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

Performance

SPYY.DE vs. ETLQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI ACWI UCITS ETF (SPYY.DE) and L&G Global Equity UCITS ETF (ETLQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYY.DE achieves a 12.54% return, which is significantly higher than ETLQ.DE's 10.88% 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%

ETLQ.DE

1D
0.00%
1M
4.96%
YTD
10.88%
6M
11.36%
1Y
23.93%
3Y*
17.73%
5Y*
13.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYY.DE vs. ETLQ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPYY.DE
SPDR MSCI ACWI UCITS ETF
12.54%9.46%24.56%18.22%-13.82%29.11%5.12%23.36%
ETLQ.DE
L&G Global Equity UCITS ETF
10.88%8.14%26.10%20.83%-13.64%32.63%5.63%24.59%

Correlation

The correlation between SPYY.DE and ETLQ.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2019

0.97

The correlation between SPYY.DE and ETLQ.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

SPYY.DE vs. ETLQ.DE — 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

ETLQ.DE
ETLQ.DE Risk / Return Rank: 6969
Overall Rank
ETLQ.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ETLQ.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETLQ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ETLQ.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETLQ.DE Martin Ratio Rank: 7676
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. ETLQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (SPYY.DE) and L&G Global Equity UCITS ETF (ETLQ.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.DEETLQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.44

1.39

+0.04

Calmar ratioReturn relative to maximum drawdown

4.10

3.56

+0.54

Martin ratioReturn relative to average drawdown

16.60

14.23

+2.37

SPYY.DE vs. ETLQ.DE - Sharpe Ratio Comparison

The current SPYY.DE Sharpe Ratio is 2.32, which is comparable to the ETLQ.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SPYY.DE and ETLQ.DE, 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.DEETLQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.13

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.92

-0.04

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

0.93

-0.10

Drawdowns

SPYY.DE vs. ETLQ.DE - Drawdown Comparison

The maximum SPYY.DE drawdown since its inception was -33.49%, roughly equal to the maximum ETLQ.DE drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and ETLQ.DE.


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Drawdown Indicators


SPYY.DEETLQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-33.38%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.68%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-21.58%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-21.58%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

Current Drawdown

Current decline from peak

-0.61%

-0.34%

-0.27%

Average Drawdown

Average peak-to-trough decline

-4.39%

-4.33%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.68%

-0.07%

Volatility

SPYY.DE vs. ETLQ.DE - Volatility Comparison

SPDR MSCI ACWI UCITS ETF (SPYY.DE) has a higher volatility of 3.05% compared to L&G Global Equity UCITS ETF (ETLQ.DE) at 2.68%. This indicates that SPYY.DE's price experiences larger fluctuations and is considered to be riskier than ETLQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYY.DEETLQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

2.68%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

7.77%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

11.18%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

14.06%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

15.74%

-0.67%

SPYY.DE vs. ETLQ.DE - Expense Ratio Comparison

SPYY.DE has a 0.40% expense ratio, which is higher than ETLQ.DE's 0.10% expense ratio.


Dividends

SPYY.DE vs. ETLQ.DE - Dividend Comparison

Neither SPYY.DE nor ETLQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, SPYY.DE and ETLQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ETLQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLQ.DE is cheaper with a 0.10% expense ratio, compared with 0.40% for SPYY.DE.

SPYY.DE tracks MSCI All Country World (ACWI), while ETLQ.DE tracks Solactive Core Developed Markets Large & Mid Cap. They also come from different issuers: State Street and Legal & General. Their fees differ too: 0.40% for SPYY.DE and 0.10% for ETLQ.DE.

Portfolio Optimizer

Find the right allocation for SPYY.DE and ETLQ.DE

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