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GBLB.BR vs. SPPW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBLB.BR vs. SPPW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Groupe Bruxelles Lambert SA (GBLB.BR) and SPDR MSCI World UCITS ETF (SPPW.DE). The values are adjusted to include any dividend payments, if applicable.

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GBLB.BR vs. SPPW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GBLB.BR
Groupe Bruxelles Lambert SA
3.42%23.47%-3.57%-1.06%-21.60%22.28%-8.03%14.59%
SPPW.DE
SPDR MSCI World UCITS ETF
-1.31%8.03%26.09%20.25%-13.28%32.66%5.27%17.24%

Returns By Period

In the year-to-date period, GBLB.BR achieves a 3.42% return, which is significantly higher than SPPW.DE's -1.31% return.


GBLB.BR

1D
1.03%
1M
-6.32%
YTD
3.42%
6M
2.68%
1Y
19.98%
3Y*
5.00%
5Y*
1.56%
10Y*
4.84%

SPPW.DE

1D
-13.53%
1M
-1.95%
YTD
-1.31%
6M
1.84%
1Y
12.40%
3Y*
15.10%
5Y*
10.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GBLB.BR vs. SPPW.DE — Risk / Return Rank

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

GBLB.BR
GBLB.BR Risk / Return Rank: 7474
Overall Rank
GBLB.BR Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GBLB.BR Sortino Ratio Rank: 6666
Sortino Ratio Rank
GBLB.BR Omega Ratio Rank: 7070
Omega Ratio Rank
GBLB.BR Calmar Ratio Rank: 7878
Calmar Ratio Rank
GBLB.BR Martin Ratio Rank: 8282
Martin Ratio Rank

SPPW.DE
SPPW.DE Risk / Return Rank: 4242
Overall Rank
SPPW.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SPPW.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPPW.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SPPW.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPPW.DE Martin Ratio Rank: 7878
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.

GBLB.BR vs. SPPW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Groupe Bruxelles Lambert SA (GBLB.BR) and SPDR MSCI World UCITS ETF (SPPW.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.


GBLB.BRSPPW.DEDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.45

+0.61

Sortino ratio

Return per unit of downside risk

1.44

0.86

+0.57

Omega ratio

Gain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

2.18

1.34

+0.84

Martin ratio

Return relative to average drawdown

7.10

9.74

-2.64

GBLB.BR vs. SPPW.DE - Sharpe Ratio Comparison

The current GBLB.BR Sharpe Ratio is 1.06, which is higher than the SPPW.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of GBLB.BR and SPPW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GBLB.BRSPPW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.45

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.63

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.68

-0.34

Correlation

The correlation between GBLB.BR and SPPW.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GBLB.BR vs. SPPW.DE - Dividend Comparison

GBLB.BR's dividend yield for the trailing twelve months is around 6.37%, while SPPW.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GBLB.BR
Groupe Bruxelles Lambert SA
6.37%6.58%4.16%3.86%3.69%2.55%3.82%3.27%3.94%3.26%3.59%3.54%
SPPW.DE
SPDR MSCI World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GBLB.BR vs. SPPW.DE - Drawdown Comparison

The maximum GBLB.BR drawdown since its inception was -55.94%, which is greater than SPPW.DE's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for GBLB.BR and SPPW.DE.


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Drawdown Indicators


GBLB.BRSPPW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.94%

-33.69%

-22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-13.53%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-33.45%

-21.62%

-11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

Current Drawdown

Current decline from peak

-9.89%

-13.53%

+3.64%

Average Drawdown

Average peak-to-trough decline

-15.09%

-4.53%

-10.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

1.86%

+1.71%

Volatility

GBLB.BR vs. SPPW.DE - Volatility Comparison

The current volatility for Groupe Bruxelles Lambert SA (GBLB.BR) is 5.55%, while SPDR MSCI World UCITS ETF (SPPW.DE) has a volatility of 22.86%. This indicates that GBLB.BR experiences smaller price fluctuations and is considered to be less risky than SPPW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBLB.BRSPPW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

22.86%

-17.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

23.56%

-11.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.72%

27.53%

-8.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

17.26%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

18.23%

+0.95%