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SPYJ.DE vs. ACWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYJ.DE vs. ACWX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and iShares MSCI ACWI ex U.S. ETF (ACWX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYJ.DE is traded in EUR, while ACWX is traded in USD. To make them comparable, the ACWX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYJ.DE achieves a 13.86% return, which is significantly lower than ACWX's 17.64% return. Over the past 10 years, SPYJ.DE has underperformed ACWX with an annualized return of 3.07%, while ACWX has yielded a comparatively higher 10.01% annualized return.


SPYJ.DE

1D
-0.27%
1M
2.98%
YTD
13.86%
6M
15.17%
1Y
17.84%
3Y*
9.23%
5Y*
2.86%
10Y*
3.07%

ACWX

1D
0.85%
1M
2.10%
YTD
17.64%
6M
17.75%
1Y
32.69%
3Y*
17.62%
5Y*
9.47%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYJ.DE vs. ACWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
13.86%-2.34%4.88%7.77%-20.63%41.27%-18.75%22.75%-2.91%-4.97%
ACWX
iShares MSCI ACWI ex U.S. ETF
17.64%16.86%12.12%12.16%-10.87%15.72%1.20%23.79%-9.95%11.57%

Correlation

The correlation between SPYJ.DE and ACWX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.30

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

0.35

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

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2012

0.41

Over the past year, the correlation between SPYJ.DE and ACWX has dropped to 0.21 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

SPYJ.DE vs. ACWX — Risk / Return Rank

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

SPYJ.DE
SPYJ.DE Risk / Return Rank: 5252
Overall Rank
SPYJ.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPYJ.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPYJ.DE Omega Ratio Rank: 4747
Omega Ratio Rank
SPYJ.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPYJ.DE Martin Ratio Rank: 5757
Martin Ratio Rank

ACWX
ACWX Risk / Return Rank: 6161
Overall Rank
ACWX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ACWX Sortino Ratio Rank: 5959
Sortino Ratio Rank
ACWX Omega Ratio Rank: 6262
Omega Ratio Rank
ACWX Calmar Ratio Rank: 6161
Calmar Ratio Rank
ACWX Martin Ratio Rank: 6363
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.

SPYJ.DE vs. ACWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and iShares MSCI ACWI ex U.S. ETF (ACWX). 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.


SPYJ.DEACWXDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.27

1.42

-0.16

Calmar ratioReturn relative to maximum drawdown

2.56

3.47

-0.91

Martin ratioReturn relative to average drawdown

8.86

14.24

-5.38

SPYJ.DE vs. ACWX - Sharpe Ratio Comparison

The current SPYJ.DE Sharpe Ratio is 1.53, which is lower than the ACWX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SPYJ.DE and ACWX, 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

SPYJ.DE vs. ACWX - Drawdown Comparison

The maximum SPYJ.DE drawdown since its inception was -42.93%, smaller than the maximum ACWX drawdown of -51.23%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and ACWX.


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Drawdown Indicators


SPYJ.DEACWXDifference

Max Drawdown

Largest peak-to-trough decline

-42.93%

-51.23%

+8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-9.47%

+2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-16.24%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-30.70%

-17.21%

-13.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.93%

-33.49%

-9.44%

Current Drawdown

Current decline from peak

-2.82%

-1.84%

-0.98%

Average Drawdown

Average peak-to-trough decline

-11.16%

-8.48%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.30%

-0.29%

Volatility

SPYJ.DE vs. ACWX - Volatility Comparison

The current volatility for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) is 4.12%, while iShares MSCI ACWI ex U.S. ETF (ACWX) has a volatility of 6.35%. This indicates that SPYJ.DE experiences smaller price fluctuations and is considered to be less risky than ACWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYJ.DEACWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

6.35%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

12.91%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

14.84%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

14.18%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

16.21%

+0.75%

SPYJ.DE vs. ACWX - Expense Ratio Comparison

SPYJ.DE has a 0.40% expense ratio, which is higher than ACWX's 0.32% expense ratio.


Dividends

SPYJ.DE vs. ACWX - Dividend Comparison

SPYJ.DE's dividend yield for the trailing twelve months is around 2.45%, less than ACWX's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWX
iShares MSCI ACWI ex U.S. ETF
2.52%2.82%2.97%2.96%2.68%2.74%1.88%3.22%2.60%2.40%2.77%2.51%
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
2.45%2.80%2.70%2.67%2.91%1.76%2.70%2.61%2.24%2.79%2.53%2.10%

Frequently Asked Questions


SPYJ.DE and ACWX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACWX is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWX is cheaper with a 0.32% expense ratio, compared with 0.40% for SPYJ.DE.

SPYJ.DE is categorized as REIT, while ACWX is Foreign Large Cap Equities. SPYJ.DE tracks Dow Jones Global Select Real Estate Securities, while ACWX tracks MSCI All Country World ex-U.S. Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for SPYJ.DE and 0.32% for ACWX.

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