SPP2.DE vs. AVWC.DE
Compare and contrast key facts about SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) and Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE).
SPP2.DE and AVWC.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. AVWC.DE is an actively managed fund by Avantis. It was launched on Sep 25, 2024.
Performance
SPP2.DE vs. AVWC.DE - Performance Comparison
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SPP2.DE vs. AVWC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPP2.DE SPDR MSCI ACWI UCITS ETF USD Hedged Acc | -1.46% | 21.21% | 2.18% |
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 1.45% | 23.14% | 0.10% |
Different Trading Currencies
SPP2.DE is traded in USD, while AVWC.DE is traded in EUR. To make them comparable, the AVWC.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 lower than AVWC.DE's 1.45% 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*
- —
AVWC.DE
- 1D
- 2.50%
- 1M
- -3.86%
- YTD
- 1.45%
- 6M
- 6.01%
- 1Y
- 25.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SPP2.DE vs. AVWC.DE - Expense Ratio Comparison
SPP2.DE has a 0.45% expense ratio, which is higher than AVWC.DE's 0.22% expense ratio.
Return for Risk
SPP2.DE vs. AVWC.DE — Risk / Return Rank
SPP2.DE
AVWC.DE
SPP2.DE vs. AVWC.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 Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.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 | AVWC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.57 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.94 | 2.16 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.54 | -0.17 |
Martin ratioReturn relative to average drawdown | 10.18 | 11.59 | -1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPP2.DE | AVWC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.57 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.07 | -0.17 |
Correlation
The correlation between SPP2.DE and AVWC.DE is 0.88, 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. AVWC.DE - Dividend Comparison
Neither SPP2.DE nor AVWC.DE has paid dividends to shareholders.
Drawdowns
SPP2.DE vs. AVWC.DE - Drawdown Comparison
The maximum SPP2.DE drawdown since its inception was -22.60%, which is greater than AVWC.DE's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for SPP2.DE and AVWC.DE.
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Drawdown Indicators
| SPP2.DE | AVWC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.60% | -21.65% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.08% | -13.82% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | — | — |
Current DrawdownCurrent decline from peak | -5.10% | -3.29% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -3.64% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 1.89% | +0.19% |
Volatility
SPP2.DE vs. AVWC.DE - Volatility Comparison
SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) has a higher volatility of 5.51% compared to Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) at 4.87%. This indicates that SPP2.DE's price experiences larger fluctuations and is considered to be riskier than AVWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPP2.DE | AVWC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 4.87% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 9.00% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 16.46% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.76% | 15.08% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 15.08% | -0.31% |