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

Performance

SPYY.DE vs. MWOL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI ACWI UCITS ETF (SPYY.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.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 MWOL.DE's 10.87% 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%

MWOL.DE

1D
-0.04%
1M
4.83%
YTD
10.87%
6M
11.46%
1Y
24.25%
3Y*
17.01%
5Y*
11.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYY.DE vs. MWOL.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%15.68%
MWOL.DE
Amundi Prime Global UCITS ETF Dist
10.87%8.53%25.60%18.54%-15.49%30.82%3.73%15.10%

Correlation

The correlation between SPYY.DE and MWOL.DE is 0.99 - 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

0.99

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2019

0.96

The correlation between SPYY.DE and MWOL.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

SPYY.DE vs. MWOL.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

MWOL.DE
MWOL.DE Risk / Return Rank: 7171
Overall Rank
MWOL.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 6969
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
MWOL.DE 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. MWOL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (SPYY.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.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.DEMWOL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.44

1.40

+0.03

Calmar ratioReturn relative to maximum drawdown

4.10

3.67

+0.43

Martin ratioReturn relative to average drawdown

16.60

14.63

+1.97

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

The current SPYY.DE Sharpe Ratio is 2.32, which is comparable to the MWOL.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SPYY.DE and MWOL.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.DEMWOL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.17

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.83

+0.05

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

0.77

+0.05

Drawdowns

SPYY.DE vs. MWOL.DE - Drawdown Comparison

The maximum SPYY.DE drawdown since its inception was -33.49%, roughly equal to the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and MWOL.DE.


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Drawdown Indicators


SPYY.DEMWOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-33.56%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.58%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-21.64%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-21.64%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

Current Drawdown

Current decline from peak

-0.61%

-0.37%

-0.24%

Average Drawdown

Average peak-to-trough decline

-4.39%

-4.89%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.65%

-0.04%

Volatility

SPYY.DE vs. MWOL.DE - Volatility Comparison

SPDR MSCI ACWI UCITS ETF (SPYY.DE) has a higher volatility of 3.05% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that SPYY.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.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.DEMWOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

2.63%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

7.71%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

11.12%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

14.20%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

16.46%

-1.39%

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

SPYY.DE has a 0.40% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.


Dividends

SPYY.DE vs. MWOL.DE - Dividend Comparison

SPYY.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.


PositionTTM2025
MWOL.DE
Amundi Prime Global UCITS ETF Dist
1.19%1.67%
SPYY.DE
SPDR MSCI ACWI UCITS ETF
0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, SPYY.DE and MWOL.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, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.40% for SPYY.DE.

SPYY.DE tracks MSCI All Country World (ACWI), while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.40% for SPYY.DE and 0.05% for MWOL.DE.

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