SPYY.DE vs. ESIN.DE
SPYY.DE (SPDR MSCI ACWI UCITS ETF) and ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - SPYY.DE is a Global Equities fund tracking the MSCI All Country World (ACWI), while ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD. Both are passively managed. Over the past 5 years, SPYY.DE returned 12.35%/yr vs 12.86%/yr for ESIN.DE. A 0.74 correlation means they provide meaningful diversification when combined. SPYY.DE charges 0.40%/yr vs 0.18%/yr for ESIN.DE.
Performance
SPYY.DE vs. ESIN.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPYY.DE achieves a 12.54% return, which is significantly higher than ESIN.DE's 8.75% return.
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%
ESIN.DE
- 1D
- 0.51%
- 1M
- 0.39%
- YTD
- 8.75%
- 6M
- 11.05%
- 1Y
- 15.27%
- 3Y*
- 19.52%
- 5Y*
- 12.86%
- 10Y*
- —
SPYY.DE vs. ESIN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPYY.DE SPDR MSCI ACWI UCITS ETF | 12.54% | 9.46% | 24.56% | 18.22% | -13.82% | 17.22% |
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 8.75% | 25.30% | 14.45% | 26.98% | -16.86% | 13.86% |
Correlation
The correlation between SPYY.DE and ESIN.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since May 19, 2021 | 0.74 |
The correlation between SPYY.DE and ESIN.DE has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPYY.DE vs. ESIN.DE — Risk / Return Rank
SPYY.DE
ESIN.DE
SPYY.DE vs. ESIN.DE - 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 Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.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.
| SPYY.DE | ESIN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.15 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 1.16 | +2.94 |
| Martin ratioReturn relative to average drawdown | 16.60 | 4.21 | +12.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPYY.DE | ESIN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.78 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.67 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.70 | +0.13 |
Drawdowns
SPYY.DE vs. ESIN.DE - Drawdown Comparison
The maximum SPYY.DE drawdown since its inception was -33.49%, which is greater than ESIN.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and ESIN.DE.
Loading charts...
Drawdown Indicators
| SPYY.DE | ESIN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -29.12% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -13.11% | +6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -21.27% | -18.30% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.27% | -29.12% | +7.85% |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -2.69% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -6.30% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 3.61% | -2.00% |
Volatility
SPYY.DE vs. ESIN.DE - Volatility Comparison
The current volatility for SPDR MSCI ACWI UCITS ETF (SPYY.DE) is 3.05%, while iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a volatility of 6.37%. This indicates that SPYY.DE experiences smaller price fluctuations and is considered to be less risky than ESIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPYY.DE | ESIN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 6.37% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 16.51% | -8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 19.60% | -8.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 18.85% | -4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 18.81% | -3.74% |
SPYY.DE vs. ESIN.DE - Expense Ratio Comparison
SPYY.DE has a 0.40% expense ratio, which is higher than ESIN.DE's 0.18% expense ratio.
Dividends
SPYY.DE vs. ESIN.DE - Dividend Comparison
Neither SPYY.DE nor ESIN.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYY.DE and ESIN.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIN.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for SPYY.DE.
SPYY.DE is categorized as Global Equities, while ESIN.DE is Industrials Equities. SPYY.DE tracks MSCI All Country World (ACWI), while ESIN.DE tracks MSCI World/Materials NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for SPYY.DE and 0.18% for ESIN.DE.
Find the right allocation for SPYY.DE and ESIN.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer