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SPP2.DE vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPP2.DE and SPYL.DE is 0.90, 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.


-0.50.00.51.00.9

Performance

SPP2.DE vs. SPYL.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 SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
8.35%
8.80%
SPP2.DE
SPYL.DE

Key characteristics

Sharpe Ratio

SPP2.DE:

1.89

SPYL.DE:

2.21

Sortino Ratio

SPP2.DE:

2.57

SPYL.DE:

3.06

Omega Ratio

SPP2.DE:

1.35

SPYL.DE:

1.44

Calmar Ratio

SPP2.DE:

2.59

SPYL.DE:

3.38

Martin Ratio

SPP2.DE:

11.47

SPYL.DE:

14.72

Ulcer Index

SPP2.DE:

1.87%

SPYL.DE:

1.89%

Daily Std Dev

SPP2.DE:

11.39%

SPYL.DE:

12.63%

Max Drawdown

SPP2.DE:

-19.52%

SPYL.DE:

-8.25%

Current Drawdown

SPP2.DE:

-0.21%

SPYL.DE:

-0.31%

Returns By Period

The year-to-date returns for both stocks are quite close, with SPP2.DE having a 3.64% return and SPYL.DE slightly lower at 3.51%.


SPP2.DE

YTD

3.64%

1M

1.36%

6M

8.35%

1Y

20.55%

5Y*

N/A

10Y*

N/A

SPYL.DE

YTD

3.51%

1M

1.22%

6M

16.69%

1Y

28.93%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

SPP2.DE has a 0.45% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.


SPP2.DE
SPDR MSCI ACWI UCITS ETF USD Hedged Acc
Expense ratio chart for SPP2.DE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SPP2.DE vs. SPYL.DE — Risk-Adjusted Performance Rank

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

SPP2.DE
The Risk-Adjusted Performance Rank of SPP2.DE is 7878
Overall Rank
The Sharpe Ratio Rank of SPP2.DE is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SPP2.DE is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SPP2.DE is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SPP2.DE is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SPP2.DE is 8181
Martin Ratio Rank

SPYL.DE
The Risk-Adjusted Performance Rank of SPYL.DE is 8888
Overall Rank
The Sharpe Ratio Rank of SPYL.DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYL.DE is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SPYL.DE is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SPYL.DE is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SPYL.DE is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPP2.DE vs. SPYL.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.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.


Sharpe ratio
The chart of Sharpe ratio for SPP2.DE, currently valued at 1.89, compared to the broader market0.002.004.001.892.01
The chart of Sortino ratio for SPP2.DE, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.0012.002.572.78
The chart of Omega ratio for SPP2.DE, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.37
The chart of Calmar ratio for SPP2.DE, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.593.04
The chart of Martin ratio for SPP2.DE, currently valued at 11.47, compared to the broader market0.0020.0040.0060.0080.00100.0011.4712.22
SPP2.DE
SPYL.DE

The current SPP2.DE Sharpe Ratio is 1.89, which is comparable to the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SPP2.DE and SPYL.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.


Rolling 12-month Sharpe Ratio1.601.802.002.202.402.602.803.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
1.89
2.01
SPP2.DE
SPYL.DE

Dividends

SPP2.DE vs. SPYL.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPP2.DE vs. SPYL.DE - Drawdown Comparison

The maximum SPP2.DE drawdown since its inception was -19.52%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for SPP2.DE and SPYL.DE. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.21%
-0.54%
SPP2.DE
SPYL.DE

Volatility

SPP2.DE vs. SPYL.DE - Volatility Comparison

SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) have volatilities of 3.51% and 3.69%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.51%
3.69%
SPP2.DE
SPYL.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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