vs. SPP2.DE — Risk / Return Rank
AVWC.DE
SPP2.DE
AVWC.DE vs. SPP2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) and SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.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.
| AVWC.DE | SPP2.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.82 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.17 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.66 | +0.24 |
Martin ratioReturn relative to average drawdown | 9.07 | 6.49 | +2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVWC.DE | SPP2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.82 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.94 | -0.12 |
Correlation
The correlation between AVWC.DE and SPP2.DE is 0.88, 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.
Dividends
AVWC.DE vs. SPP2.DE - Dividend Comparison
Neither AVWC.DE nor SPP2.DE has paid dividends to shareholders.
Drawdowns
AVWC.DE vs. SPP2.DE - Drawdown Comparison
The maximum AVWC.DE drawdown since its inception was -21.65%, roughly equal to the maximum SPP2.DE drawdown of -21.23%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and SPP2.DE.
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Drawdown Indicators
| AVWC.DE | SPP2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -22.60% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -12.08% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.60% | — |
Current DrawdownCurrent decline from peak | -3.29% | -5.10% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -4.62% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.08% | -0.19% |
Volatility
AVWC.DE vs. SPP2.DE - Volatility Comparison
The current volatility for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) is 4.32%, while SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) has a volatility of 5.56%. This indicates that AVWC.DE experiences smaller price fluctuations and is considered to be less risky than SPP2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVWC.DE | SPP2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 5.56% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 9.35% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 16.45% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 14.60% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.31% | 14.60% | +0.71% |