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

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.

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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 12.54% return, which is significantly lower than ACWI's 13.75% return. Both investments have delivered pretty close results over the past 10 years, with SPYY.DE having a 12.40% annualized return and ACWI not far ahead at 12.57%.


SPYY.DE

1D
-0.21%
1M
4.97%
YTD
12.54%
6M
13.23%
1Y
26.75%
3Y*
17.99%
5Y*
12.35%
10Y*
12.40%

ACWI

1D
0.16%
1M
5.15%
YTD
13.75%
6M
13.38%
1Y
27.07%
3Y*
18.15%
5Y*
12.38%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYY.DE vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYY.DE
SPDR MSCI ACWI UCITS ETF
12.54%9.46%24.56%18.22%-13.82%29.11%5.12%30.21%-6.02%8.80%
ACWI
iShares MSCI ACWI ETF
13.75%7.89%25.20%18.61%-13.33%27.54%6.75%29.45%-4.92%9.05%

Correlation

The correlation between SPYY.DE and ACWI is 0.69, 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

0.69

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

0.64

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

0.62

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2011

0.58

The correlation between SPYY.DE and ACWI shifts across timeframes, from 0.58 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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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: 7777
Overall Rank
SPYY.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPYY.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SPYY.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SPYY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SPYY.DE Martin Ratio Rank: 8383
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7070
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7171
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7171
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6262
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7373
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 ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.44

1.41

+0.02

Calmar ratioReturn relative to maximum drawdown

4.10

3.82

+0.28

Martin ratioReturn relative to average drawdown

16.60

15.98

+0.63

SPYY.DE vs. ACWI - Sharpe Ratio Comparison

The current SPYY.DE Sharpe Ratio is 2.32, which is comparable to the ACWI Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SPYY.DE and ACWI, 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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Sharpe Ratios by Period


SPYY.DEACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.21

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.82

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.74

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.55

+0.27

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.


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Drawdown Indicators


SPYY.DEACWIDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-45.79%

+12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-7.11%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-20.51%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-20.51%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

-32.80%

-0.69%

Current Drawdown

Current decline from peak

-0.61%

-0.39%

-0.22%

Average Drawdown

Average peak-to-trough decline

-4.39%

-6.43%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.70%

-0.09%

Volatility

SPYY.DE vs. ACWI - Volatility Comparison

SPDR MSCI ACWI UCITS ETF (SPYY.DE) and iShares MSCI ACWI ETF (ACWI) have volatilities of 3.05% and 3.03%, 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.


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Volatility by Period


SPYY.DEACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

3.03%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

9.28%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

12.29%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

15.11%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

16.96%

-1.89%

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.


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 1.38%.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.38%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
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%

Frequently Asked Questions


SPYY.DE and ACWI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ACWI is cheaper with a 0.32% expense ratio, compared with 0.40% for SPYY.DE.

SPYY.DE tracks MSCI All Country World (ACWI), while ACWI tracks MSCI All Country World Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for SPYY.DE and 0.32% for ACWI.

Portfolio Optimizer

Find the right allocation for SPYY.DE and ACWI

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