WQDA.AS vs. SPYL.DE
WQDA.AS (iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - WQDA.AS is a Dividend fund tracking the MSCI World High Dividend Yield Advanced Select Index, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, WQDA.AS returned 31.46% vs 28.33% for SPYL.DE. A 0.72 correlation means they provide meaningful diversification when combined. WQDA.AS charges 0.38%/yr vs 0.03%/yr for SPYL.DE.
Performance
WQDA.AS vs. SPYL.DE - Performance Comparison
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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*
- —
WQDA.AS vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
WQDA.AS
SPYL.DE
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.AS | SPYL.DE | Difference | |
|---|---|---|---|
| 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 |
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
| WQDA.AS | SPYL.DE | Difference | |
|---|---|---|---|
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.AS | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.46% | -0.57% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -1.79% | -1.70% |
Ulcer IndexDepth 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.AS | SPYL.DE | Difference | |
|---|---|---|---|
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.
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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