PortfoliosLab logoPortfoliosLab logo
SPY2.DE vs. SPPW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPY2.DE vs. SPPW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and SPDR MSCI World UCITS ETF (SPPW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPY2.DE vs. SPPW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
3.17%-2.42%5.09%7.66%-20.98%41.62%-18.78%-1.52%
SPPW.DE
SPDR MSCI World UCITS ETF
-1.31%8.03%26.09%20.25%-13.28%32.66%5.27%7.13%

Returns By Period

In the year-to-date period, SPY2.DE achieves a 3.17% return, which is significantly higher than SPPW.DE's -1.31% return.


SPY2.DE

1D
0.55%
1M
-5.81%
YTD
3.17%
6M
3.11%
1Y
0.95%
3Y*
4.91%
5Y*
2.51%
10Y*

SPPW.DE

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


SPY2.DE vs. SPPW.DE - Expense Ratio Comparison

SPY2.DE has a 0.40% expense ratio, which is higher than SPPW.DE's 0.12% expense ratio.


Return for Risk

SPY2.DE vs. SPPW.DE — Risk / Return Rank

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

SPY2.DE
SPY2.DE Risk / Return Rank: 1313
Overall Rank
SPY2.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPY2.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPY2.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SPY2.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPY2.DE Martin Ratio Rank: 1414
Martin Ratio Rank

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
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.

SPY2.DE vs. SPPW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and SPDR MSCI World UCITS ETF (SPPW.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.


SPY2.DESPPW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.76

-0.70

Sortino ratio

Return per unit of downside risk

0.18

1.10

-0.92

Omega ratio

Gain probability vs. loss probability

1.03

1.17

-0.14

Calmar ratio

Return relative to maximum drawdown

0.11

1.42

-1.30

Martin ratio

Return relative to average drawdown

0.40

6.29

-5.89

SPY2.DE vs. SPPW.DE - Sharpe Ratio Comparison

The current SPY2.DE Sharpe Ratio is 0.06, which is lower than the SPPW.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SPY2.DE and SPPW.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


SPY2.DESPPW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.76

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.77

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.76

-0.75

Correlation

The correlation between SPY2.DE and SPPW.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPY2.DE vs. SPPW.DE - Dividend Comparison

Neither SPY2.DE nor SPPW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPY2.DE vs. SPPW.DE - Drawdown Comparison

The maximum SPY2.DE drawdown since its inception was -42.59%, which is greater than SPPW.DE's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for SPY2.DE and SPPW.DE.


Loading graphics...

Drawdown Indicators


SPY2.DESPPW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-33.69%

-8.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-13.19%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-30.72%

-21.62%

-9.10%

Current Drawdown

Current decline from peak

-12.13%

-3.99%

-8.14%

Average Drawdown

Average peak-to-trough decline

-15.71%

-4.52%

-11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.97%

+1.01%

Volatility

SPY2.DE vs. SPPW.DE - Volatility Comparison

SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) has a higher volatility of 4.77% compared to SPDR MSCI World UCITS ETF (SPPW.DE) at 4.38%. This indicates that SPY2.DE's price experiences larger fluctuations and is considered to be riskier than SPPW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPY2.DESPPW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.38%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

8.39%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

16.07%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

14.09%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

16.19%

+3.90%