DXSK.DE vs. SPYC.DE
DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds - DXSK.DE tracks the MSCI Europe Consumer Staples ESG Screened 20-35 while SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped. Both are passively managed. Over the past 10 years, DXSK.DE returned 1.68%/yr vs 2.96%/yr for SPYC.DE. Their correlation of 0.92 suggests significant overlap in exposure. DXSK.DE charges 0.17%/yr vs 0.18%/yr for SPYC.DE.
Performance
DXSK.DE vs. SPYC.DE - Performance Comparison
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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%
DXSK.DE vs. SPYC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
DXSK.DE
SPYC.DE
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.DE | SPYC.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXSK.DE | SPYC.DE | Difference | |
|---|---|---|---|
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.DE | SPYC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -21.72% | -11.20% | -10.52% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -5.99% | -1.97% |
Ulcer IndexDepth 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.DE | SPYC.DE | Difference | |
|---|---|---|---|
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.
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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