SPYY.DE vs. XG12.DE
SPYY.DE (SPDR MSCI ACWI UCITS ETF) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - SPYY.DE tracks the MSCI All Country World (ACWI) while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, SPYY.DE returned 17.99%/yr vs 12.73%/yr for XG12.DE. A 0.76 correlation means they provide meaningful diversification when combined. SPYY.DE charges 0.40%/yr vs 0.35%/yr for XG12.DE.
Performance
SPYY.DE vs. XG12.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 XG12.DE's 39.92% 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%
XG12.DE
- 1D
- -0.39%
- 1M
- 10.62%
- YTD
- 39.92%
- 6M
- 38.31%
- 1Y
- 54.12%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
SPYY.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPYY.DE SPDR MSCI ACWI UCITS ETF | 12.54% | 9.46% | 24.56% | 18.22% | -4.86% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between SPYY.DE and XG12.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.76 |
The correlation between SPYY.DE and XG12.DE has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
SPYY.DE vs. XG12.DE — Risk / Return Rank
SPYY.DE
XG12.DE
SPYY.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.59 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 7.95 | -3.85 |
| Martin ratioReturn relative to average drawdown | 16.60 | 25.46 | -8.85 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 3.33 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
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 | 0.39 | +0.43 |
Drawdowns
SPYY.DE vs. XG12.DE - Drawdown Comparison
The maximum SPYY.DE drawdown since its inception was -33.49%, roughly equal to the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and XG12.DE.
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Drawdown Indicators
| SPYY.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -32.01% | -1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -6.77% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.27% | -24.98% | +3.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.27% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -1.67% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -14.28% | +9.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.12% | -0.51% |
Volatility
SPYY.DE vs. XG12.DE - Volatility Comparison
The current volatility for SPDR MSCI ACWI UCITS ETF (SPYY.DE) is 3.05%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that SPYY.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 6.86% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 12.62% | -4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 16.18% | -4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 17.44% | -3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 17.44% | -2.37% |
SPYY.DE vs. XG12.DE - Expense Ratio Comparison
SPYY.DE has a 0.40% expense ratio, which is higher than XG12.DE's 0.35% expense ratio.
Dividends
SPYY.DE vs. XG12.DE - Dividend Comparison
Neither SPYY.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYY.DE and XG12.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XG12.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XG12.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for SPYY.DE.
SPYY.DE tracks MSCI All Country World (ACWI), while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.40% for SPYY.DE and 0.35% for XG12.DE.
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