PortfoliosLab logoPortfoliosLab logo
SPYY.DE vs. SPPY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYY.DE vs. SPPY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI ACWI UCITS ETF (SPYY.DE) and State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPYY.DE achieves a 12.54% return, which is significantly higher than SPPY.DE's 11.08% 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%

SPPY.DE

1D
0.58%
1M
5.11%
YTD
11.08%
6M
11.71%
1Y
28.37%
3Y*
18.87%
5Y*
15.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYY.DE vs. SPPY.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%4.52%
SPPY.DE
State Street SPDR S&P 500 Leaders UCITS ETF
11.08%4.44%32.87%26.92%-14.47%41.09%8.04%4.57%

Correlation

The correlation between SPYY.DE and SPPY.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2019

0.95

The correlation between SPYY.DE and SPPY.DE has been stable across timeframes, ranging from 0.92 to 0.95 - 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. SPPY.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

SPPY.DE
SPPY.DE Risk / Return Rank: 7878
Overall Rank
SPPY.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPPY.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPPY.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SPPY.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SPPY.DE Martin Ratio Rank: 8181
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. SPPY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (SPYY.DE) and State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.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.DESPPY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.44

1.44

-0.01

Calmar ratioReturn relative to maximum drawdown

4.10

4.21

-0.11

Martin ratioReturn relative to average drawdown

16.60

16.03

+0.57

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

The current SPYY.DE Sharpe Ratio is 2.32, which is comparable to the SPPY.DE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of SPYY.DE and SPPY.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.


Loading charts...

Sharpe Ratios by Period


SPYY.DESPPY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.43

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

1.00

-0.12

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

0.92

-0.09

Drawdowns

SPYY.DE vs. SPPY.DE - Drawdown Comparison

The maximum SPYY.DE drawdown since its inception was -33.49%, roughly equal to the maximum SPPY.DE drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and SPPY.DE.


Loading charts...

Drawdown Indicators


SPYY.DESPPY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-33.31%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.71%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-23.82%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-23.82%

+2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

Current Drawdown

Current decline from peak

-0.61%

0.00%

-0.61%

Average Drawdown

Average peak-to-trough decline

-4.39%

-4.84%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.77%

-0.16%

Volatility

SPYY.DE vs. SPPY.DE - Volatility Comparison

SPDR MSCI ACWI UCITS ETF (SPYY.DE) has a higher volatility of 3.05% compared to State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) at 2.69%. This indicates that SPYY.DE's price experiences larger fluctuations and is considered to be riskier than SPPY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPYY.DESPPY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

2.69%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

7.79%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

11.62%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

15.43%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

17.57%

-2.50%

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

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


Dividends

SPYY.DE vs. SPPY.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, SPYY.DE and SPPY.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, SPPY.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

SPYY.DE is categorized as Global Equities, while SPPY.DE is S&P 500. SPYY.DE tracks MSCI All Country World (ACWI), while SPPY.DE tracks S&P 500 Scored & Screened Leaders Index. Their fees differ too: 0.40% for SPYY.DE and 0.10% for SPPY.DE.

Portfolio Optimizer

Find the right allocation for SPYY.DE and SPPY.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