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UETW.DE vs. SPPW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UETW.DE vs. SPPW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) and SPDR MSCI World UCITS ETF (SPPW.DE). The values are adjusted to include any dividend payments, if applicable.

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UETW.DE vs. SPPW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
-1.29%8.06%26.50%19.68%-13.72%32.17%5.50%12.54%
SPPW.DE
SPDR MSCI World UCITS ETF
-1.31%8.03%26.09%20.25%-13.28%32.66%5.27%12.68%

Returns By Period

The year-to-date returns for both stocks are quite close, with UETW.DE having a -1.29% return and SPPW.DE slightly lower at -1.31%.


UETW.DE

1D
2.04%
1M
-3.20%
YTD
-1.29%
6M
2.16%
1Y
12.31%
3Y*
15.21%
5Y*
10.78%
10Y*

SPPW.DE

1D
2.04%
1M
-3.14%
YTD
-1.31%
6M
2.21%
1Y
12.27%
3Y*
15.21%
5Y*
10.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UETW.DE vs. SPPW.DE - Expense Ratio Comparison

UETW.DE has a 0.10% expense ratio, which is lower than SPPW.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UETW.DE vs. SPPW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UETW.DE
UETW.DE Risk / Return Rank: 4747
Overall Rank
UETW.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 4040
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 6060
Martin Ratio Rank

SPPW.DE
SPPW.DE Risk / Return Rank: 4646
Overall Rank
SPPW.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPPW.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SPPW.DE Omega Ratio Rank: 4040
Omega Ratio Rank
SPPW.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPPW.DE Martin Ratio Rank: 6161
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.

UETW.DE vs. SPPW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) and SPDR MSCI World UCITS ETF (SPPW.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.


UETW.DESPPW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.76

+0.01

Sortino ratio

Return per unit of downside risk

1.13

1.10

+0.03

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.49

1.42

+0.07

Martin ratio

Return relative to average drawdown

6.37

6.29

+0.07

UETW.DE vs. SPPW.DE - Sharpe Ratio Comparison

The current UETW.DE Sharpe Ratio is 0.78, which is comparable to the SPPW.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of UETW.DE and SPPW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UETW.DESPPW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.76

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.77

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.76

-0.02

Correlation

The correlation between UETW.DE and SPPW.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UETW.DE vs. SPPW.DE - Dividend Comparison

Neither UETW.DE nor SPPW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UETW.DE vs. SPPW.DE - Drawdown Comparison

The maximum UETW.DE drawdown since its inception was -33.72%, roughly equal to the maximum SPPW.DE drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for UETW.DE and SPPW.DE.


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Drawdown Indicators


UETW.DESPPW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-33.69%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-13.19%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-21.62%

+0.32%

Current Drawdown

Current decline from peak

-4.03%

-3.99%

-0.04%

Average Drawdown

Average peak-to-trough decline

-4.73%

-4.52%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.97%

-0.02%

Volatility

UETW.DE vs. SPPW.DE - Volatility Comparison

UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) and SPDR MSCI World UCITS ETF (SPPW.DE) have volatilities of 4.32% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UETW.DESPPW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.38%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

8.39%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

16.07%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

14.09%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

16.19%

+0.04%