PortfoliosLab logoPortfoliosLab logo
SPPW.DE vs. XDWD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPPW.DE vs. XDWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World UCITS ETF (SPPW.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPPW.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPPW.DE
SPDR MSCI World UCITS ETF
-1.31%8.03%26.09%20.25%-13.28%32.66%5.27%17.24%
XDWD.DE
Xtrackers MSCI World UCITS ETF 1C
-1.28%7.85%25.98%20.18%-13.67%32.74%5.48%16.94%

Returns By Period

The year-to-date returns for both investments are quite close, with SPPW.DE having a -1.31% return and XDWD.DE slightly higher at -1.28%.


SPPW.DE

1D
2.04%
1M
-3.14%
YTD
-1.31%
6M
2.21%
1Y
12.27%
3Y*
15.21%
5Y*
10.94%
10Y*

XDWD.DE

1D
2.06%
1M
-3.15%
YTD
-1.28%
6M
2.14%
1Y
12.13%
3Y*
15.11%
5Y*
10.83%
10Y*
11.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SPPW.DE vs. XDWD.DE - Expense Ratio Comparison

SPPW.DE has a 0.12% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SPPW.DE vs. XDWD.DE — 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: 4646
Overall Rank
SPPW.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPPW.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SPPW.DE Omega Ratio Rank: 4040
Omega Ratio Rank
SPPW.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPPW.DE Martin Ratio Rank: 6161
Martin Ratio Rank

XDWD.DE
XDWD.DE Risk / Return Rank: 4545
Overall Rank
XDWD.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 6060
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. XDWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SPPW.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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.


SPPW.DEXDWD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.75

+0.01

Sortino ratio

Return per unit of downside risk

1.10

1.09

+0.01

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.42

1.40

+0.01

Martin ratio

Return relative to average drawdown

6.29

6.20

+0.10

SPPW.DE vs. XDWD.DE - Sharpe Ratio Comparison

The current SPPW.DE Sharpe Ratio is 0.76, which is comparable to the XDWD.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of SPPW.DE and XDWD.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.


Loading graphics...

Sharpe Ratios by Period


SPPW.DEXDWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.75

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.76

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.72

+0.04

Correlation

The correlation between SPPW.DE and XDWD.DE is 1.00, 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

SPPW.DE vs. XDWD.DE - Dividend Comparison

Neither SPPW.DE nor XDWD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPPW.DE vs. XDWD.DE - Drawdown Comparison

The maximum SPPW.DE drawdown since its inception was -33.69%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for SPPW.DE and XDWD.DE.


Loading graphics...

Drawdown Indicators


SPPW.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-33.55%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-13.22%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-21.64%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.55%

Current Drawdown

Current decline from peak

-3.99%

-4.04%

+0.05%

Average Drawdown

Average peak-to-trough decline

-4.52%

-4.61%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.99%

-0.02%

Volatility

SPPW.DE vs. XDWD.DE - Volatility Comparison

SPDR MSCI World UCITS ETF (SPPW.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) have volatilities of 4.38% and 4.42%, 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.


Loading graphics...

Volatility by Period


SPPW.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.42%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

8.40%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

16.05%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

14.14%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

15.20%

+0.99%