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SPYI.DE vs. IQQI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYI.DE vs. IQQI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) and iShares Global Infrastructure UCITS ETF (IQQI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYI.DE achieves a 13.23% return, which is significantly lower than IQQI.DE's 15.82% return. Over the past 10 years, SPYI.DE has outperformed IQQI.DE with an annualized return of 12.37%, while IQQI.DE has yielded a comparatively lower 7.22% annualized return.


SPYI.DE

1D
-0.35%
1M
1.07%
YTD
13.23%
6M
13.80%
1Y
27.97%
3Y*
17.87%
5Y*
11.46%
10Y*
12.37%

IQQI.DE

1D
0.81%
1M
2.14%
YTD
15.82%
6M
16.83%
1Y
21.10%
3Y*
10.75%
5Y*
7.73%
10Y*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYI.DE vs. IQQI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYI.DE
SPDR MSCI ACWI IMI UCITS ETF
13.23%9.07%22.98%17.54%-12.93%27.77%5.37%29.81%-6.73%8.25%
IQQI.DE
iShares Global Infrastructure UCITS ETF
15.82%0.56%14.53%-3.18%-0.38%26.94%-10.82%27.73%2.23%0.70%

Correlation

The correlation between SPYI.DE and IQQI.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.36

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

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.63

Over the past year, the correlation between SPYI.DE and IQQI.DE has dropped to 0.18 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

SPYI.DE vs. IQQI.DE — Risk / Return Rank

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

SPYI.DE
SPYI.DE Risk / Return Rank: 8686
Overall Rank
SPYI.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SPYI.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
SPYI.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SPYI.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYI.DE Martin Ratio Rank: 8989
Martin Ratio Rank

IQQI.DE
IQQI.DE Risk / Return Rank: 7272
Overall Rank
IQQI.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IQQI.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
IQQI.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IQQI.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
IQQI.DE Martin Ratio Rank: 6969
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.

SPYI.DE vs. IQQI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) and iShares Global Infrastructure UCITS ETF (IQQI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPYI.DEIQQI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.44

1.34

+0.11

Calmar ratioReturn relative to maximum drawdown

4.32

4.37

-0.05

Martin ratioReturn relative to average drawdown

17.14

10.94

+6.20

SPYI.DE vs. IQQI.DE - Sharpe Ratio Comparison

The current SPYI.DE Sharpe Ratio is 2.37, which is comparable to the IQQI.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of SPYI.DE and IQQI.DE, 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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Drawdowns

SPYI.DE vs. IQQI.DE - Drawdown Comparison

The maximum SPYI.DE drawdown since its inception was -41.58%, roughly equal to the maximum IQQI.DE drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for SPYI.DE and IQQI.DE.


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Drawdown Indicators


SPYI.DEIQQI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-42.24%

+0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-4.81%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-14.75%

-6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-24.82%

+3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-34.49%

-34.16%

-0.33%

Current Drawdown

Current decline from peak

-1.40%

0.00%

-1.40%

Average Drawdown

Average peak-to-trough decline

-8.41%

-11.11%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.92%

-0.29%

Volatility

SPYI.DE vs. IQQI.DE - Volatility Comparison

The current volatility for SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) is 3.42%, while iShares Global Infrastructure UCITS ETF (IQQI.DE) has a volatility of 4.28%. This indicates that SPYI.DE experiences smaller price fluctuations and is considered to be less risky than IQQI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYI.DEIQQI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

4.28%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

8.92%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

10.79%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

12.77%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

14.25%

+1.68%

SPYI.DE vs. IQQI.DE - Expense Ratio Comparison

SPYI.DE has a 0.17% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.


Dividends

SPYI.DE vs. IQQI.DE - Dividend Comparison

SPYI.DE has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM20252024202320222021202020192018201720162015
IQQI.DE
iShares Global Infrastructure UCITS ETF
1.99%2.30%2.29%2.42%2.13%1.85%2.25%2.05%2.30%2.76%2.63%3.15%
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


SPYI.DE and IQQI.DE have a correlation of 0.18, 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 0.65% for IQQI.DE.

SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI), while IQQI.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.17% for SPYI.DE and 0.65% for IQQI.DE.

Portfolio Optimizer

Find the right allocation for SPYI.DE and IQQI.DE

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