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

Performance

SPYY.DE vs. IQQI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI All Country World UCITS ETF (Acc) (SPYY.DE) and iShares Global Infrastructure UCITS ETF (IQQI.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 14.10% return, which is significantly lower than IQQI.DE's 15.42% return. Over the past 10 years, SPYY.DE has outperformed IQQI.DE with an annualized return of 12.50%, while IQQI.DE has yielded a comparatively lower 6.81% annualized return.


SPYY.DE

1D
0.62%
1M
1.16%
6M
14.08%
YTD
14.10%
1Y
26.77%
3Y*
17.95%
5Y*
11.80%
10Y*
12.50%

IQQI.DE

1D
0.81%
1M
3.15%
6M
14.63%
YTD
15.42%
1Y
19.75%
3Y*
10.01%
5Y*
7.45%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPYY.DE
State Street SPDR MSCI All Country World UCITS ETF (Acc)
14.10%9.46%24.56%18.22%-13.76%29.02%5.12%30.21%-6.02%8.80%
IQQI.DE
iShares Global Infrastructure UCITS ETF
15.42%0.56%14.53%-3.18%-0.38%26.94%-10.82%27.73%2.23%0.70%

Correlation

The correlation between SPYY.DE and IQQI.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.34

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

0.47

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

0.58

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.64

Over the past year, the correlation between SPYY.DE and IQQI.DE has dropped to 0.15 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

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Return for Risk

SPYY.DE vs. IQQI.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: 8787
Overall Rank
SPYY.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPYY.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
SPYY.DE Omega Ratio Rank: 8585
Omega Ratio Rank
SPYY.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPYY.DE Martin Ratio Rank: 8989
Martin Ratio Rank

IQQI.DE
IQQI.DE Risk / Return Rank: 7272
Overall Rank
IQQI.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IQQI.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IQQI.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IQQI.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
IQQI.DE Martin Ratio Rank: 6969
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. IQQI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI All Country World UCITS ETF (Acc) (SPYY.DE) and iShares Global Infrastructure UCITS ETF (IQQI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPYY.DEIQQI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.42

1.31

+0.11

Calmar ratioReturn relative to maximum drawdown

4.10

4.09

+0.01

Martin ratioReturn relative to average drawdown

16.31

10.22

+6.09

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

The current SPYY.DE Sharpe Ratio is 2.27, which is comparable to the IQQI.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SPYY.DE and IQQI.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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Drawdowns

SPYY.DE vs. IQQI.DE - Drawdown Comparison

The maximum SPYY.DE drawdown since its inception was -40.72%, roughly equal to the maximum IQQI.DE drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and IQQI.DE.


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Drawdown Indicators


SPYY.DEIQQI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.72%

-42.24%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-4.81%

-1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-14.75%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-24.82%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

-34.16%

+0.67%

Current Drawdown

Current decline from peak

-0.09%

-0.35%

+0.26%

Average Drawdown

Average peak-to-trough decline

-8.45%

-11.10%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.93%

-0.29%

Volatility

SPYY.DE vs. IQQI.DE - Volatility Comparison

State Street SPDR MSCI All Country World UCITS ETF (Acc) (SPYY.DE) and iShares Global Infrastructure UCITS ETF (IQQI.DE) have volatilities of 3.65% and 3.52%, 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.DEIQQI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.52%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

8.80%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

10.82%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

12.78%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

14.24%

+1.69%

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

SPYY.DE has a 0.12% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.


Dividends

SPYY.DE vs. IQQI.DE - Dividend Comparison

SPYY.DE has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 2.00%.


PositionTTM20252024202320222021202020192018201720162015
IQQI.DE
iShares Global Infrastructure UCITS ETF
2.00%2.30%2.29%2.42%2.13%1.85%2.25%2.05%2.30%2.76%2.63%3.15%
SPYY.DE
State Street SPDR MSCI All Country World UCITS ETF (Acc)
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 IQQI.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYY.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYY.DE is cheaper with a 0.12% expense ratio, compared with 0.65% for IQQI.DE.

SPYY.DE tracks MSCI ACWI Index, while IQQI.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for SPYY.DE and 0.65% for IQQI.DE.

Portfolio Optimizer

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