SPYE.DE vs. SPYI.DE
Compare and contrast key facts about SPDR MSCI Europe UCITS ETF (SPYE.DE) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE).
SPYE.DE and SPYI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYE.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe. It was launched on Dec 5, 2014. SPYI.DE is a passively managed fund by State Street that tracks the performance of the MSCI All Country World Investable Market (ACWI IMI). It was launched on May 13, 2011. Both SPYE.DE and SPYI.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPYE.DE vs. SPYI.DE - Performance Comparison
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SPYE.DE vs. SPYI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYE.DE SPDR MSCI Europe UCITS ETF | 1.43% | 20.32% | 8.24% | 15.50% | -9.42% | 25.11% | -3.25% | 27.31% | -10.83% | 10.49% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | -0.12% | 9.10% | 22.92% | 17.54% | -12.90% | 27.74% | 5.39% | 29.64% | -6.71% | 8.46% |
Returns By Period
In the year-to-date period, SPYE.DE achieves a 1.43% return, which is significantly higher than SPYI.DE's -0.12% return. Over the past 10 years, SPYE.DE has underperformed SPYI.DE with an annualized return of 8.92%, while SPYI.DE has yielded a comparatively higher 11.12% annualized return.
SPYE.DE
- 1D
- 2.44%
- 1M
- -3.91%
- YTD
- 1.43%
- 6M
- 6.64%
- 1Y
- 13.39%
- 3Y*
- 12.05%
- 5Y*
- 9.81%
- 10Y*
- 8.92%
SPYI.DE
- 1D
- -0.17%
- 1M
- -2.04%
- YTD
- -0.12%
- 6M
- 3.19%
- 1Y
- 14.39%
- 3Y*
- 14.35%
- 5Y*
- 9.62%
- 10Y*
- 11.12%
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SPYE.DE vs. SPYI.DE - Expense Ratio Comparison
SPYE.DE has a 0.25% expense ratio, which is higher than SPYI.DE's 0.17% 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%.
Return for Risk
SPYE.DE vs. SPYI.DE — Risk / Return Rank
SPYE.DE
SPYI.DE
SPYE.DE vs. SPYI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe UCITS ETF (SPYE.DE) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.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.
| SPYE.DE | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.89 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.27 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.16 | -1.80 |
Martin ratioReturn relative to average drawdown | 5.20 | 12.25 | -7.05 |
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
| SPYE.DE | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.89 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.69 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.74 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.78 | -0.28 |
Correlation
The correlation between SPYE.DE and SPYI.DE is 0.76, 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
SPYE.DE vs. SPYI.DE - Dividend Comparison
Neither SPYE.DE nor SPYI.DE has paid dividends to shareholders.
Drawdowns
SPYE.DE vs. SPYI.DE - Drawdown Comparison
The maximum SPYE.DE drawdown since its inception was -35.54%, roughly equal to the maximum SPYI.DE drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for SPYE.DE and SPYI.DE.
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Drawdown Indicators
| SPYE.DE | SPYI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -34.60% | -0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.64% | -9.15% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.53% | -21.66% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | -34.60% | -0.94% |
Current DrawdownCurrent decline from peak | -5.45% | -4.06% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.39% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 1.66% | +0.99% |
Volatility
SPYE.DE vs. SPYI.DE - Volatility Comparison
SPDR MSCI Europe UCITS ETF (SPYE.DE) has a higher volatility of 5.70% compared to SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) at 4.49%. This indicates that SPYE.DE's price experiences larger fluctuations and is considered to be riskier than SPYI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYE.DE | SPYI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 4.49% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 8.55% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.11% | 16.05% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 13.86% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 15.24% | +0.44% |