GLUX.DE vs. SPYC.DE
GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) and SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds - GLUX.DE tracks the S&P Global Luxury while SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped. Both are passively managed. Over the past 10 years, GLUX.DE returned 9.44%/yr vs 2.96%/yr for SPYC.DE. A 0.57 correlation means they provide meaningful diversification when combined. GLUX.DE charges 0.25%/yr vs 0.18%/yr for SPYC.DE.
Performance
GLUX.DE vs. SPYC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GLUX.DE achieves a -7.03% return, which is significantly lower than SPYC.DE's -1.74% return. Over the past 10 years, GLUX.DE has outperformed SPYC.DE with an annualized return of 9.44%, while SPYC.DE has yielded a comparatively lower 2.96% annualized return.
GLUX.DE
- 1D
- -0.12%
- 1M
- 4.80%
- YTD
- -7.03%
- 6M
- -6.01%
- 1Y
- 2.52%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
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%
GLUX.DE vs. SPYC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 32.41% | 23.80% | 33.53% | -9.13% | 22.10% |
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 GLUX.DE and SPYC.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.57 |
The correlation between GLUX.DE and SPYC.DE shifts across timeframes, from 0.42 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GLUX.DE vs. SPYC.DE — Risk / Return Rank
GLUX.DE
SPYC.DE
GLUX.DE vs. SPYC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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.
| GLUX.DE | SPYC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.95 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.37 | +0.53 |
| Martin ratioReturn relative to average drawdown | 0.39 | -0.79 | +1.17 |
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
| GLUX.DE | SPYC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | -0.36 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.06 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.22 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.32 | +0.12 |
Drawdowns
GLUX.DE vs. SPYC.DE - Drawdown Comparison
The maximum GLUX.DE drawdown since its inception was -43.20%, 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 GLUX.DE and SPYC.DE.
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Drawdown Indicators
| GLUX.DE | SPYC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -24.80% | -18.40% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -12.47% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -27.94% | -12.47% | -15.47% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -15.06% | -15.46% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | -24.80% | -18.40% |
Current DrawdownCurrent decline from peak | -14.70% | -11.20% | -3.50% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -5.99% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 5.89% | +0.62% |
Volatility
GLUX.DE vs. SPYC.DE - Volatility Comparison
Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a higher volatility of 5.55% compared to SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) at 4.54%. This indicates that GLUX.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
| GLUX.DE | SPYC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 4.54% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.60% | 10.59% | +5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 12.98% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 12.45% | +8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 13.38% | +7.56% |
GLUX.DE vs. SPYC.DE - Expense Ratio Comparison
GLUX.DE has a 0.25% expense ratio, which is higher than SPYC.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GLUX.DE vs. SPYC.DE - Dividend Comparison
Neither GLUX.DE nor SPYC.DE has paid dividends to shareholders.
Frequently Asked Questions
GLUX.DE and SPYC.DE have a correlation of 0.43, 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 0.25% for GLUX.DE.
GLUX.DE tracks S&P Global Luxury, while SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.25% for GLUX.DE and 0.18% for SPYC.DE.
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