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NZAC vs. SPYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NZAC vs. SPYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NZAC achieves a 6.77% return, which is significantly lower than SPYX's 8.26% return. Over the past 10 years, NZAC has underperformed SPYX with an annualized return of 12.28%, while SPYX has yielded a comparatively higher 15.50% annualized return.


NZAC

1D
0.27%
1M
-0.64%
YTD
6.77%
6M
7.70%
1Y
22.02%
3Y*
17.54%
5Y*
9.39%
10Y*
12.28%

SPYX

1D
0.53%
1M
-0.85%
YTD
8.26%
6M
8.62%
1Y
24.90%
3Y*
20.78%
5Y*
12.96%
10Y*
15.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NZAC vs. SPYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
6.77%20.55%16.67%23.22%-19.77%18.35%17.21%28.24%-9.80%22.93%
SPYX
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
8.26%17.87%25.46%26.38%-19.59%28.06%19.87%31.62%-4.26%23.25%

Correlation

The correlation between NZAC and SPYX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.92

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

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2015

0.87

The correlation between NZAC and SPYX has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

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Return for Risk

NZAC vs. SPYX — Risk / Return Rank

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

NZAC
NZAC Risk / Return Rank: 5050
Overall Rank
NZAC Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NZAC Sortino Ratio Rank: 4949
Sortino Ratio Rank
NZAC Omega Ratio Rank: 4848
Omega Ratio Rank
NZAC Calmar Ratio Rank: 4646
Calmar Ratio Rank
NZAC Martin Ratio Rank: 5656
Martin Ratio Rank

SPYX
SPYX Risk / Return Rank: 6363
Overall Rank
SPYX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SPYX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPYX Omega Ratio Rank: 6666
Omega Ratio Rank
SPYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
SPYX Martin Ratio Rank: 6767
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.

NZAC vs. SPYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NZACSPYXDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.04

2.40

-0.36

Martin ratioReturn relative to average drawdown

8.62

10.78

-2.16

NZAC vs. SPYX - Sharpe Ratio Comparison

The current NZAC Sharpe Ratio is 1.52, which is comparable to the SPYX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of NZAC and SPYX, 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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Drawdowns

NZAC vs. SPYX - Drawdown Comparison

The maximum NZAC drawdown since its inception was -33.72%, roughly equal to the maximum SPYX drawdown of -32.84%. Use the drawdown chart below to compare losses from any high point for NZAC and SPYX.


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Drawdown Indicators


NZACSPYXDifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-32.84%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-9.84%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

-18.74%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-26.14%

-2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

-32.84%

-0.88%

Current Drawdown

Current decline from peak

-2.70%

-2.38%

-0.32%

Average Drawdown

Average peak-to-trough decline

-5.32%

-4.53%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.19%

+0.20%

Volatility

NZAC vs. SPYX - Volatility Comparison

SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) has a higher volatility of 5.07% compared to State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) at 4.52%. This indicates that NZAC's price experiences larger fluctuations and is considered to be riskier than SPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NZACSPYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.52%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

9.92%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

12.61%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

17.12%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

18.04%

-0.87%

NZAC vs. SPYX - Expense Ratio Comparison

NZAC has a 0.12% expense ratio, which is lower than SPYX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

NZAC vs. SPYX - Dividend Comparison

NZAC's dividend yield for the trailing twelve months is around 2.08%, more than SPYX's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
2.08%1.90%1.88%1.65%1.81%1.62%1.59%2.17%2.53%2.20%2.00%2.40%
SPYX
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
0.86%0.91%1.05%1.21%1.41%1.04%1.33%1.56%1.92%1.68%1.91%0.16%

Frequently Asked Questions


With a correlation of 0.96, NZAC and SPYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

NZAC has higher volatility (5.07%) compared to SPYX (4.52%). In terms of maximum drawdown, NZAC dropped -33.72% vs SPYX's -32.84%.

On 10-year performance, SPYX leads with 15.50% vs 12.28% for NZAC. On fees, NZAC is cheaper at 0.12% per year. On volatility, SPYX has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPYX has performed better with a 15.50% return vs 12.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NZAC is cheaper with a 0.12% expense ratio, compared with 0.20% for SPYX.

NZAC has the higher dividend yield at 2.08%, compared with 0.86% for SPYX.

NZAC is categorized as Global Equities, while SPYX is S&P 500. NZAC tracks MSCI ACWI Climate Paris Aligned Index, while SPYX tracks S&P 500 Fossil Fuel Reserves Free Index. Their fees differ too: 0.12% for NZAC and 0.20% for SPYX.

SPYX currently has the higher Sharpe Ratio (1.87 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NZAC and SPYX

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