SPYG.DE vs. SPYI.DE
SPYG.DE (SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)) and SPYI.DE (SPDR MSCI ACWI IMI UCITS ETF) are both exchange-traded funds - SPYG.DE is a Europe Equities fund tracking the S&P UK High Yield Dividend Aristocrats, while SPYI.DE is a Global Equities fund tracking the MSCI All Country World Investable Market (ACWI IMI). Both are passively managed. Over the past 10 years, SPYG.DE returned 3.61%/yr vs 12.12%/yr for SPYI.DE. A 0.63 correlation means they provide meaningful diversification when combined. SPYG.DE charges 0.30%/yr vs 0.17%/yr for SPYI.DE.
Performance
SPYG.DE vs. SPYI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYG.DE achieves a 5.85% return, which is significantly lower than SPYI.DE's 13.27% return. Over the past 10 years, SPYG.DE has underperformed SPYI.DE with an annualized return of 3.61%, while SPYI.DE has yielded a comparatively higher 12.12% annualized return.
SPYG.DE
- 1D
- 1.41%
- 1M
- 0.66%
- YTD
- 5.85%
- 6M
- 8.49%
- 1Y
- 11.94%
- 3Y*
- 11.53%
- 5Y*
- 6.76%
- 10Y*
- 3.61%
SPYI.DE
- 1D
- -0.12%
- 1M
- 3.80%
- YTD
- 13.27%
- 6M
- 13.52%
- 1Y
- 27.62%
- 3Y*
- 17.57%
- 5Y*
- 12.01%
- 10Y*
- 12.12%
SPYG.DE vs. SPYI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYG.DE SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 5.85% | 12.61% | 14.64% | 8.08% | -13.77% | 20.96% | -20.77% | 41.80% | -15.19% | -0.54% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 13.27% | 9.10% | 22.92% | 17.54% | -12.90% | 27.74% | 5.39% | 29.64% | -6.71% | 8.46% |
Correlation
The correlation between SPYG.DE and SPYI.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.63 |
The correlation between SPYG.DE and SPYI.DE has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.
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Return for Risk
SPYG.DE vs. SPYI.DE — Risk / Return Rank
SPYG.DE
SPYI.DE
SPYG.DE vs. SPYI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.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.
| SPYG.DE | SPYI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.45 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 4.32 | -2.90 |
| Martin ratioReturn relative to average drawdown | 4.53 | 17.43 | -12.90 |
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
| SPYG.DE | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.41 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.85 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.81 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.84 | -0.55 |
Drawdowns
SPYG.DE vs. SPYI.DE - Drawdown Comparison
The maximum SPYG.DE drawdown since its inception was -44.67%, which is greater than SPYI.DE's maximum drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for SPYG.DE and SPYI.DE.
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Drawdown Indicators
| SPYG.DE | SPYI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.67% | -34.60% | -10.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -6.41% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -21.66% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -21.66% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -44.67% | -34.60% | -10.07% |
Current DrawdownCurrent decline from peak | -1.89% | -0.56% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -4.34% | -7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.59% | +1.16% |
Volatility
SPYG.DE vs. SPYI.DE - Volatility Comparison
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) has a higher volatility of 4.98% compared to SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) at 3.11%. This indicates that SPYG.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
| SPYG.DE | SPYI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 3.11% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 8.21% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 11.48% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 13.90% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 15.18% | +2.76% |
SPYG.DE vs. SPYI.DE - Expense Ratio Comparison
SPYG.DE has a 0.30% expense ratio, which is higher than SPYI.DE's 0.17% expense ratio.
Dividends
SPYG.DE vs. SPYI.DE - Dividend Comparison
SPYG.DE's dividend yield for the trailing twelve months is around 3.44%, while SPYI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYG.DE SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 3.44% | 3.68% | 3.39% | 3.66% | 4.67% | 3.53% | 3.12% | 3.92% | 7.36% | 3.83% | 4.39% | 4.04% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYG.DE and SPYI.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYI.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYI.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for SPYG.DE.
SPYG.DE is categorized as Europe Equities, while SPYI.DE is Global Equities. SPYG.DE tracks S&P UK High Yield Dividend Aristocrats, while SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI). Their fees differ too: 0.30% for SPYG.DE and 0.17% for SPYI.DE.
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