SPYW.DE vs. SPYI.DE
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and SPYI.DE (SPDR MSCI ACWI IMI UCITS ETF) are both exchange-traded funds - SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats, while SPYI.DE is a Global Equities fund tracking the MSCI All Country World Investable Market (ACWI IMI). Both are passively managed. Over the past 10 years, SPYW.DE returned 6.79%/yr vs 12.12%/yr for SPYI.DE. A 0.61 correlation means they provide meaningful diversification when combined. SPYW.DE charges 0.30%/yr vs 0.17%/yr for SPYI.DE.
Performance
SPYW.DE vs. SPYI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYW.DE achieves a 5.36% return, which is significantly lower than SPYI.DE's 13.27% return. Over the past 10 years, SPYW.DE has underperformed SPYI.DE with an annualized return of 6.79%, while SPYI.DE has yielded a comparatively higher 12.12% annualized return.
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
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%
SPYW.DE vs. SPYI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
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% |
Correlation
The correlation between SPYW.DE and SPYI.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.61 |
The correlation between SPYW.DE and SPYI.DE shifts across timeframes, from 0.50 (3 years) to 0.66 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPYW.DE vs. SPYI.DE — Risk / Return Rank
SPYW.DE
SPYI.DE
SPYW.DE vs. SPYI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.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.
| SPYW.DE | SPYI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.45 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 4.32 | -3.33 |
| Martin ratioReturn relative to average drawdown | 3.14 | 17.43 | -14.29 |
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
| SPYW.DE | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.41 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.85 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.81 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.84 | -0.31 |
Drawdowns
SPYW.DE vs. SPYI.DE - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, which is greater than SPYI.DE's maximum drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and SPYI.DE.
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Drawdown Indicators
| SPYW.DE | SPYI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -34.60% | -4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -6.41% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -21.66% | +10.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -21.66% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -34.60% | -4.08% |
Current DrawdownCurrent decline from peak | -2.54% | -0.56% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -4.34% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.59% | +0.91% |
Volatility
SPYW.DE vs. SPYI.DE - Volatility Comparison
The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.92%, while SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) has a volatility of 3.11%. This indicates that SPYW.DE experiences smaller price fluctuations and is considered to be less risky than SPYI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYW.DE | SPYI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 3.11% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 8.21% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 11.48% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 13.90% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 15.18% | -0.30% |
SPYW.DE vs. SPYI.DE - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is higher than SPYI.DE's 0.17% expense ratio.
Dividends
SPYW.DE vs. SPYI.DE - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, while SPYI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
SPYW.DE and SPYI.DE have a correlation of 0.51, 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 0.30% for SPYW.DE.
SPYW.DE is categorized as Europe Equities, while SPYI.DE is Global Equities. SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI). Their fees differ too: 0.30% for SPYW.DE and 0.17% for SPYI.DE.
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