SPP2.DE vs. 2B7J.DE

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) and iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE).

SPP2.DE and 2B7J.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPP2.DE is a passively managed fund by State Street that tracks the performance of the MSCI ACWI (USD Hedged). It was launched on Oct 21, 2020. 2B7J.DE is a passively managed fund by iShares that tracks the performance of the MSCI World SRI Select Reduced Fossil Fuels. It was launched on Oct 12, 2017. Both SPP2.DE and 2B7J.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SPP2.DE vs. 2B7J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) and iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE). The values are adjusted to include any dividend payments, if applicable.

SPP2.DE vs. 2B7J.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SPP2.DE SPDR MSCI ACWI UCITS ETF USD Hedged Acc	-1.46%	21.21%	20.40%	22.86%	-16.46%	21.23%	11.03%
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist)	-2.47%	16.16%	10.75%	24.76%	-21.44%	25.75%	10.89%

Different Trading Currencies

SPP2.DE is traded in USD, while 2B7J.DE is traded in EUR. To make them comparable, the 2B7J.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPP2.DE achieves a -1.46% return, which is significantly higher than 2B7J.DE's -2.47% return.

SPP2.DE

• 1D: 2.81%
• 1M: -3.76%
• YTD: -1.46%
• 6M: 2.68%
• 1Y: 21.59%
• 3Y*: 18.11%
• 5Y*: 10.86%
• 10Y*: —

2B7J.DE

• 1D: 2.82%
• 1M: -4.61%
• YTD: -2.47%
• 6M: -0.09%
• 1Y: 16.72%
• 3Y*: 12.95%
• 5Y*: 8.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPP2.DE vs. 2B7J.DE - Expense Ratio Comparison

SPP2.DE has a 0.45% expense ratio, which is higher than 2B7J.DE's 0.20% expense ratio.

SPP2.DE

SPDR MSCI ACWI UCITS ETF USD Hedged Acc

2B7J.DE

iShares MSCI World SRI UCITS ETF USD (Dist)

Return for Risk

SPP2.DE vs. 2B7J.DE — Risk / Return Rank

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

SPP2.DE

SPP2.DE Risk / Return Rank: 75
SPP2.DE Sharpe Ratio Rank: 73
SPP2.DE Sortino Ratio Rank: 72
SPP2.DE Omega Ratio Rank: 73
SPP2.DE Calmar Ratio Rank: 76
SPP2.DE Martin Ratio Rank: 81

2B7J.DE

2B7J.DE Risk / Return Rank: 31
2B7J.DE Sharpe Ratio Rank: 27
2B7J.DE Sortino Ratio Rank: 26
2B7J.DE Omega Ratio Rank: 27
2B7J.DE Calmar Ratio Rank: 36
2B7J.DE Martin Ratio Rank: 37

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.

SPP2.DE vs. 2B7J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) and iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.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.

	SPP2.DE	2B7J.DE	Difference
Sharpe ratio Return per unit of total volatility	1.39	0.99	+0.40
Sortino ratio Return per unit of downside risk	1.94	1.46	+0.47
Omega ratio Gain probability vs. loss probability	1.29	1.20	+0.08
Calmar ratio Return relative to maximum drawdown	2.37	1.70	+0.67
Martin ratio Return relative to average drawdown	10.18	6.44	+3.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPP2.DE vs. 2B7J.DE - Sharpe Ratio Comparison

The current SPP2.DE Sharpe Ratio is 1.39, which is higher than the 2B7J.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SPP2.DE and 2B7J.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.

Sharpe Ratios by Period

	SPP2.DE	2B7J.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	0.99	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.50	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.67	+0.24

Correlation

The correlation between SPP2.DE and 2B7J.DE is 0.92, 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

SPP2.DE vs. 2B7J.DE - Dividend Comparison

SPP2.DE has not paid dividends to shareholders, while 2B7J.DE's dividend yield for the trailing twelve months is around 1.26%.

	TTM	2025	2024	2023	2022	2021	2020	2019
SPP2.DE SPDR MSCI ACWI UCITS ETF USD Hedged Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist)	1.26%	1.23%	1.37%	1.55%	1.74%	1.15%	1.28%	1.68%

Drawdowns

SPP2.DE vs. 2B7J.DE - Drawdown Comparison

The maximum SPP2.DE drawdown since its inception was -22.60%, smaller than the maximum 2B7J.DE drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for SPP2.DE and 2B7J.DE.

Drawdown Indicators

	SPP2.DE	2B7J.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.60%	-32.11%	+9.51%
Max Drawdown (1Y) Largest decline over 1 year	-12.08%	-12.42%	+0.34%
Max Drawdown (5Y) Largest decline over 5 years	-22.60%	-21.26%	-1.34%
Current Drawdown Current decline from peak	-5.10%	-4.97%	-0.13%
Average Drawdown Average peak-to-trough decline	-4.62%	-5.26%	+0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	2.36%	-0.28%

Volatility

SPP2.DE vs. 2B7J.DE - Volatility Comparison

SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) and iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) have volatilities of 5.51% and 5.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPP2.DE	2B7J.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.51%	5.55%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	9.08%	9.63%	-0.55%
Volatility (1Y) Calculated over the trailing 1-year period	15.52%	16.81%	-1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.76%	16.06%	-1.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.77%	17.49%	-2.72%