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SPP1.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPP1.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI All Country World EUR Hdg UCITS ETF (Acc) (SPP1.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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, SPP1.DE achieves a 11.13% return, which is significantly lower than WEBG.DE's 13.52% return.


SPP1.DE

1D
0.60%
1M
0.08%
6M
11.32%
YTD
11.13%
1Y
22.91%
3Y*
18.01%
5Y*
10.21%
10Y*

WEBG.DE

1D
0.00%
1M
0.41%
6M
13.58%
YTD
13.52%
1Y
25.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPP1.DE vs. WEBG.DE - Yearly Performance Comparison


Correlation

The correlation between SPP1.DE and WEBG.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2024

0.88

The correlation between SPP1.DE and WEBG.DE has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

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Return for Risk

SPP1.DE vs. WEBG.DE — Risk / Return Rank

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

SPP1.DE
SPP1.DE Risk / Return Rank: 7373
Overall Rank
SPP1.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPP1.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPP1.DE Omega Ratio Rank: 7373
Omega Ratio Rank
SPP1.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
SPP1.DE Martin Ratio Rank: 7676
Martin Ratio Rank

WEBG.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SPP1.DE vs. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI All Country World EUR Hdg UCITS ETF (Acc) (SPP1.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.

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.


SPP1.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

2.78

1.65

+1.13

Martin ratioReturn relative to average drawdown

11.61

2.93

+8.68

SPP1.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current SPP1.DE Sharpe Ratio is 1.87, which is higher than the WEBG.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SPP1.DE and WEBG.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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Drawdowns

SPP1.DE vs. WEBG.DE - Drawdown Comparison

The maximum SPP1.DE drawdown since its inception was -32.51%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for SPP1.DE and WEBG.DE.


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Drawdown Indicators


SPP1.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.51%

-21.31%

-11.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-15.74%

+7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-17.70%

Max Drawdown (5Y)

Largest decline over 5 years

-22.77%

Current Drawdown

Current decline from peak

-0.37%

-1.30%

+0.93%

Average Drawdown

Average peak-to-trough decline

-5.39%

-5.93%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

8.88%

-6.91%

Volatility

SPP1.DE vs. WEBG.DE - Volatility Comparison

State Street SPDR MSCI All Country World EUR Hdg UCITS ETF (Acc) (SPP1.DE) has a higher volatility of 3.99% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.76%. This indicates that SPP1.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPP1.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

3.76%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

8.89%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

24.40%

-12.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

20.64%

-6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

20.64%

-3.98%

SPP1.DE vs. WEBG.DE - Expense Ratio Comparison

SPP1.DE has a 0.17% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPP1.DE vs. WEBG.DE - Dividend Comparison

Neither SPP1.DE nor WEBG.DE has paid dividends to shareholders.


Frequently Asked Questions


SPP1.DE and WEBG.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.17% for SPP1.DE.

SPP1.DE tracks MSCI ACWI with Developed Markets 100% Hedged to EUR Index, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.17% for SPP1.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

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