SPP1.DE vs. XG12.DE
SPP1.DE (State Street SPDR MSCI All Country World EUR Hdg UCITS ETF (Acc)) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - SPP1.DE tracks the MSCI ACWI with Developed Markets 100% Hedged to EUR Index while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, SPP1.DE returned 18.01%/yr vs 10.96%/yr for XG12.DE. A 0.75 correlation means they provide meaningful diversification when combined. SPP1.DE charges 0.17%/yr vs 0.35%/yr for XG12.DE.
Performance
SPP1.DE vs. XG12.DE - Performance Comparison
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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 XG12.DE's 35.42% 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*
- —
XG12.DE
- 1D
- 0.00%
- 1M
- -3.60%
- 6M
- 33.95%
- YTD
- 35.42%
- 1Y
- 45.69%
- 3Y*
- 10.96%
- 5Y*
- —
- 10Y*
- —
SPP1.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPP1.DE State Street SPDR MSCI All Country World EUR Hdg UCITS ETF (Acc) | 11.13% | 17.43% | 19.40% | 19.48% | -2.78% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 35.42% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between SPP1.DE and XG12.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.75 |
The correlation between SPP1.DE and XG12.DE has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.
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Return for Risk
SPP1.DE vs. XG12.DE — Risk / Return Rank
SPP1.DE
XG12.DE
SPP1.DE vs. XG12.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 Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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.DE | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.38 | +0.40 |
| Martin ratioReturn relative to average drawdown | 11.61 | 5.06 | +6.55 |
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Drawdowns
SPP1.DE vs. XG12.DE - Drawdown Comparison
The maximum SPP1.DE drawdown since its inception was -32.51%, roughly equal to the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for SPP1.DE and XG12.DE.
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Drawdown Indicators
| SPP1.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.51% | -32.01% | -0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -19.16% | +10.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.70% | -24.98% | +7.28% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -4.84% | +4.47% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -14.74% | +9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 9.03% | -7.06% |
Volatility
SPP1.DE vs. XG12.DE - Volatility Comparison
The current volatility for State Street SPDR MSCI All Country World EUR Hdg UCITS ETF (Acc) (SPP1.DE) is 3.99%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.78%. This indicates that SPP1.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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.DE | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 6.78% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 14.09% | -4.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 27.89% | -15.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.63% | 21.10% | -6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 21.10% | -4.44% |
SPP1.DE vs. XG12.DE - Expense Ratio Comparison
SPP1.DE has a 0.17% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
SPP1.DE vs. XG12.DE - Dividend Comparison
Neither SPP1.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
SPP1.DE and XG12.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPP1.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPP1.DE is cheaper with a 0.17% expense ratio, compared with 0.35% for XG12.DE.
SPP1.DE tracks MSCI ACWI with Developed Markets 100% Hedged to EUR Index, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.17% for SPP1.DE and 0.35% for XG12.DE.
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