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QDEV.DE vs. SPP2.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDEV.DE vs. SPP2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR (QDEV.DE) and SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE). The values are adjusted to include any dividend payments, if applicable.

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QDEV.DE vs. SPP2.DE - Yearly Performance Comparison


Different Trading Currencies

QDEV.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, QDEV.DE achieves a -6.23% return, which is significantly lower than SPP2.DE's -2.63% return.


QDEV.DE

1D
1.76%
1M
-4.46%
YTD
-6.23%
6M
-4.50%
1Y
5.67%
3Y*
5Y*
10Y*

SPP2.DE

1D
-0.47%
1M
-5.07%
YTD
-2.63%
6M
2.10%
1Y
11.92%
3Y*
14.55%
5Y*
10.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDEV.DE vs. SPP2.DE - Expense Ratio Comparison

QDEV.DE has a 0.35% expense ratio, which is lower than SPP2.DE's 0.45% expense ratio.


Return for Risk

QDEV.DE vs. SPP2.DE — Risk / Return Rank

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

QDEV.DE
QDEV.DE Risk / Return Rank: 2121
Overall Rank
QDEV.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QDEV.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
QDEV.DE Omega Ratio Rank: 1919
Omega Ratio Rank
QDEV.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
QDEV.DE Martin Ratio Rank: 2323
Martin Ratio Rank

SPP2.DE
SPP2.DE Risk / Return Rank: 6868
Overall Rank
SPP2.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPP2.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPP2.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPP2.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPP2.DE Martin Ratio Rank: 7070
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.

QDEV.DE vs. SPP2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR (QDEV.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.


QDEV.DESPP2.DEDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.73

-0.40

Sortino ratio

Return per unit of downside risk

0.58

1.05

-0.48

Omega ratio

Gain probability vs. loss probability

1.08

1.16

-0.08

Calmar ratio

Return relative to maximum drawdown

0.55

0.80

-0.25

Martin ratio

Return relative to average drawdown

1.91

3.43

-1.52

QDEV.DE vs. SPP2.DE - Sharpe Ratio Comparison

The current QDEV.DE Sharpe Ratio is 0.33, which is lower than the SPP2.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of QDEV.DE and SPP2.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


QDEV.DESPP2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.73

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.91

-0.93

Correlation

The correlation between QDEV.DE and SPP2.DE is 0.81, 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

QDEV.DE vs. SPP2.DE - Dividend Comparison

Neither QDEV.DE nor SPP2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QDEV.DE vs. SPP2.DE - Drawdown Comparison

The maximum QDEV.DE drawdown since its inception was -21.86%, roughly equal to the maximum SPP2.DE drawdown of -21.23%. Use the drawdown chart below to compare losses from any high point for QDEV.DE and SPP2.DE.


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Drawdown Indicators


QDEV.DESPP2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-22.60%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-12.08%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

Current Drawdown

Current decline from peak

-8.71%

-7.69%

-1.02%

Average Drawdown

Average peak-to-trough decline

-4.85%

-4.62%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.46%

+0.62%

Volatility

QDEV.DE vs. SPP2.DE - Volatility Comparison

The current volatility for SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR (QDEV.DE) is 4.02%, while SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) has a volatility of 5.00%. This indicates that QDEV.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


QDEV.DESPP2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

5.00%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

8.97%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

16.25%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

14.56%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

14.56%

+2.22%