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DXSC.DE vs. SPYP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXSC.DE vs. SPYP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and SPDR MSCI Europe Materials UCITS ETF (SPYP.DE). The values are adjusted to include any dividend payments, if applicable.

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DXSC.DE vs. SPYP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSC.DE
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C
-0.01%8.23%-1.25%18.77%-13.04%26.49%13.22%22.28%-12.90%22.38%
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
7.94%13.01%-3.09%12.36%-9.22%24.42%9.86%27.43%-14.57%18.99%

Returns By Period

In the year-to-date period, DXSC.DE achieves a -0.01% return, which is significantly lower than SPYP.DE's 7.94% return. Over the past 10 years, DXSC.DE has outperformed SPYP.DE with an annualized return of 12.21%, while SPYP.DE has yielded a comparatively lower 10.77% annualized return.


DXSC.DE

1D
2.42%
1M
-4.16%
YTD
-0.01%
6M
3.29%
1Y
3.54%
3Y*
6.37%
5Y*
3.88%
10Y*
12.21%

SPYP.DE

1D
1.97%
1M
-1.83%
YTD
7.94%
6M
15.77%
1Y
19.22%
3Y*
8.85%
5Y*
6.23%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXSC.DE vs. SPYP.DE - Expense Ratio Comparison

DXSC.DE has a 0.17% expense ratio, which is lower than SPYP.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DXSC.DE vs. SPYP.DE — Risk / Return Rank

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

DXSC.DE
DXSC.DE Risk / Return Rank: 1616
Overall Rank
DXSC.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DXSC.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
DXSC.DE Omega Ratio Rank: 1515
Omega Ratio Rank
DXSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
DXSC.DE Martin Ratio Rank: 1616
Martin Ratio Rank

SPYP.DE
SPYP.DE Risk / Return Rank: 5252
Overall Rank
SPYP.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPYP.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPYP.DE Omega Ratio Rank: 4848
Omega Ratio Rank
SPYP.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPYP.DE Martin Ratio Rank: 5151
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.

DXSC.DE vs. SPYP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and SPDR MSCI Europe Materials UCITS ETF (SPYP.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.


DXSC.DESPYP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.21

1.09

-0.88

Sortino ratio

Return per unit of downside risk

0.39

1.52

-1.13

Omega ratio

Gain probability vs. loss probability

1.05

1.20

-0.15

Calmar ratio

Return relative to maximum drawdown

0.26

1.50

-1.24

Martin ratio

Return relative to average drawdown

0.75

5.67

-4.92

DXSC.DE vs. SPYP.DE - Sharpe Ratio Comparison

The current DXSC.DE Sharpe Ratio is 0.21, which is lower than the SPYP.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of DXSC.DE and SPYP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DXSC.DESPYP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.09

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.35

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.55

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.39

-0.33

Correlation

The correlation between DXSC.DE and SPYP.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DXSC.DE vs. SPYP.DE - Dividend Comparison

Neither DXSC.DE nor SPYP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DXSC.DE vs. SPYP.DE - Drawdown Comparison

The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than SPYP.DE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and SPYP.DE.


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Drawdown Indicators


DXSC.DESPYP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.82%

-36.99%

-36.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-13.07%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-25.76%

-22.63%

-3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-44.96%

-35.40%

-9.56%

Current Drawdown

Current decline from peak

-7.49%

-5.04%

-2.45%

Average Drawdown

Average peak-to-trough decline

-30.43%

-7.67%

-22.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.04%

3.45%

+1.59%

Volatility

DXSC.DE vs. SPYP.DE - Volatility Comparison

Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) have volatilities of 7.81% and 7.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSC.DESPYP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

7.85%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

12.78%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

17.59%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

17.78%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.24%

19.34%

+4.90%