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SPPW.DE vs. AGGU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPW.DE vs. AGGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World UCITS ETF (SPPW.DE) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPPW.DE achieves a 10.85% return, which is significantly higher than AGGU.L's 2.02% return.


SPPW.DE

1D
-0.31%
1M
3.69%
YTD
10.85%
6M
11.19%
1Y
23.42%
3Y*
17.79%
5Y*
13.03%
10Y*

AGGU.L

1D
-0.12%
1M
2.01%
YTD
2.02%
6M
1.59%
1Y
2.11%
3Y*
1.75%
5Y*
1.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPW.DE vs. AGGU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPPW.DE
SPDR MSCI World UCITS ETF
10.85%8.03%26.09%20.25%-13.28%32.66%5.27%17.24%
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
2.02%-7.74%10.38%3.45%-6.05%5.54%-3.51%8.50%

Correlation

The correlation between SPPW.DE and AGGU.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2019

0.10

The correlation between SPPW.DE and AGGU.L shifts across timeframes, from 0.10 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPPW.DE vs. AGGU.L — Risk / Return Rank

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

SPPW.DE
SPPW.DE Risk / Return Rank: 7070
Overall Rank
SPPW.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SPPW.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPPW.DE Omega Ratio Rank: 6969
Omega Ratio Rank
SPPW.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPPW.DE Martin Ratio Rank: 7777
Martin Ratio Rank

AGGU.L
AGGU.L Risk / Return Rank: 3232
Overall Rank
AGGU.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AGGU.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
AGGU.L Omega Ratio Rank: 3131
Omega Ratio Rank
AGGU.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
AGGU.L Martin Ratio Rank: 3333
Martin Ratio Rank
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.

SPPW.DE vs. AGGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SPPW.DE) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L). 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.


SPPW.DEAGGU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.40

1.06

+0.34

Calmar ratioReturn relative to maximum drawdown

3.66

0.47

+3.19

Martin ratioReturn relative to average drawdown

14.69

1.26

+13.43

SPPW.DE vs. AGGU.L - Sharpe Ratio Comparison

The current SPPW.DE Sharpe Ratio is 2.16, which is higher than the AGGU.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SPPW.DE and AGGU.L, 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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Sharpe Ratios by Period


SPPW.DEAGGU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

0.33

+1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.19

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.25

+0.61

Drawdowns

SPPW.DE vs. AGGU.L - Drawdown Comparison

The maximum SPPW.DE drawdown since its inception was -33.69%, which is greater than AGGU.L's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for SPPW.DE and AGGU.L.


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Drawdown Indicators


SPPW.DEAGGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-12.82%

-20.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-4.49%

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-21.62%

-11.12%

-10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-12.40%

-9.22%

Current Drawdown

Current decline from peak

-0.31%

-6.84%

+6.53%

Average Drawdown

Average peak-to-trough decline

-4.43%

-5.49%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.68%

-0.05%

Volatility

SPPW.DE vs. AGGU.L - Volatility Comparison

SPDR MSCI World UCITS ETF (SPPW.DE) has a higher volatility of 2.70% compared to iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) at 1.37%. This indicates that SPPW.DE's price experiences larger fluctuations and is considered to be riskier than AGGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPW.DEAGGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

1.37%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

4.63%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

6.31%

+4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

8.25%

+5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

8.00%

+8.08%

SPPW.DE vs. AGGU.L - Expense Ratio Comparison

SPPW.DE has a 0.12% expense ratio, which is higher than AGGU.L's 0.10% 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

SPPW.DE vs. AGGU.L - Dividend Comparison

Neither SPPW.DE nor AGGU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPW.DE and AGGU.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGGU.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGGU.L is cheaper with a 0.10% expense ratio, compared with 0.12% for SPPW.DE.

SPPW.DE is categorized as Global Equities, while AGGU.L is Global Bonds. SPPW.DE tracks MSCI World, while AGGU.L tracks Bloomberg Global Aggregate Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for SPPW.DE and 0.10% for AGGU.L.

Portfolio Optimizer

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