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IMEU.AS vs. SPPW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMEU.AS vs. SPPW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) and SPDR MSCI World UCITS ETF (SPPW.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, IMEU.AS achieves a 6.89% return, which is significantly lower than SPPW.DE's 11.19% return.


IMEU.AS

1D
-0.67%
1M
3.83%
YTD
6.89%
6M
9.70%
1Y
16.16%
3Y*
13.32%
5Y*
9.85%
10Y*
9.15%

SPPW.DE

1D
0.42%
1M
5.95%
YTD
11.19%
6M
12.01%
1Y
24.32%
3Y*
17.92%
5Y*
13.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMEU.AS vs. SPPW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IMEU.AS
iShares Core MSCI Europe UCITS ETF EUR (Dist)
6.89%19.89%8.97%15.72%-9.15%25.73%-3.22%13.87%
SPPW.DE
SPDR MSCI World UCITS ETF
11.19%8.03%26.09%20.25%-13.28%32.66%5.27%17.24%

Correlation

The correlation between IMEU.AS and SPPW.DE is 0.75, 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

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2019

0.80

The correlation between IMEU.AS and SPPW.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.

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Return for Risk

IMEU.AS vs. SPPW.DE — Risk / Return Rank

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

IMEU.AS
IMEU.AS Risk / Return Rank: 3636
Overall Rank
IMEU.AS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IMEU.AS Sortino Ratio Rank: 3535
Sortino Ratio Rank
IMEU.AS Omega Ratio Rank: 3636
Omega Ratio Rank
IMEU.AS Calmar Ratio Rank: 3434
Calmar Ratio Rank
IMEU.AS Martin Ratio Rank: 4040
Martin Ratio Rank

SPPW.DE
SPPW.DE Risk / Return Rank: 7373
Overall Rank
SPPW.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPPW.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPPW.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SPPW.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPPW.DE Martin Ratio Rank: 8080
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.

IMEU.AS vs. SPPW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) 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.


IMEU.ASSPPW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.24

1.44

-0.20

Calmar ratioReturn relative to maximum drawdown

1.68

3.96

-2.28

Martin ratioReturn relative to average drawdown

6.32

15.87

-9.55

IMEU.AS vs. SPPW.DE - Sharpe Ratio Comparison

The current IMEU.AS Sharpe Ratio is 1.26, which is lower than the SPPW.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IMEU.AS and SPPW.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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Sharpe Ratios by Period


IMEU.ASSPPW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.32

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.92

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.86

-0.56

Drawdowns

IMEU.AS vs. SPPW.DE - Drawdown Comparison

The maximum IMEU.AS drawdown since its inception was -57.85%, 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 IMEU.AS and SPPW.DE.


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Drawdown Indicators


IMEU.ASSPPW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.85%

-33.69%

-24.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-6.51%

-2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-21.62%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-21.62%

+2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-2.22%

0.00%

-2.22%

Average Drawdown

Average peak-to-trough decline

-11.91%

-4.44%

-7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

1.62%

+0.91%

Volatility

IMEU.AS vs. SPPW.DE - Volatility Comparison

iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) has a higher volatility of 4.89% compared to SPDR MSCI World UCITS ETF (SPPW.DE) at 2.69%. This indicates that IMEU.AS's price experiences larger fluctuations and is considered to be riskier 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


IMEU.ASSPPW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

2.69%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

7.61%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

11.12%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

14.06%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

16.08%

-0.53%

IMEU.AS vs. SPPW.DE - Expense Ratio Comparison

IMEU.AS has a 1.00% expense ratio, which is higher than SPPW.DE's 0.12% expense ratio.


Dividends

IMEU.AS vs. SPPW.DE - Dividend Comparison

IMEU.AS's dividend yield for the trailing twelve months is around 2.55%, while SPPW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IMEU.AS
iShares Core MSCI Europe UCITS ETF EUR (Dist)
2.55%2.55%2.87%2.88%2.93%2.25%2.08%3.06%3.23%2.64%2.85%2.67%
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%

Frequently Asked Questions


IMEU.AS and SPPW.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPPW.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPPW.DE is cheaper with a 0.12% expense ratio, compared with 1.00% for IMEU.AS.

IMEU.AS is categorized as Europe Equities, while SPPW.DE is Global Equities. IMEU.AS tracks MSCI Europe NR EUR, while SPPW.DE tracks MSCI World. They also come from different issuers: iShares and State Street. Their fees differ too: 1.00% for IMEU.AS and 0.12% for SPPW.DE.

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