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SPYL.DE vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYL.DE vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYL.DE is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SPYL.DE having a 11.37% return and SWDA.L slightly lower at 11.28%.


SPYL.DE

1D
-0.15%
1M
1.89%
YTD
11.37%
6M
12.70%
1Y
26.53%
3Y*
5Y*
10Y*

SWDA.L

1D
1.15%
1M
2.64%
YTD
11.28%
6M
12.42%
1Y
25.22%
3Y*
17.18%
5Y*
12.61%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYL.DE vs. SWDA.L - Yearly Performance Comparison


2026 (YTD)202520242023
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
11.37%4.71%32.33%9.54%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
11.28%6.76%26.95%10.20%

Correlation

The correlation between SPYL.DE and SWDA.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2023

0.91

The correlation between SPYL.DE and SWDA.L has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

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Return for Risk

SPYL.DE vs. SWDA.L — Risk / Return Rank

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

SPYL.DE
SPYL.DE Risk / Return Rank: 6969
Overall Rank
SPYL.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 7070
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 8787
Overall Rank
SWDA.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8888
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8686
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.

SPYL.DE vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.

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.


SPYL.DESWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

3.58

3.84

-0.27

Martin ratioReturn relative to average drawdown

12.72

15.58

-2.86

SPYL.DE vs. SWDA.L - Sharpe Ratio Comparison

The current SPYL.DE Sharpe Ratio is 2.21, which is comparable to the SWDA.L Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SPYL.DE and SWDA.L, 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

SPYL.DE vs. SWDA.L - Drawdown Comparison

The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum SWDA.L drawdown of -41.36%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and SWDA.L.


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Drawdown Indicators


SPYL.DESWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-41.36%

+18.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-6.53%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

Current Drawdown

Current decline from peak

-0.46%

-0.08%

-0.38%

Average Drawdown

Average peak-to-trough decline

-3.23%

-8.77%

+5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.61%

+0.40%

Volatility

SPYL.DE vs. SWDA.L - Volatility Comparison

The current volatility for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) is 2.66%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 2.96%. This indicates that SPYL.DE experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYL.DESWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.96%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

7.93%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

11.12%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

14.11%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

15.25%

-0.65%

SPYL.DE vs. SWDA.L - Expense Ratio Comparison

SPYL.DE has a 0.03% expense ratio, which is lower than SWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPYL.DE vs. SWDA.L - Dividend Comparison

Neither SPYL.DE nor SWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, SPYL.DE and SWDA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.20% for SWDA.L.

SPYL.DE is categorized as S&P 500, while SWDA.L is Global Equities. SPYL.DE tracks S&P 500 Index, while SWDA.L tracks MSCI World Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPYL.DE and 0.20% for SWDA.L.

Portfolio Optimizer

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