ESIS.DE vs. SPYC.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds - ESIS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped. Both are passively managed. Over the past 5 years, ESIS.DE returned 0.75%/yr vs 0.74%/yr for SPYC.DE. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.
Performance
ESIS.DE vs. SPYC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIS.DE achieves a -1.50% return, which is significantly higher than SPYC.DE's -1.74% return.
ESIS.DE
- 1D
- -0.44%
- 1M
- -0.58%
- YTD
- -1.50%
- 6M
- -1.76%
- 1Y
- -4.64%
- 3Y*
- -0.30%
- 5Y*
- 0.75%
- 10Y*
- —
SPYC.DE
- 1D
- -0.47%
- 1M
- -0.91%
- YTD
- -1.74%
- 6M
- -1.52%
- 1Y
- -4.67%
- 3Y*
- -0.28%
- 5Y*
- 0.74%
- 10Y*
- 2.96%
ESIS.DE vs. SPYC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -1.50% | 6.81% | -2.47% | 0.99% | -8.57% | 19.70% | 2.50% |
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | -1.74% | 7.08% | -2.32% | 0.74% | -8.67% | 20.59% | 2.18% |
Correlation
The correlation between ESIS.DE and SPYC.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.93 |
The correlation between ESIS.DE and SPYC.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
ESIS.DE vs. SPYC.DE — Risk / Return Rank
ESIS.DE
SPYC.DE
ESIS.DE vs. SPYC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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.
| ESIS.DE | SPYC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.95 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.37 | +0.01 |
| Martin ratioReturn relative to average drawdown | -0.77 | -0.79 | +0.02 |
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
| ESIS.DE | SPYC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | -0.36 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.06 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.32 | -0.10 |
Drawdowns
ESIS.DE vs. SPYC.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -15.05%, smaller than the maximum SPYC.DE drawdown of -24.80%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and SPYC.DE.
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Drawdown Indicators
| ESIS.DE | SPYC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.05% | -24.80% | +9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -12.47% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -12.66% | -12.47% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -15.05% | -15.06% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.80% | — |
Current DrawdownCurrent decline from peak | -11.44% | -11.20% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -5.99% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 5.89% | +0.11% |
Volatility
ESIS.DE vs. SPYC.DE - Volatility Comparison
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) has a higher volatility of 4.80% compared to SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) at 4.54%. This indicates that ESIS.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
| ESIS.DE | SPYC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.54% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 10.59% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 12.98% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 12.45% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.96% | 13.38% | -0.42% |
ESIS.DE vs. SPYC.DE - Expense Ratio Comparison
Both ESIS.DE and SPYC.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ESIS.DE vs. SPYC.DE - Dividend Comparison
Neither ESIS.DE nor SPYC.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, ESIS.DE and SPYC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ESIS.DE and SPYC.DE have the same expense ratio: 0.18% per year.
ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped. They also come from different issuers: iShares and State Street.
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