EXH6.DE vs. SPYT.DE
EXH6.DE (iShares STOXX Europe 600 Media UCITS ETF (DE)) and SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) are both Communications Equities funds - EXH6.DE tracks the STOXX® Europe 600 Media while SPYT.DE tracks the MSCI Europe Communication Services 20/35 Capped. Both are passively managed. Over the past 10 years, EXH6.DE returned 5.17%/yr vs 1.47%/yr for SPYT.DE. A 0.56 correlation means they provide meaningful diversification when combined. EXH6.DE charges 0.46%/yr vs 0.18%/yr for SPYT.DE.
Performance
EXH6.DE vs. SPYT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH6.DE achieves a -6.40% return, which is significantly lower than SPYT.DE's 3.11% return. Over the past 10 years, EXH6.DE has outperformed SPYT.DE with an annualized return of 5.17%, while SPYT.DE has yielded a comparatively lower 1.47% annualized return.
EXH6.DE
- 1D
- 0.41%
- 1M
- 3.09%
- YTD
- -6.40%
- 6M
- -4.52%
- 1Y
- -19.84%
- 3Y*
- 3.75%
- 5Y*
- 5.43%
- 10Y*
- 5.17%
SPYT.DE
- 1D
- -0.08%
- 1M
- 2.62%
- YTD
- 3.11%
- 6M
- 5.27%
- 1Y
- -7.75%
- 3Y*
- 10.29%
- 5Y*
- 5.43%
- 10Y*
- 1.47%
EXH6.DE vs. SPYT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH6.DE iShares STOXX Europe 600 Media UCITS ETF (DE) | -6.40% | -12.94% | 17.36% | 26.35% | -10.58% | 37.10% | -5.43% | 20.85% | -2.67% | 0.18% |
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 3.11% | 7.33% | 14.79% | 14.90% | -11.90% | 13.68% | -12.90% | 5.78% | -9.57% | 2.27% |
Correlation
The correlation between EXH6.DE and SPYT.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.56 |
The correlation between EXH6.DE and SPYT.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
EXH6.DE vs. SPYT.DE — Risk / Return Rank
EXH6.DE
SPYT.DE
EXH6.DE vs. SPYT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.DE) and SPDR MSCI Europe Communication Services UCITS ETF (SPYT.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.
| EXH6.DE | SPYT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.92 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.52 | -0.09 |
| Martin ratioReturn relative to average drawdown | -1.15 | -0.97 | -0.17 |
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
| EXH6.DE | SPYT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.02 | -0.58 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.40 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.09 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.23 | +0.13 |
Drawdowns
EXH6.DE vs. SPYT.DE - Drawdown Comparison
The maximum EXH6.DE drawdown since its inception was -53.43%, which is greater than SPYT.DE's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for EXH6.DE and SPYT.DE.
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Drawdown Indicators
| EXH6.DE | SPYT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.43% | -49.63% | -3.80% |
Max Drawdown (1Y)Largest decline over 1 year | -32.46% | -14.98% | -17.48% |
Max Drawdown (3Y)Largest decline over 3 years | -37.70% | -14.98% | -22.72% |
Max Drawdown (5Y)Largest decline over 5 years | -37.70% | -20.35% | -17.35% |
Max Drawdown (10Y)Largest decline over 10 years | -39.45% | -40.09% | +0.64% |
Current DrawdownCurrent decline from peak | -26.16% | -8.46% | -17.70% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -18.83% | +8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.27% | 7.65% | +9.62% |
Volatility
EXH6.DE vs. SPYT.DE - Volatility Comparison
iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.DE) has a higher volatility of 5.32% compared to SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) at 4.21%. This indicates that EXH6.DE's price experiences larger fluctuations and is considered to be riskier than SPYT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH6.DE | SPYT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 4.21% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.89% | 10.43% | +5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 13.45% | +5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 13.48% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 15.67% | +3.44% |
EXH6.DE vs. SPYT.DE - Expense Ratio Comparison
EXH6.DE has a 0.46% expense ratio, which is higher than SPYT.DE's 0.18% expense ratio.
Dividends
EXH6.DE vs. SPYT.DE - Dividend Comparison
EXH6.DE's dividend yield for the trailing twelve months is around 2.52%, while SPYT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH6.DE iShares STOXX Europe 600 Media UCITS ETF (DE) | 2.52% | 2.97% | 1.75% | 1.28% | 16.13% | 1.46% | 1.29% | 2.81% | 2.26% | 7.07% | 5.07% | 3.99% |
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXH6.DE and SPYT.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYT.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH6.DE.
EXH6.DE tracks STOXX® Europe 600 Media, while SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped. They also come from different issuers: iShares and State Street. Their fees differ too: 0.46% for EXH6.DE and 0.18% for SPYT.DE.
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