PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SPYY.DE vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SPYY.DE vs. ACWI

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR MSCI ACWI UCITS ETF (SPYY.DE) and iShares MSCI ACWI ETF (ACWI).

SPYY.DE and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYY.DE is a passively managed fund by State Street that tracks the performance of the MSCI All Country World (ACWI). It was launched on May 13, 2011. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both SPYY.DE and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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.

Loading graphics...

SPYY.DE vs. ACWI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SPYY.DE
SPDR MSCI ACWI UCITS ETF		-0.53%9.46%24.56%18.22%-13.82%29.11%5.12%30.21%-6.02%8.80%
ACWI
iShares MSCI ACWI ETF		0.23%7.89%25.20%18.61%-13.33%27.54%6.75%29.45%-4.92%9.05%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPYY.DE achieves a -0.53% return, which is significantly higher than ACWI's -0.65% return. Both investments have delivered pretty close results over the past 10 years, with SPYY.DE having a 11.40% annualized return and ACWI not far ahead at 11.41%.

SPYY.DE

1D
2.18%
1M
-3.43%
YTD
-0.53%
6M
3.16%
1Y
13.85%
3Y*
15.07%
5Y*
10.07%
10Y*
11.40%

ACWI

1D
0.00%
1M
-4.54%
YTD
-0.65%
6M
1.94%
1Y
12.42%
3Y*
14.50%
5Y*
9.80%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

SPDR MSCI ACWI UCITS ETF

iShares MSCI ACWI ETF

Often compared with SPYY.DE:
SPYY.DE vs. VWCE.DESPYY.DE vs. SPYI.DESPYY.DE vs. WEBN.DESPYY.DE vs. VWRA.LSPYY.DE vs. SPYL.DESPYY.DE vs. EUNL.DESPYY.DE vs. 2B7F.DE
Often compared with ACWI:
ACWI vs. VTACWI vs. SPYACWI vs. VWRL.LACWI vs. ACWXACWI vs. ACWI.LACWI vs. VOOACWI vs. VTI

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
ACWI
iShares MSCI ACWI ETF

Return for Risk

SPYY.DE vs. ACWI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPYY.DE
SPYY.DE Risk / Return Rank: 5252
Overall Rank
SPYY.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SPYY.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SPYY.DE Omega Ratio Rank: 4646
Omega Ratio Rank
SPYY.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPYY.DE Martin Ratio Rank: 6767
Martin Ratio Rank
ACWI
ACWI Risk / Return Rank: 7272
Overall Rank
ACWI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7171
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7272
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7171
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7777
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.

SPYY.DE vs. ACWI - Risk-Adjusted Trends 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.

SPYY.DEACWIDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.65

+0.22

Sortino ratio

Return per unit of downside risk

1.24

1.01

+0.23

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

1.54

1.02

+0.52

Martin ratio

Return relative to average drawdown

7.05

4.39

+2.66

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPYY.DE vs. ACWI - Sharpe Ratio Comparison

The current SPYY.DE Sharpe Ratio is 0.87, which is higher than the ACWI Sharpe Ratio of 0.65. 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.

Loading graphics...

Sharpe Ratios by Period

SPYY.DEACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.65

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.65

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.67

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.51

+0.26

Correlation

The correlation between SPYY.DE and ACWI is 0.57, 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.

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 1.57%.

TTM20252024202320222021202020192018201720162015
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		1.57%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%

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 -45.79%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and ACWI.

Loading graphics...

Drawdown Indicators

SPYY.DEACWIDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-56.00%

+22.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-11.76%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-26.42%

+5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

-33.53%

+0.04%

Current Drawdown

Current decline from peak

-3.96%

-6.04%

+2.08%

Average Drawdown

Average peak-to-trough decline

-4.44%

-8.68%

+4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.57%

-0.59%

Volatility

SPYY.DE vs. ACWI - Volatility Comparison

The current volatility for SPDR MSCI ACWI UCITS ETF (SPYY.DE) is 4.57%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.13%. This indicates that SPYY.DE experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

SPYY.DEACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

5.13%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

9.87%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

19.07%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

15.04%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

16.99%

-1.87%