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SPYI.DE vs. PRWU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SPYI.DEPRWU.L
YTD Return13.29%15.80%
1Y Return18.17%25.35%
Sharpe Ratio1.852.03
Daily Std Dev10.74%12.11%
Max Drawdown-34.60%-16.16%
Current Drawdown-2.25%-0.62%

Correlation

-0.50.00.51.00.9

The correlation between SPYI.DE and PRWU.L is 0.90, 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.

Performance

SPYI.DE vs. PRWU.L - Performance Comparison

In the year-to-date period, SPYI.DE achieves a 13.29% return, which is significantly lower than PRWU.L's 15.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.97%
7.89%
SPYI.DE
PRWU.L

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


SPYI.DE vs. PRWU.L - Expense Ratio Comparison

SPYI.DE has a 0.17% expense ratio, which is higher than PRWU.L's 0.05% 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%.


SPYI.DE
SPDR MSCI ACWI IMI UCITS ETF
Expense ratio chart for SPYI.DE: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for PRWU.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

SPYI.DE vs. PRWU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). 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.


SPYI.DE
Sharpe ratio
The chart of Sharpe ratio for SPYI.DE, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for SPYI.DE, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.0012.003.12
Omega ratio
The chart of Omega ratio for SPYI.DE, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for SPYI.DE, currently valued at 2.40, compared to the broader market0.005.0010.0015.002.40
Martin ratio
The chart of Martin ratio for SPYI.DE, currently valued at 13.37, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.37
PRWU.L
Sharpe ratio
The chart of Sharpe ratio for PRWU.L, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for PRWU.L, currently valued at 3.35, compared to the broader market-2.000.002.004.006.008.0010.0012.003.35
Omega ratio
The chart of Omega ratio for PRWU.L, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for PRWU.L, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.80
Martin ratio
The chart of Martin ratio for PRWU.L, currently valued at 14.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.45

SPYI.DE vs. PRWU.L - Sharpe Ratio Comparison

The current SPYI.DE Sharpe Ratio is 1.85, which roughly equals the PRWU.L Sharpe Ratio of 2.03. The chart below compares the 12-month rolling Sharpe Ratio of SPYI.DE and PRWU.L.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
2.21
2.38
SPYI.DE
PRWU.L

Dividends

SPYI.DE vs. PRWU.L - Dividend Comparison

Neither SPYI.DE nor PRWU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYI.DE vs. PRWU.L - Drawdown Comparison

The maximum SPYI.DE drawdown since its inception was -34.60%, which is greater than PRWU.L's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for SPYI.DE and PRWU.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.66%
-0.62%
SPYI.DE
PRWU.L

Volatility

SPYI.DE vs. PRWU.L - Volatility Comparison

SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) has a higher volatility of 3.93% compared to Amundi Prime Global UCITS ETF DR (C) (PRWU.L) at 3.69%. This indicates that SPYI.DE's price experiences larger fluctuations and is considered to be riskier than PRWU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.93%
3.69%
SPYI.DE
PRWU.L