SPYC.DE vs. 36BB.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and 36BB.DE (iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while 36BB.DE tracks the MSCI World Consumer Discretionary. Both are passively managed. Over the past 5 years, SPYC.DE returned 0.74%/yr vs 4.56%/yr for 36BB.DE. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.18% expense ratio.
Performance
SPYC.DE vs. 36BB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYC.DE achieves a -1.74% return, which is significantly higher than 36BB.DE's -2.32% return.
SPYC.DE
- 1D
- -0.47%
- 1M
- -2.57%
- YTD
- -1.74%
- 6M
- -1.39%
- 1Y
- -4.36%
- 3Y*
- -0.28%
- 5Y*
- 0.74%
- 10Y*
- 2.96%
36BB.DE
- 1D
- 0.28%
- 1M
- -0.46%
- YTD
- -2.32%
- 6M
- -2.30%
- 1Y
- 4.17%
- 3Y*
- 7.40%
- 5Y*
- 4.56%
- 10Y*
- —
SPYC.DE vs. 36BB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | -1.74% | 7.08% | -2.32% | 0.74% | -8.67% | 20.59% | -3.72% | 4.03% |
36BB.DE iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist | -2.32% | -5.30% | 22.34% | 32.38% | -29.45% | 27.78% | 25.24% | 4.44% |
Correlation
The correlation between SPYC.DE and 36BB.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.39 |
Over the past year, the correlation between SPYC.DE and 36BB.DE has dropped to 0.16 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
SPYC.DE vs. 36BB.DE — Risk / Return Rank
SPYC.DE
36BB.DE
SPYC.DE vs. 36BB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) and iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.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.
| SPYC.DE | 36BB.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 | 0.95 | 1.06 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.28 | -0.66 |
| Martin ratioReturn relative to average drawdown | -0.79 | 0.77 | -1.55 |
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
| SPYC.DE | 36BB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 0.26 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.23 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.43 | -0.11 |
Drawdowns
SPYC.DE vs. 36BB.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum 36BB.DE drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and 36BB.DE.
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Drawdown Indicators
| SPYC.DE | 36BB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -35.03% | +10.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -15.07% | +2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -27.35% | +14.88% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -32.92% | +17.86% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | — | — |
Current DrawdownCurrent decline from peak | -11.20% | -11.48% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -10.96% | +4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 5.59% | +0.30% |
Volatility
SPYC.DE vs. 36BB.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.DE) has a volatility of 4.81%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than 36BB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYC.DE | 36BB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.81% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 12.73% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 16.71% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 19.44% | -6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 20.85% | -7.47% |
SPYC.DE vs. 36BB.DE - Expense Ratio Comparison
Both SPYC.DE and 36BB.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
SPYC.DE vs. 36BB.DE - Dividend Comparison
SPYC.DE has not paid dividends to shareholders, while 36BB.DE's dividend yield for the trailing twelve months is around 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36BB.DE iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist | 0.91% | 0.89% | 1.01% | 0.99% | 1.43% | 0.77% | 1.30% | 0.28% |
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% |
Frequently Asked Questions
SPYC.DE and 36BB.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SPYC.DE and 36BB.DE have the same expense ratio: 0.18% per year.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while 36BB.DE tracks MSCI World Consumer Discretionary. They also come from different issuers: State Street and iShares.
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