EXH8.DE vs. SPYR.DE
EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) and SPYR.DE (SPDR MSCI Europe Consumer Discretionary UCITS ETF) are both Consumer Staples Equities funds - EXH8.DE tracks the STOXX® Europe 600 Retail while SPYR.DE tracks the MSCI Europe Consumer Discretionary 20/35 Capped. Both are passively managed. Over the past 10 years, EXH8.DE returned 6.32%/yr vs 4.88%/yr for SPYR.DE. A 0.80 correlation means they provide meaningful diversification when combined. EXH8.DE charges 0.46%/yr vs 0.18%/yr for SPYR.DE.
Performance
EXH8.DE vs. SPYR.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 higher than SPYR.DE's -11.04% return. Over the past 10 years, EXH8.DE has outperformed SPYR.DE with an annualized return of 6.32%, while SPYR.DE has yielded a comparatively lower 4.88% annualized return.
EXH8.DE
- 1D
- 0.97%
- 1M
- 4.30%
- YTD
- -1.84%
- 6M
- 0.34%
- 1Y
- 6.63%
- 3Y*
- 12.48%
- 5Y*
- 1.95%
- 10Y*
- 6.32%
SPYR.DE
- 1D
- 0.63%
- 1M
- 2.63%
- YTD
- -11.04%
- 6M
- -10.98%
- 1Y
- -5.00%
- 3Y*
- -2.86%
- 5Y*
- -1.70%
- 10Y*
- 4.88%
EXH8.DE vs. SPYR.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% |
SPYR.DE SPDR MSCI Europe Consumer Discretionary UCITS ETF | -11.04% | 2.47% | 3.29% | 15.35% | -15.95% | 21.86% | 5.93% | 35.34% | -15.45% | 10.29% |
Correlation
The correlation between EXH8.DE and SPYR.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.80 |
The correlation between EXH8.DE and SPYR.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.
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Return for Risk
EXH8.DE vs. SPYR.DE — Risk / Return Rank
EXH8.DE
SPYR.DE
EXH8.DE vs. SPYR.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 Discretionary UCITS ETF (SPYR.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 | SPYR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.97 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | -0.27 | +0.75 |
| Martin ratioReturn relative to average drawdown | 1.09 | -0.64 | +1.73 |
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 | SPYR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | -0.29 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.08 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.23 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.29 | +0.01 |
Drawdowns
EXH8.DE vs. SPYR.DE - Drawdown Comparison
The maximum EXH8.DE drawdown since its inception was -54.89%, which is greater than SPYR.DE's maximum drawdown of -41.59%. Use the drawdown chart below to compare losses from any high point for EXH8.DE and SPYR.DE.
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Drawdown Indicators
| EXH8.DE | SPYR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.89% | -41.59% | -13.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -20.59% | +7.63% |
Max Drawdown (3Y)Largest decline over 3 years | -19.54% | -26.58% | +7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -48.60% | -29.92% | -18.68% |
Max Drawdown (10Y)Largest decline over 10 years | -48.60% | -41.59% | -7.01% |
Current DrawdownCurrent decline from peak | -3.99% | -18.77% | +14.78% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -9.33% | -7.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 8.74% | -3.07% |
Volatility
EXH8.DE vs. SPYR.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 Discretionary UCITS ETF (SPYR.DE) at 5.71%. This indicates that EXH8.DE's price experiences larger fluctuations and is considered to be riskier than SPYR.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 | SPYR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 5.71% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 15.42% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 19.29% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 21.07% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.73% | 20.80% | -1.07% |
EXH8.DE vs. SPYR.DE - Expense Ratio Comparison
EXH8.DE has a 0.46% expense ratio, which is higher than SPYR.DE's 0.18% expense ratio.
Dividends
EXH8.DE vs. SPYR.DE - Dividend Comparison
EXH8.DE's dividend yield for the trailing twelve months is around 2.13%, while SPYR.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% |
SPYR.DE SPDR MSCI Europe Consumer Discretionary 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 SPYR.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYR.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH8.DE.
EXH8.DE tracks STOXX® Europe 600 Retail, while SPYR.DE tracks MSCI Europe Consumer Discretionary 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 SPYR.DE.
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