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WQDA.AS vs. SPYL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WQDA.AS vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WQDA.AS is traded in USD, while SPYL.DE is traded in EUR. To make them comparable, the SPYL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WQDA.AS achieves a 14.14% return, which is significantly higher than SPYL.DE's 10.18% return.


WQDA.AS

1D
-0.46%
1M
7.20%
YTD
14.14%
6M
16.12%
1Y
31.46%
3Y*
19.49%
5Y*
11.88%
10Y*

SPYL.DE

1D
-0.57%
1M
5.39%
YTD
10.18%
6M
11.04%
1Y
28.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WQDA.AS vs. SPYL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WQDA.AS
iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc
14.14%24.48%10.10%13.58%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
10.18%18.21%24.76%14.39%

Correlation

The correlation between WQDA.AS and SPYL.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2023

0.72

The correlation between WQDA.AS and SPYL.DE has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.

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Return for Risk

WQDA.AS vs. SPYL.DE — Risk / Return Rank

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

WQDA.AS
WQDA.AS Risk / Return Rank: 8181
Overall Rank
WQDA.AS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WQDA.AS Sortino Ratio Rank: 8585
Sortino Ratio Rank
WQDA.AS Omega Ratio Rank: 7979
Omega Ratio Rank
WQDA.AS Calmar Ratio Rank: 8080
Calmar Ratio Rank
WQDA.AS Martin Ratio Rank: 7878
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 6767
Overall Rank
SPYL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 6767
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 6868
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.

WQDA.AS vs. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.


WQDA.ASSPYL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.47

1.43

+0.04

Calmar ratioReturn relative to maximum drawdown

4.11

3.28

+0.83

Martin ratioReturn relative to average drawdown

14.92

14.00

+0.92

WQDA.AS vs. SPYL.DE - Sharpe Ratio Comparison

The current WQDA.AS Sharpe Ratio is 2.60, which is comparable to the SPYL.DE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of WQDA.AS and SPYL.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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Sharpe Ratios by Period


WQDA.ASSPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.45

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.90

-0.84

Drawdowns

WQDA.AS vs. SPYL.DE - Drawdown Comparison

The maximum WQDA.AS drawdown since its inception was -21.23%, which is greater than SPYL.DE's maximum drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for WQDA.AS and SPYL.DE.


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Drawdown Indicators


WQDA.ASSPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.23%

-19.42%

-1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-8.60%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

Current Drawdown

Current decline from peak

-0.46%

-0.57%

+0.11%

Average Drawdown

Average peak-to-trough decline

-3.49%

-1.79%

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.02%

+0.07%

Volatility

WQDA.AS vs. SPYL.DE - Volatility Comparison

iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) has a higher volatility of 4.03% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 3.01%. This indicates that WQDA.AS's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WQDA.ASSPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

3.01%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

8.13%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

11.56%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

14.20%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.49%

14.20%

+0.29%

WQDA.AS vs. SPYL.DE - Expense Ratio Comparison

WQDA.AS has a 0.38% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.


Dividends

WQDA.AS vs. SPYL.DE - Dividend Comparison

Neither WQDA.AS nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WQDA.AS and SPYL.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.38% for WQDA.AS.

WQDA.AS is categorized as Dividend, while SPYL.DE is S&P 500. WQDA.AS tracks MSCI World High Dividend Yield Advanced Select Index, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.38% for WQDA.AS and 0.03% for SPYL.DE.

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