SSgA SPDR ETFs Europe I Public Limited Company - SPDR MSCI ACWI IMI UCITS ETF

10-Year Study

SPYI.XETRA · · DE · ETF

Executive Summary: SSgA SPDR ETFs Europe I Public Limited Company - SPDR MSCI ACWI IMI UCITS ETF has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 19.9% and an annualized volatility of 16.1%.

1Y CAGR
+22.6%
3Y CAGR
+16.4%
5Y CAGR
+11.2%
10Y CAGR
+11.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
19.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.51.9-5.38.66.0-0.4——————12.3%
20254.3-2.4-7.4-4.26.11.14.80.02.74.3-0.40.69.1%
20242.53.53.8-1.80.94.60.4-0.61.70.86.8-1.522.9%
20235.30.1-0.2-0.42.13.92.4-0.9-1.6-3.85.64.417.5%
2022-4.5-1.94.0-2.3-3.1-6.39.1-1.5-6.14.01.6-5.5-12.9%
20211.22.85.81.4-0.34.10.82.9-2.04.90.03.427.7%
2020-0.7-8.2-12.110.01.62.1-0.05.5-0.8-2.39.82.85.4%
20198.23.62.23.4-5.23.83.6-2.13.00.14.22.329.6%
20181.3-1.8-3.63.63.4-0.32.21.50.5-5.40.7-8.3-6.7%
20170.64.00.5-0.5-1.5-0.7-0.7-0.72.63.5-0.41.68.5%
2016—————-0.43.90.70.50.65.02.413.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.4% of variance. Idiosyncratic stock-specific factors contribute 2.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019955.995599559956
2016-07-0110339.93399339934
2016-08-0110415.841584158416
2016-09-0110464.246424642464
2016-10-0110525.852585258526
2016-11-0111050.605060506048
2016-12-0111319.031903190318
2017-01-0111381.738173817383
2017-02-0111833.883388338834
2017-03-0111894.389438943894
2017-04-0111839.38393839384
2017-05-0111660.06600660066
2017-06-0111584.158415841583
2017-07-0111498.349834983497
2017-08-0111423.542354235424
2017-09-0111724.972497249726
2017-10-0112130.91309130913
2017-11-0112088.008800880089
2017-12-0112276.127612761275
2018-01-0112440.044004400439
2018-02-0112220.02200220022
2018-03-0111779.97799779978
2018-04-0112200.220022002199
2018-05-0112611.661166116612
2018-06-0112577.557755775577
2018-07-0112858.08580858086
2018-08-0113049.504950495048
2018-09-0113115.511551155114
2018-10-0112407.040704070407
2018-11-0112490.649064906489
2018-12-0111452.145214521452
2019-01-0112387.238723872384
2019-02-0112827.282728272827
2019-03-0113108.91089108911
2019-04-0113551.15511551155
2019-05-0112840.484048404842
2019-06-0113322.332233223322
2019-07-0113797.579757975798
2019-08-0113502.750275027502
2019-09-0113911.991199119911
2019-10-0113922.992299229923
2019-11-0114512.651265126511
2019-12-0114847.084708470846
2020-01-0114743.674367436743
2020-02-0113529.152915291528
2020-03-0111889.98899889989
2020-04-0113078.107810781079
2020-05-0113284.928492849283
2020-06-0113566.556655665567
2020-07-0113559.95599559956
2020-08-0114310.23102310231
2020-09-0114191.419141914192
2020-10-0113867.986798679867
2020-11-0115221.12211221122
2020-12-0115647.964796479648
2021-01-0115834.983498349835
2021-02-0116283.828382838283
2021-03-0117223.322332233223
2021-04-0117456.545654565456
2021-05-0117410.34103410341
2021-06-0118132.013201320133
2021-07-0118268.42684268427
2021-08-0118796.479647964796
2021-09-0118415.841584158414
2021-10-0119324.532453245323
2021-11-0119333.333333333332
2021-12-0119988.998899889986
2022-01-0119095.709570957097
2022-02-0118737.07370737074
2022-03-0119482.94829482948
2022-04-0119042.904290429044
2022-05-0118446.644664466447
2022-06-0117293.729372937294
2022-07-0118860.28602860286
2022-08-0118580.85808580858
2022-09-0117438.94389438944
2022-10-0118143.014301430143
2022-11-0118426.842684268428
2022-12-0117410.34103410341
2023-01-0118330.033003300327
2023-02-0118341.03410341034
2023-03-0118305.830583058305
2023-04-0118239.823982398237
2023-05-0118627.062706270626
2023-06-0119344.334433443346
2023-07-0119801.980198019803
2023-08-0119621.562156215623
2023-09-0119302.5302530253
2023-10-0118561.05610561056
2023-11-0119603.960396039605
2023-12-0120464.246424642464
2024-01-0120979.097909790977
2024-02-0121709.570957095708
2024-03-0122530.25302530253
2024-04-0122117.711771177117
2024-05-0122326.73267326733
2024-06-0123355.335533553356
2024-07-0123459.845984598458
2024-08-0123322.332233223322
2024-09-0123718.371837183717
2024-10-0123899.889988998897
2024-11-0125528.052805280524
2024-12-0125154.015401540157
2025-01-0126243.124312431242
2025-02-0125621.562156215623
2025-03-0123718.371837183717
2025-04-0122733.773377337733
2025-05-0124130.91309130913
2025-06-0124394.939493949394
2025-07-0125566.55665566556
2025-08-0125566.55665566556
2025-09-0126248.624862486246
2025-10-0127387.238723872386
2025-11-0127288.228822882287
2025-12-0127442.244224422437
2026-01-0127843.784378437846
2026-02-0128377.337733773373
2026-03-0126859.18591859186
2026-04-0129174.917491749176
2026-05-0130935.09350935093
2026-06-0130814.081408140813
Annual Return Matrix
YearAnnual Return
20170.08455632228593646
2018-0.06712070974101625
20190.296445725264169
20200.0539419087136932
20210.277418447694038
2022-0.1290038525041276
20230.17540755718438028
20240.2291689065691862
20250.09096872949923451
20260.12287031469232312
Total Factor Risk
0.16131577255320734
VTI.US Exposure
0.203113486043179
VEA.US Exposure
0.1270786798736148
VWO.US Exposure
0.05439797908497122
QQQ.US Exposure
0.0538002194709734
VTV.US Exposure
0.08301349115674518
IJR.US Exposure
0.004531242042630684
QUAL.US Exposure
0.005637415517519721
SHV.US Exposure
0.31371835759133676
TLT.US Exposure
0.007224639483128727
LQD.US Exposure
-0.01117843226188918
HYG.US Exposure
0.0049486458078218274
GLD.US Exposure
-0.000344698749934448
USO.US Exposure
0.0001475774136872449
VNQ.US Exposure
-0.014345133433733469
BTC-USD.CC Exposure
0.0021081697121542414
CPER.US Exposure
-0.0012607159344393288
VIX.INDX Exposure
-0.0042727630535215775
UUP.US Exposure
0.145146235344468
TIP.US Exposure
0.006305789691331286
Idiosyncratic Exposure
0.02022981519995594
Value Score
31.3
Growth Score
50
Profit Score
75
Health Score
21.6
Yield Score
32.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →17.8x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued17.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.73%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$164.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.08
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
70
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+8.2%
50.0% retracement+11.5%
61.8% retracement+15.1%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is SSgA SPDR ETFs Europe I Public Limited Company - SPDR MSCI ACWI IMI UCITS ETF a high-risk investment?

SSgA SPDR ETFs Europe I Public Limited Company - SPDR MSCI ACWI IMI UCITS ETF (SPYI.XETRA) has an annualized volatility of 16.1% and experienced a maximum drawdown of 19.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of SPYI.XETRA?

Over the past 10 years, SPYI.XETRA has generated a Compound Annual Growth Rate (CAGR) of 11.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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