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SPYY.DE vs. ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYY.DE and ACWI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SPYY.DE vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI UCITS ETF (SPYY.DE) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
5.90%
6.84%
SPYY.DE
ACWI

Key characteristics

Sharpe Ratio

SPYY.DE:

2.13

ACWI:

1.66

Sortino Ratio

SPYY.DE:

2.88

ACWI:

2.27

Omega Ratio

SPYY.DE:

1.42

ACWI:

1.30

Calmar Ratio

SPYY.DE:

2.87

ACWI:

2.44

Martin Ratio

SPYY.DE:

13.45

ACWI:

9.78

Ulcer Index

SPYY.DE:

1.80%

ACWI:

2.02%

Daily Std Dev

SPYY.DE:

11.40%

ACWI:

11.91%

Max Drawdown

SPYY.DE:

-33.49%

ACWI:

-56.00%

Current Drawdown

SPYY.DE:

-0.25%

ACWI:

-0.26%

Returns By Period

In the year-to-date period, SPYY.DE achieves a 4.60% return, which is significantly lower than ACWI's 5.37% return. Over the past 10 years, SPYY.DE has outperformed ACWI with an annualized return of 10.50%, while ACWI has yielded a comparatively lower 9.55% annualized return.


SPYY.DE

YTD

4.60%

1M

2.03%

6M

14.41%

1Y

24.16%

5Y*

11.47%

10Y*

10.50%

ACWI

YTD

5.37%

1M

2.36%

6M

8.29%

1Y

20.04%

5Y*

10.99%

10Y*

9.55%

*Annualized

Compare stocks, funds, or ETFs

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


SPYY.DE vs. ACWI - Expense Ratio Comparison

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


SPYY.DE
SPDR MSCI ACWI UCITS ETF
Expense ratio chart for SPYY.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

SPYY.DE vs. ACWI — Risk-Adjusted Performance Rank

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

SPYY.DE
The Risk-Adjusted Performance Rank of SPYY.DE is 8585
Overall Rank
The Sharpe Ratio Rank of SPYY.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYY.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SPYY.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SPYY.DE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SPYY.DE is 8787
Martin Ratio Rank

ACWI
The Risk-Adjusted Performance Rank of ACWI is 7070
Overall Rank
The Sharpe Ratio Rank of ACWI is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPYY.DE vs. ACWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (SPYY.DE) and iShares MSCI ACWI ETF (ACWI). 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.


Sharpe ratio
The chart of Sharpe ratio for SPYY.DE, currently valued at 1.54, compared to the broader market0.002.004.001.541.58
The chart of Sortino ratio for SPYY.DE, currently valued at 2.15, compared to the broader market-2.000.002.004.006.008.0010.0012.002.152.16
The chart of Omega ratio for SPYY.DE, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.29
The chart of Calmar ratio for SPYY.DE, currently valued at 2.14, compared to the broader market0.005.0010.0015.002.142.29
The chart of Martin ratio for SPYY.DE, currently valued at 8.51, compared to the broader market0.0020.0040.0060.0080.00100.008.519.13
SPYY.DE
ACWI

The current SPYY.DE Sharpe Ratio is 2.13, which is comparable to the ACWI Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SPYY.DE and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.54
1.58
SPYY.DE
ACWI

Dividends

SPYY.DE vs. ACWI - Dividend Comparison

SPYY.DE has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.62%.


TTM20242023202220212020201920182017201620152014
SPYY.DE
SPDR MSCI ACWI 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%
ACWI
iShares MSCI ACWI ETF
1.62%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%

Drawdowns

SPYY.DE vs. ACWI - Drawdown Comparison

The maximum SPYY.DE drawdown since its inception was -33.49%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and ACWI. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.26%
SPYY.DE
ACWI

Volatility

SPYY.DE vs. ACWI - Volatility Comparison

SPDR MSCI ACWI UCITS ETF (SPYY.DE) and iShares MSCI ACWI ETF (ACWI) have volatilities of 2.73% and 2.86%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.73%
2.86%
SPYY.DE
ACWI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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