Data Source: from January 1970 to April 2024 (~54 years)
Consolidated Returns as of 30 April 2024
Consolidated Returns as of 30 April 2024
Category: Stocks
SPDR MSCI ACWI EUR Hedged (SPP1.DE) ETF
In the last 30 Years, the SPDR MSCI ACWI EUR Hedged (SPP1.DE) ETF obtained a 5.92% compound annual return, with a 15.55% standard deviation.
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The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: Global
- Country: Broad Global
Investment Returns as of Apr 30, 2024
The SPDR MSCI ACWI EUR Hedged (SPP1.DE) ETF guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
- the adjustment for actual currency exchange rates (simulation derived from original US returns)
SPDR MSCI ACWI EUR HEDGED (SPP1.DE) ETF
Consolidated returns as of 30 April 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Apr 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | May 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~54Y) |
|||
| SPDR MSCI ACWI EUR Hedged (SPP1.DE) ETF | n.a. | n.a. | -2.24 | 19.93 | 18.59 | 8.45 | 7.18 | 5.92 | 7.50 | |||
| Returns over 1 year are annualized | Available data source: since Jan 1970 | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Live update: World Markets and Indexes
Capital Growth as of Apr 30, 2024
An investment of 1€, since May 1994,
now would be worth 5.62€, with a total return of 461.64% (5.92% annualized).
The Inflation Adjusted Capital now would be 3.06€, with a net total return of 205.67% (3.79% annualized).
The Inflation Adjusted Capital now would be 3.06€, with a net total return of 205.67% (3.79% annualized).
An investment of 1€, since January 1970,
now would be worth 50.76€, with a total return of 4975.94% (7.50% annualized).
The Inflation Adjusted Capital now would be 11.03€, with a net total return of 1002.82% (4.52% annualized).
The Inflation Adjusted Capital now would be 11.03€, with a net total return of 1002.82% (4.52% annualized).
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Investment Metrics as of Apr 30, 2024
Metrics of SPDR MSCI ACWI EUR Hedged (SPP1.DE) ETF, updated as of 30 April 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the adjustment for actual currency exchange rates (simulation derived from original US returns)
SPDR MSCI ACWI EUR HEDGED (SPP1.DE) ETF
Advanced Metrics
Data Source: 1 January 1970 - 30 April 2024 (~54 years)
Swipe left to see all data
| Metrics as of Apr 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~54Y) |
|
| Investment Return (%) | -2.24 | 4.80 | 19.93 | 18.59 | 4.90 | 8.45 | 7.18 | 6.68 | 5.92 | 7.50 |
| Euro Inflation (%) | 0.00 | 1.39 | 0.63 | 1.79 | 5.36 | 3.58 | 2.24 | 2.08 | 2.05 | 2.85 |
| Pending updates, the monthly inflation after Mar 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -8.68 | -21.18 | -23.71 | -23.71 | -56.28 | -56.28 | -56.28 | |||
| Start to Recovery (# months) details | 5 | 26 | 9 | 9 | 71 | 71 | 71 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 03 | 2020 03 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 1 | 1 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 17 | 8 | 8 | 55 | 55 | 55 | |||
| End (yyyy mm) | 2023 12 | 2024 02 | 2020 11 | 2020 11 | 2013 09 | 2013 09 | 2013 09 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-21.18 | -21.18 |
same as deepest |
-48.72 | -48.72 | |||
| Start to Recovery (# months) details | 26 | 26 | 80 | 80 | ||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 2 | 17 | 17 | 17 | 55 | 50 | 50 | |||
| End (yyyy mm) | 2023 12 | 2024 02 | 2024 02 | 2024 02 | 2013 09 | 2006 11 | 2006 11 | |||
| Longest negative period (# months) details | 6 | 30 | 31 | 37 | 79 | 163 | 163 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 05 | 2021 04 | 2017 03 | 2005 03 | 1995 08 | 1995 08 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2020 03 | 2011 09 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -2.23 | -1.51 | -0.26 | -0.53 | -0.10 | -0.28 | -0.28 | |||
| Deepest Drawdown Depth (%) | -9.54 | -27.06 | -27.06 | -27.06 | -57.17 | -57.17 | -57.17 | |||
| Start to Recovery (# months) details | 5 | 28* | 28* | 28* | 76 | 76 | 76 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 19 | 19 | 19 | 60 | 60 | 60 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2014 02 | 2014 02 | 2014 02 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-51.69 | -49.75 | |||
| Start to Recovery (# months) details | 94 | 95 | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 01 | 1973 01 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 33 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 1974 09 | |||
| Bottom to End (# months) | 2 | 19 | 19 | 19 | 60 | 61 | 74 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2014 02 | 2007 10 | 1980 11 | |||
| Longest negative period (# months) details | 6 | 36* | 45 | 69 | 105 | 194 | 260 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 05 | 2020 02 | 2018 02 | 2007 06 | 2000 01 | 1987 07 | |||
| Period End (yyyy mm) | 2023 10 | 2024 04 | 2023 10 | 2023 10 | 2016 02 | 2016 02 | 2009 02 | |||
| Annualized Return (%) | -4.44 | -0.44 | -1.08 | -0.25 | -0.16 | -0.37 | -0.15 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 12.34 | 13.53 | 17.66 | 14.75 | 15.99 | 15.55 | 15.84 | |||
| Sharpe Ratio | 1.08 | 0.17 | 0.37 | 0.40 | 0.33 | 0.23 | 0.22 | |||
| Sortino Ratio | 1.50 | 0.23 | 0.45 | 0.50 | 0.43 | 0.30 | 0.30 | |||
| Ulcer Index | 2.98 | 9.74 | 8.69 | 7.37 | 14.83 | 17.61 | 15.01 | |||
| Ratio: Return / Standard Deviation | 1.51 | 0.36 | 0.48 | 0.49 | 0.42 | 0.38 | 0.47 | |||
| Ratio: Return / Deepest Drawdown | 2.14 | 0.23 | 0.36 | 0.30 | 0.12 | 0.11 | 0.13 | |||
| % Positive Months details | 58% | 55% | 65% | 65% | 62% | 61% | 59% | |||
| Positive Months | 7 | 20 | 39 | 79 | 151 | 223 | 389 | |||
| Negative Months | 5 | 16 | 21 | 41 | 89 | 137 | 263 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 7.18 | 12.66 | 12.66 | 17.17 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.87 | -4.32 | -4.32 | |||||||
| Best 10 Years Return (%) - Annualized | 4.82 | 11.27 | 11.27 | 13.63 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.41 | -6.29 | -6.29 | |||||||
|
ROLLING PERIODS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 60.20 | 24.61 | 20.52 | 12.66 | 7.53 | 5.92 | ||||
| Worst Rolling Return (%) - Annualized | -49.53 | -19.41 | -7.67 | -4.32 | 2.01 | |||||
| % Positive Periods | 70% | 78% | 76% | 90% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 65.95 | 22.19 | 13.26 | 7.00 | 4.03 | 5.22 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 0.27 | 3.51 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 58.84 | 22.17 | 18.49 | 11.27 | 5.35 | 3.79 | ||||
| Worst Rolling Return (%) - Annualized | -50.12 | -21.27 | -9.47 | -6.29 | 0.35 | |||||
| % Positive Periods | 69% | 73% | 66% | 87% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 65.95 | 22.19 | 13.26 | 7.00 | 4.03 | 5.22 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 0.27 | 3.51 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Over all the available data source (Jan 1970 - Apr 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 60.20 | 44.36 | 33.35 | 17.17 | 13.17 | 11.05 | ||||
| Worst Rolling Return (%) - Annualized | -49.53 | -19.41 | -7.67 | -4.32 | 2.01 | 5.19 | ||||
| % Positive Periods | 73% | 83% | 86% | 95% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 65.95 | 22.19 | 13.26 | 7.00 | 4.03 | 4.34 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 2.59 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 58.84 | 43.29 | 31.41 | 13.63 | 10.30 | 7.39 | ||||
| Worst Rolling Return (%) - Annualized | -50.12 | -21.27 | -9.47 | -6.29 | -0.21 | 3.08 | ||||
| % Positive Periods | 68% | 71% | 74% | 90% | 99% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 65.95 | 22.19 | 13.26 | 7.00 | 4.03 | 4.34 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 2.59 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
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Correlations as of Apr 30, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of SPDR MSCI ACWI EUR Hedged (SPP1.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
SPDR MSCI ACWI EUR HEDGED (SPP1.DE) ETF
Monthly correlations as of 30 April 2024
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| Correlation vs SPP1.DE | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.98
|
0.89
|
0.91
|
0.93
|
0.92
|
|
SPY
|
US Large Cap |
0.98
|
0.87
|
0.90
|
0.93
|
0.91
|
|
IJR
|
US Small Cap |
0.89
|
0.85
|
0.82
|
0.81
|
0.80
|
|
VNQ
|
US REITs |
0.89
|
0.81
|
0.71
|
0.62
|
0.61
|
|
QQQ
|
US Technology |
0.84
|
0.78
|
0.81
|
0.76
|
0.74
|
|
PFF
|
Preferred Stocks |
0.89
|
0.78
|
0.72
|
0.50
|
0.49
|
|
EFA
|
EAFE Stocks |
0.95
|
0.79
|
0.83
|
0.91
|
0.91
|
|
VT
|
World All Countries |
0.98
|
0.88
|
0.92
|
0.97
|
0.98
|
|
EEM
|
Emerging Markets |
0.83
|
0.72
|
0.74
|
0.83
|
0.80
|
|
VGK
|
Europe |
0.93
|
0.79
|
0.81
|
0.90
|
0.89
|
|
VPL
|
Pacific |
0.95
|
0.76
|
0.80
|
0.80
|
0.79
|
|
FLLA
|
Latin America |
0.86
|
0.69
|
0.62
|
0.73
|
0.72
|
|
BND
|
US Total Bond Market |
0.79
|
0.48
|
0.36
|
0.14
|
0.16
|
|
TLT
|
Long Term Treasuries |
0.84
|
0.13
|
0.04
|
-0.15
|
-0.13
|
|
BIL
|
US Cash |
0.19
|
-0.06
|
-0.03
|
-0.05
|
-0.05
|
|
TIP
|
TIPS |
0.76
|
0.56
|
0.47
|
0.19
|
0.21
|
|
LQD
|
Invest. Grade Bonds |
0.83
|
0.64
|
0.56
|
0.33
|
0.34
|
|
HYG
|
High Yield Bonds |
0.89
|
0.83
|
0.81
|
0.71
|
0.70
|
|
CWB
|
US Convertible Bonds |
0.91
|
0.84
|
0.86
|
0.85
|
0.84
|
|
BNDX
|
International Bonds |
0.69
|
0.54
|
0.41
|
0.17
|
0.18
|
|
EMB
|
Emerg. Market Bonds |
0.92
|
0.80
|
0.72
|
0.60
|
0.60
|
|
GLD
|
Gold |
0.09
|
0.22
|
0.12
|
0.13
|
0.13
|
|
DBC
|
Commodities |
0.08
|
0.45
|
0.43
|
0.39
|
0.39
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
SPDR MSCI ACWI EUR HEDGED (SPP1.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1970 - 30 April 2024 (~54 years)
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Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
SPDR MSCI ACWI EUR HEDGED (SPP1.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1970 - 30 April 2024 (~54 years)
If you need a deeper detail about rolling returns, please refer to the SPDR MSCI ACWI EUR Hedged (SPP1.DE) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in SPDR MSCI ACWI EUR Hedged (SPP1.DE) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the SPDR MSCI ACWI EUR Hedged (SPP1.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
SPDR MSCI ACWI EUR HEDGED (SPP1.DE) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1970 - 30 April 2024 (~54 years)
223 Positive Months (62%) - 137 Negative Months (38%)
389 Positive Months (60%) - 263 Negative Months (40%)
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(Scroll down to see all data)
Investment Returns, up to September 2019, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.
You can find additional information on extended Data Sources here.
Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.
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