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E6BR.DE vs. SPYP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

E6BR.DE vs. SPYP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.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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Returns By Period

In the year-to-date period, E6BR.DE achieves a 32.12% return, which is significantly higher than SPYP.DE's 17.42% return. Over the past 10 years, E6BR.DE has outperformed SPYP.DE with an annualized return of 15.56%, while SPYP.DE has yielded a comparatively lower 11.05% annualized return.


E6BR.DE

1D
-1.00%
1M
5.50%
YTD
32.12%
6M
41.45%
1Y
78.43%
3Y*
18.05%
5Y*
10.65%
10Y*
15.56%

SPYP.DE

1D
-0.40%
1M
3.26%
YTD
17.42%
6M
21.57%
1Y
25.17%
3Y*
12.38%
5Y*
6.68%
10Y*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

E6BR.DE vs. SPYP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
32.12%33.08%-9.05%-6.66%9.00%27.01%12.86%22.79%-12.99%21.27%
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
17.42%13.01%-3.09%12.36%-9.22%24.42%9.86%27.43%-14.57%18.99%

Correlation

The correlation between E6BR.DE and SPYP.DE is 0.88, 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

0.88

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

0.87

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

0.87

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

0.88

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

0.88

The correlation between E6BR.DE and SPYP.DE has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

E6BR.DE vs. SPYP.DE — Risk / Return Rank

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

E6BR.DE
E6BR.DE Risk / Return Rank: 8686
Overall Rank
E6BR.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
E6BR.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
E6BR.DE Omega Ratio Rank: 8282
Omega Ratio Rank
E6BR.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
E6BR.DE Martin Ratio Rank: 8787
Martin Ratio Rank

SPYP.DE
SPYP.DE Risk / Return Rank: 4444
Overall Rank
SPYP.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPYP.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPYP.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SPYP.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPYP.DE Martin Ratio Rank: 4949
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.

E6BR.DE vs. SPYP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.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.


E6BR.DESPYP.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+1.74

Omega ratioGain probability vs. loss probability

1.49

1.26

+0.22

Calmar ratioReturn relative to maximum drawdown

4.66

1.98

+2.68

Martin ratioReturn relative to average drawdown

18.44

7.94

+10.49

E6BR.DE vs. SPYP.DE - Sharpe Ratio Comparison

The current E6BR.DE Sharpe Ratio is 3.10, which is higher than the SPYP.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of E6BR.DE and SPYP.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


E6BR.DESPYP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

1.52

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.37

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.57

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.42

-0.24

Drawdowns

E6BR.DE vs. SPYP.DE - Drawdown Comparison

The maximum E6BR.DE drawdown since its inception was -66.16%, 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 E6BR.DE and SPYP.DE.


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Drawdown Indicators


E6BR.DESPYP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.16%

-36.99%

-29.17%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-13.07%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-33.28%

-20.69%

-12.59%

Max Drawdown (5Y)

Largest decline over 5 years

-40.00%

-22.63%

-17.37%

Max Drawdown (10Y)

Largest decline over 10 years

-44.33%

-35.40%

-8.93%

Current Drawdown

Current decline from peak

-2.89%

-1.54%

-1.35%

Average Drawdown

Average peak-to-trough decline

-22.97%

-7.59%

-15.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

3.26%

+1.03%

Volatility

E6BR.DE vs. SPYP.DE - Volatility Comparison

Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) has a higher volatility of 9.78% compared to SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) at 6.50%. This indicates that E6BR.DE's price experiences larger fluctuations and is considered to be riskier than SPYP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


E6BR.DESPYP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

6.50%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

21.75%

14.33%

+7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

17.04%

+8.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.47%

17.94%

+8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.59%

19.34%

+8.25%

E6BR.DE vs. SPYP.DE - Expense Ratio Comparison

E6BR.DE has a 0.30% expense ratio, which is higher than SPYP.DE's 0.18% expense ratio.


Dividends

E6BR.DE vs. SPYP.DE - Dividend Comparison

E6BR.DE's dividend yield for the trailing twelve months is around 1.75%, while SPYP.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
1.75%2.31%4.15%0.00%5.98%5.68%3.72%5.24%3.59%
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


E6BR.DE and SPYP.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYP.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYP.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for E6BR.DE.

E6BR.DE tracks STOXX® Europe 600 Basic Resources, while SPYP.DE tracks MSCI Europe Materials 20/35 Capped. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for E6BR.DE and 0.18% for SPYP.DE.

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