SPYI.DE vs. SCHD
SPYI.DE (SPDR MSCI ACWI IMI UCITS ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - SPYI.DE is a Global Equities fund tracking the MSCI All Country World Investable Market (ACWI IMI), while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, SPYI.DE returned 12.12%/yr vs 12.47%/yr for SCHD. At a 0.45 correlation, their price movements are largely independent. SPYI.DE charges 0.17%/yr vs 0.06%/yr for SCHD.
Performance
SPYI.DE vs. SCHD - Performance Comparison
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Different Trading Currencies
SPYI.DE is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPYI.DE achieves a 13.27% return, which is significantly lower than SCHD's 20.43% return. Both investments have delivered pretty close results over the past 10 years, with SPYI.DE having a 12.12% annualized return and SCHD not far ahead at 12.47%.
SPYI.DE
- 1D
- -0.12%
- 1M
- 5.15%
- YTD
- 13.27%
- 6M
- 13.93%
- 1Y
- 27.79%
- 3Y*
- 17.57%
- 5Y*
- 12.01%
- 10Y*
- 12.12%
SCHD
- 1D
- 0.00%
- 1M
- 2.89%
- YTD
- 20.43%
- 6M
- 19.23%
- 1Y
- 25.81%
- 3Y*
- 12.28%
- 5Y*
- 9.38%
- 10Y*
- 12.47%
SPYI.DE vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHD Schwab U.S. Dividend Equity ETF | 21.18% | -8.04% | 19.03% | 1.41% | 2.74% | 39.59% | 5.55% | 30.17% | -1.13% | 6.00% |
Correlation
The correlation between SPYI.DE and SCHD 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 | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011 | 0.45 |
Over the past year, the correlation between SPYI.DE and SCHD has dropped to 0.18 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
SPYI.DE vs. SCHD — Risk / Return Rank
SPYI.DE
SCHD
SPYI.DE vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.39 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 6.24 | -1.93 |
| Martin ratioReturn relative to average drawdown | 17.43 | 14.97 | +2.46 |
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
| SPYI.DE | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 2.22 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.65 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.72 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.88 | -0.05 |
Drawdowns
SPYI.DE vs. SCHD - Drawdown Comparison
The maximum SPYI.DE drawdown since its inception was -34.60%, which is greater than SCHD's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for SPYI.DE and SCHD.
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Drawdown Indicators
| SPYI.DE | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.60% | -32.28% | -2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.41% | -4.15% | -2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -21.40% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -21.40% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | -32.28% | -2.32% |
Current DrawdownCurrent decline from peak | -0.56% | -1.46% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -4.43% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.73% | -0.14% |
Volatility
SPYI.DE vs. SCHD - Volatility Comparison
SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 3.11% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYI.DE | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.99% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 8.53% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 11.74% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 14.60% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 17.44% | -2.26% |
SPYI.DE vs. SCHD - Expense Ratio Comparison
SPYI.DE has a 0.17% expense ratio, which is higher than SCHD's 0.06% 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%.
Dividends
SPYI.DE vs. SCHD - Dividend Comparison
SPYI.DE has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.24% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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 SCHD 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, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHD is cheaper with a 0.06% expense ratio, compared with 0.17% for SPYI.DE.
SPYI.DE is categorized as Global Equities, while SCHD is Dividend. SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI), while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: State Street and Charles Schwab. Their fees differ too: 0.17% for SPYI.DE and 0.06% for SCHD.
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