SPYY.DE vs. XDEV.DE
SPYY.DE (SPDR MSCI ACWI UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - SPYY.DE tracks the MSCI All Country World (ACWI) while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, SPYY.DE returned 12.40%/yr vs 12.35%/yr for XDEV.DE. Their correlation of 0.84 suggests significant overlap in exposure. SPYY.DE charges 0.40%/yr vs 0.25%/yr for XDEV.DE.
Performance
SPYY.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYY.DE achieves a 12.54% return, which is significantly lower than XDEV.DE's 35.07% return. Both investments have delivered pretty close results over the past 10 years, with SPYY.DE having a 12.40% annualized return and XDEV.DE not far behind at 12.35%.
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%
XDEV.DE
- 1D
- -0.89%
- 1M
- 12.68%
- YTD
- 35.07%
- 6M
- 38.48%
- 1Y
- 63.09%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
SPYY.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYY.DE SPDR MSCI ACWI UCITS ETF | 12.54% | 9.46% | 24.56% | 18.22% | -13.82% | 29.11% | 5.12% | 30.21% | -6.02% | 8.80% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between SPYY.DE and XDEV.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.84 |
The correlation between SPYY.DE and XDEV.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
SPYY.DE vs. XDEV.DE — Risk / Return Rank
SPYY.DE
XDEV.DE
SPYY.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (SPYY.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.81 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 10.38 | -6.28 |
| Martin ratioReturn relative to average drawdown | 16.60 | 39.12 | -22.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYY.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 4.52 | -2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 1.23 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.78 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.71 | +0.12 |
Drawdowns
SPYY.DE vs. XDEV.DE - Drawdown Comparison
The maximum SPYY.DE drawdown since its inception was -33.49%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and XDEV.DE.
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Drawdown Indicators
| SPYY.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -35.28% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -6.05% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -21.27% | -18.02% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -21.27% | -18.02% | -3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | -35.28% | +1.79% |
Current DrawdownCurrent decline from peak | -0.61% | -1.07% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -5.56% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.61% | 0.00% |
Volatility
SPYY.DE vs. XDEV.DE - Volatility Comparison
The current volatility for SPDR MSCI ACWI UCITS ETF (SPYY.DE) is 3.05%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that SPYY.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.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.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 5.77% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 11.20% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 13.89% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 13.96% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 15.90% | -0.83% |
SPYY.DE vs. XDEV.DE - Expense Ratio Comparison
SPYY.DE has a 0.40% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
SPYY.DE vs. XDEV.DE - Dividend Comparison
Neither SPYY.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYY.DE and XDEV.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for SPYY.DE.
SPYY.DE tracks MSCI All Country World (ACWI), while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: State Street and DWS. Their fees differ too: 0.40% for SPYY.DE and 0.25% for XDEV.DE.
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