EXH8.DE vs. SPYC.DE
EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) and SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds - EXH8.DE tracks the STOXX® Europe 600 Retail while SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped. Both are passively managed. Over the past 10 years, EXH8.DE returned 6.32%/yr vs 2.96%/yr for SPYC.DE. A 0.57 correlation means they provide meaningful diversification when combined. EXH8.DE charges 0.46%/yr vs 0.18%/yr for SPYC.DE.
Performance
EXH8.DE vs. SPYC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH8.DE achieves a -1.84% return, which is significantly lower than SPYC.DE's -1.74% return. Over the past 10 years, EXH8.DE has outperformed SPYC.DE with an annualized return of 6.32%, while SPYC.DE has yielded a comparatively lower 2.96% annualized return.
EXH8.DE
- 1D
- 0.97%
- 1M
- 7.60%
- YTD
- -1.84%
- 6M
- 0.30%
- 1Y
- 6.21%
- 3Y*
- 12.48%
- 5Y*
- 1.95%
- 10Y*
- 6.32%
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%
EXH8.DE vs. SPYC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE) | -1.84% | 13.47% | 10.93% | 36.87% | -30.57% | 13.16% | 9.68% | 38.72% | -9.61% | -0.73% |
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 EXH8.DE and SPYC.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.57 |
The correlation between EXH8.DE and SPYC.DE shifts across timeframes, from 0.37 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXH8.DE vs. SPYC.DE — Risk / Return Rank
EXH8.DE
SPYC.DE
EXH8.DE vs. SPYC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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.
| EXH8.DE | SPYC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.95 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | -0.37 | +0.85 |
| Martin ratioReturn relative to average drawdown | 1.09 | -0.79 | +1.88 |
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
| EXH8.DE | SPYC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | -0.36 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.06 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.22 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.32 | -0.02 |
Drawdowns
EXH8.DE vs. SPYC.DE - Drawdown Comparison
The maximum EXH8.DE drawdown since its inception was -54.89%, 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 EXH8.DE and SPYC.DE.
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Drawdown Indicators
| EXH8.DE | SPYC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.89% | -24.80% | -30.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -12.47% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -19.54% | -12.47% | -7.07% |
Max Drawdown (5Y)Largest decline over 5 years | -48.60% | -15.06% | -33.54% |
Max Drawdown (10Y)Largest decline over 10 years | -48.60% | -24.80% | -23.80% |
Current DrawdownCurrent decline from peak | -3.99% | -11.20% | +7.21% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -5.99% | -10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 5.89% | -0.22% |
Volatility
EXH8.DE vs. SPYC.DE - Volatility Comparison
iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a higher volatility of 6.03% compared to SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) at 4.54%. This indicates that EXH8.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
| EXH8.DE | SPYC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 4.54% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 10.59% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 12.98% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 12.45% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.73% | 13.38% | +6.35% |
EXH8.DE vs. SPYC.DE - Expense Ratio Comparison
EXH8.DE has a 0.46% expense ratio, which is higher than SPYC.DE's 0.18% expense ratio.
Dividends
EXH8.DE vs. SPYC.DE - Dividend Comparison
EXH8.DE's dividend yield for the trailing twelve months is around 2.13%, while SPYC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE) | 2.13% | 2.30% | 2.40% | 2.34% | 3.25% | 1.04% | 1.26% | 2.10% | 3.20% | 2.91% | 2.88% | 3.27% |
SPYC.DE SPDR MSCI Europe Consumer Staples 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
EXH8.DE and SPYC.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYC.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYC.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH8.DE.
EXH8.DE tracks STOXX® Europe 600 Retail, while SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped. They also come from different issuers: iShares and State Street. Their fees differ too: 0.46% for EXH8.DE and 0.18% for SPYC.DE.
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