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SPYY.DE vs. SXR0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYY.DE vs. SXR0.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 Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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 higher than SXR0.DE's 2.15% 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%

SXR0.DE

1D
0.23%
1M
1.78%
6M
3.00%
YTD
2.15%
1Y
2.76%
3Y*
8.28%
5Y*
4.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYY.DE vs. SXR0.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%5.14%
SXR0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)
2.15%7.02%13.29%5.81%-9.67%16.59%-1.27%20.04%-4.03%8.98%

Correlation

The correlation between SPYY.DE and SXR0.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.43

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

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2017

0.67

Over the past year, the correlation between SPYY.DE and SXR0.DE has dropped to 0.22 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

SPYY.DE vs. SXR0.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

SXR0.DE
SXR0.DE Risk / Return Rank: 1414
Overall Rank
SXR0.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SXR0.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SXR0.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SXR0.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
SXR0.DE Martin Ratio Rank: 1515
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. SXR0.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 Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.DESXR0.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.42

1.06

+0.36

Calmar ratioReturn relative to maximum drawdown

4.10

0.52

+3.58

Martin ratioReturn relative to average drawdown

16.31

1.13

+15.18

SPYY.DE vs. SXR0.DE - Sharpe Ratio Comparison

The current SPYY.DE Sharpe Ratio is 2.27, which is higher than the SXR0.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SPYY.DE and SXR0.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. SXR0.DE - Drawdown Comparison

The maximum SPYY.DE drawdown since its inception was -40.72%, which is greater than SXR0.DE's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and SXR0.DE.


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Drawdown Indicators


SPYY.DESXR0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.72%

-27.73%

-12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-5.26%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-9.18%

-12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-15.61%

-5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

Current Drawdown

Current decline from peak

-0.09%

-1.95%

+1.86%

Average Drawdown

Average peak-to-trough decline

-8.45%

-3.96%

-4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.44%

-0.80%

Volatility

SPYY.DE vs. SXR0.DE - Volatility Comparison

State Street SPDR MSCI All Country World UCITS ETF (Acc) (SPYY.DE) has a higher volatility of 3.65% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 2.35%. This indicates that SPYY.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.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.DESXR0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

2.35%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

5.77%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

8.13%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

10.15%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

11.61%

+4.32%

SPYY.DE vs. SXR0.DE - Expense Ratio Comparison

SPYY.DE has a 0.12% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.


Dividends

SPYY.DE vs. SXR0.DE - Dividend Comparison

Neither SPYY.DE nor SXR0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYY.DE and SXR0.DE have a correlation of 0.22, 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 0.35% for SXR0.DE.

SPYY.DE tracks MSCI ACWI Index, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for SPYY.DE and 0.35% for SXR0.DE.

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