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DXSK.DE vs. SPYC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSK.DE vs. SPYC.DE - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with DXSK.DE having a -1.77% return and SPYC.DE slightly higher at -1.74%. Over the past 10 years, DXSK.DE has underperformed SPYC.DE with an annualized return of 1.68%, while SPYC.DE has yielded a comparatively higher 2.96% annualized return.


DXSK.DE

1D
-0.60%
1M
-3.00%
YTD
-1.77%
6M
-1.94%
1Y
-8.43%
3Y*
-5.20%
5Y*
-2.86%
10Y*
1.68%

SPYC.DE

1D
-0.47%
1M
-2.57%
YTD
-1.74%
6M
-1.39%
1Y
-4.36%
3Y*
-0.28%
5Y*
0.74%
10Y*
2.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSK.DE vs. SPYC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSK.DE
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C
-1.77%-1.90%-8.81%1.36%-10.89%20.71%-6.08%29.68%-7.36%12.63%
SPYC.DE
SPDR MSCI Europe Consumer Staples UCITS ETF
-1.74%7.08%-2.32%0.74%-8.67%20.59%-3.72%25.93%-8.92%8.62%

Correlation

The correlation between DXSK.DE and SPYC.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.92

The correlation between DXSK.DE and SPYC.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

DXSK.DE vs. SPYC.DE — Risk / Return Rank

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

DXSK.DE
DXSK.DE Risk / Return Rank: 44
Overall Rank
DXSK.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DXSK.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
DXSK.DE Omega Ratio Rank: 44
Omega Ratio Rank
DXSK.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
DXSK.DE Martin Ratio Rank: 33
Martin Ratio Rank

SPYC.DE
SPYC.DE Risk / Return Rank: 66
Overall Rank
SPYC.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SPYC.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
SPYC.DE Omega Ratio Rank: 55
Omega Ratio Rank
SPYC.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
SPYC.DE Martin Ratio Rank: 66
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.

DXSK.DE vs. SPYC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.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.


DXSK.DESPYC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

0.91

0.95

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.37

-0.18

Martin ratioReturn relative to average drawdown

-1.17

-0.79

-0.38

DXSK.DE vs. SPYC.DE - Sharpe Ratio Comparison

The current DXSK.DE Sharpe Ratio is -0.61, which is lower than the SPYC.DE Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of DXSK.DE and SPYC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DXSK.DESPYC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

-0.36

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.06

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.22

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.32

+0.06

Drawdowns

DXSK.DE vs. SPYC.DE - Drawdown Comparison

The maximum DXSK.DE drawdown since its inception was -39.67%, which is greater than SPYC.DE's maximum drawdown of -24.80%. Use the drawdown chart below to compare losses from any high point for DXSK.DE and SPYC.DE.


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Drawdown Indicators


DXSK.DESPYC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.67%

-24.80%

-14.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.96%

-12.47%

-4.49%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-12.47%

-7.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-15.06%

-9.44%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

-24.80%

-4.90%

Current Drawdown

Current decline from peak

-21.72%

-11.20%

-10.52%

Average Drawdown

Average peak-to-trough decline

-7.96%

-5.99%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.08%

5.89%

+2.19%

Volatility

DXSK.DE vs. SPYC.DE - Volatility Comparison

Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) has a higher volatility of 5.14% compared to SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) at 4.54%. This indicates that DXSK.DE's price experiences larger fluctuations and is considered to be riskier than SPYC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSK.DESPYC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

4.54%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

10.59%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

12.98%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

12.45%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

13.38%

+1.01%

DXSK.DE vs. SPYC.DE - Expense Ratio Comparison

DXSK.DE has a 0.17% expense ratio, which is lower than SPYC.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%.


Dividends

DXSK.DE vs. SPYC.DE - Dividend Comparison

Neither DXSK.DE nor SPYC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXSK.DE and SPYC.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSK.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSK.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for SPYC.DE.

DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35, while SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.17% for DXSK.DE and 0.18% for SPYC.DE.

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