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

10-Year Study

SPYY.XETRA · · DE · ETF

Executive Summary: SSgA SPDR ETFs Europe I Public Limited Company - SPDR MSCI ACWI UCITS ETF has compounded at 11.5% annually over the last 10 years, with a maximum drawdown of 19.2% and an annualized volatility of 12.6%.

1Y CAGR
+20.2%
3Y CAGR
+16.5%
5Y CAGR
+11.1%
10Y CAGR
+11.5%

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 →
19.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.8%
% 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.
20261.21.7-5.37.1————————4.3%
20254.3-2.2-7.3-4.06.11.14.8-0.33.04.6-0.50.59.5%
20242.83.73.5-1.71.05.00.0-0.41.81.16.6-1.124.6%
20235.1-0.00.2-0.12.33.82.5-1.1-1.6-3.55.84.018.2%
2022-4.9-2.04.0-2.4-3.2-6.09.2-1.7-6.03.61.4-5.6-13.8%
20211.12.85.61.5-0.24.60.72.8-1.94.70.43.829.1%
2020-0.6-8.3-11.49.32.02.4-0.15.4-0.8-2.39.22.25.1%
20198.23.42.43.4-4.93.93.4-2.03.30.04.12.130.2%
20181.4-1.9-3.73.83.1-0.22.31.30.7-5.30.9-7.8-6.0%
2017-0.55.10.5-0.8-1.1-1.0-0.5-0.62.63.6-0.31.68.8%
2016———0.43.6-0.44.10.40.20.64.82.617.3%

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 12.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 54.8% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110035.676061362827
2016-05-0110393.62587703651
2016-06-0110350.814603401117
2016-07-0110771.792127482458
2016-08-0110813.414199072422
2016-09-0110833.630633844688
2016-10-0110900.225948388632
2016-11-0111427.04245451302
2016-12-0111727.910572006183
2017-01-0111663.693661553096
2017-02-0112258.294684266857
2017-03-0112323.700796765368
2017-04-0112230.943037222021
2017-05-0112100.130812224996
2017-06-0111983.5890117731
2017-07-0111927.696515638007
2017-08-0111852.776786776074
2017-09-0112159.590914496372
2017-10-0112598.406469259127
2017-11-0112561.541205850872
2017-12-0112760.13794743727
2018-01-0112936.139850160542
2018-02-0112686.407420620764
2018-03-0112222.61862290403
2018-04-0112684.029016529907
2018-05-0113074.087287430133
2018-06-0113044.357236294445
2018-07-0113342.846949696754
2018-08-0113516.47044832917
2018-09-0113613.985016054228
2018-10-0112895.706980616007
2018-11-0113012.248781067903
2018-12-0111991.913426091092
2019-01-0112969.437507432513
2019-02-0113407.06386014984
2019-03-0113730.526816506122
2019-04-0114203.829230586276
2019-05-0113511.71364014746
2019-06-0114034.962540135568
2019-07-0114505.886550124867
2019-08-0114208.586038767988
2019-09-0114674.753240575574
2019-10-0114679.510048757284
2019-11-0115288.381496016173
2019-12-0115614.222856463313
2020-01-0115523.84350101082
2020-02-0114239.5052919491
2020-03-0112622.190510167677
2020-04-0113801.878939231776
2020-05-0114082.530621952668
2020-06-0114425.020811035794
2020-07-0114413.128790581519
2020-08-0115186.110120109406
2020-09-0115057.676299203235
2020-10-0114717.564514210964
2020-11-0116066.119633725768
2020-12-0116413.366630990608
2021-01-0116601.26055416815
2021-02-0117069.806160066593
2021-03-0118028.303008681174
2021-04-0118306.576287311214
2021-05-0118275.6570341301
2021-06-0119115.233678201927
2021-07-0119253.181115471518
2021-08-0119800.21405636818
2021-09-0119419.669401831372
2021-10-0120328.219764537993
2021-11-0120409.085503627066
2021-12-0121191.58044951837
2022-01-0120154.596265905577
2022-02-0119755.02437864193
2022-03-0120549.411344987515
2022-04-0120057.08169818052
2022-05-0119407.777381377095
2022-06-0118237.60256867642
2022-07-0119923.891069092635
2022-08-0119593.292900463788
2022-09-0118415.982875490547
2022-10-0119072.422404566532
2022-11-0119343.560470924007
2022-12-0118263.765013675824
2023-01-0119193.721013200142
2023-02-0119186.58580092758
2023-03-0119217.505054108693
2023-04-0119198.477821381854
2023-05-0119638.482578190033
2023-06-0120375.787846355095
2023-07-0120894.27993816149
2023-08-0120668.331549530267
2023-09-0120332.976572719705
2023-10-0119624.212153644905
2023-11-0120765.84611725532
2023-12-0121591.15233678202
2024-01-0122197.645379950052
2024-02-0123027.70840765846
2024-03-0123837.5550005946
2024-04-0123434.415507194673
2024-05-0123669.87751218932
2024-06-0124860.268759662264
2024-07-0124866.214769889404
2024-08-0124771.078606255203
2024-09-0125228.921393744797
2024-10-0125496.49185396599
2024-11-0127191.1047687002
2024-12-0126893.80425734332
2025-01-0128053.276251635154
2025-02-0127440.83719823998
2025-03-0125431.085741467472
2025-04-0124420.26400285408
2025-05-0125918.658580092753
2025-06-0126210.0130812225
2025-07-0127458.675228921395
2025-08-0127363.53906528719
2025-09-0128178.14246640504
2025-10-0129462.48067546676
2025-11-0129301.938399334045
2025-12-0129438.69663455821
2026-01-0129777.619217505053
2026-02-0130277.084076584608
2026-03-0128659.769294803187
2026-04-0130693.304792484243
Annual Return Matrix
YearAnnual Return
20170.08801460150070972
2018-0.060205032618825705
20190.30206267354224514
20200.051180502665651106
20210.2911172293870452
2022-0.13815937149270474
20230.18218518036202624
20240.24559374311522353
20250.09462745965067443
20260.04261765299939402
Total Factor Risk
0.12622862246814517
VTI.US Exposure
0.5478389727103683
VEA.US Exposure
0.14888833527462608
VWO.US Exposure
0.04340194170404197
QQQ.US Exposure
-0.017553183444142504
VTV.US Exposure
0.0025698762687719977
IJR.US Exposure
-0.0012240602566869025
QUAL.US Exposure
-0.018455732761803994
SHV.US Exposure
0.045035805349199654
TLT.US Exposure
0.011290138078028812
LQD.US Exposure
0.0023770573851875964
HYG.US Exposure
-0.03192385540199473
GLD.US Exposure
0.0002667356426294972
USO.US Exposure
-0.0005939595587465227
VNQ.US Exposure
-0.0044380396284753225
BTC-USD.CC Exposure
-0.0014775587409751564
CPER.US Exposure
0.0008222081017833659
VIX.INDX Exposure
0.006226558790999462
UUP.US Exposure
0.21826367210344805
TIP.US Exposure
0.020902928657968455
Idiosyncratic Exposure
0.02778215972577177
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.6%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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
0.0/ 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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+3.1%
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 →
+6.8%
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 →
0.0% 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

Frequently Asked Questions & Methodology

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

SSgA SPDR ETFs Europe I Public Limited Company - SPDR MSCI ACWI UCITS ETF (SPYY.XETRA) has an annualized volatility of 12.6% and experienced a maximum drawdown of 19.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, SPYY.XETRA has generated a Compound Annual Growth Rate (CAGR) of 11.5%. 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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