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

Performance

ESIS.DE vs. SPYC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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

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

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

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.DESPYC.DEDifference
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

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

The current ESIS.DE Sharpe Ratio is -0.33, which is comparable to the SPYC.DE Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of ESIS.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


ESIS.DESPYC.DEDifference

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.DESPYC.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.44%

-11.20%

-0.24%

Average Drawdown

Average peak-to-trough decline

-6.63%

-5.99%

-0.64%

Ulcer Index

Depth 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.DESPYC.DEDifference

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.


Tickers have no history of dividend payments

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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