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SPYC.DE vs. 7RIP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYC.DE vs. 7RIP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) and HANetf The Travel UCITS ETF (7RIP.DE). The values are adjusted to include any dividend payments, if applicable.

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SPYC.DE vs. 7RIP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPYC.DE
SPDR MSCI Europe Consumer Staples UCITS ETF
-1.34%7.08%-2.32%0.74%-8.67%7.09%
7RIP.DE
HANetf The Travel UCITS ETF
-8.08%5.32%33.59%26.46%-14.00%-9.48%

Returns By Period

In the year-to-date period, SPYC.DE achieves a -1.34% return, which is significantly higher than 7RIP.DE's -8.08% return.


SPYC.DE

1D
0.36%
1M
-6.46%
YTD
-1.34%
6M
2.35%
1Y
-0.38%
3Y*
-0.71%
5Y*
2.46%
10Y*
3.37%

7RIP.DE

1D
-0.99%
1M
-2.52%
YTD
-8.08%
6M
1.31%
1Y
12.59%
3Y*
13.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYC.DE vs. 7RIP.DE - Expense Ratio Comparison

SPYC.DE has a 0.18% expense ratio, which is lower than 7RIP.DE's 0.69% expense ratio.


Return for Risk

SPYC.DE vs. 7RIP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYC.DE
SPYC.DE Risk / Return Rank: 1010
Overall Rank
SPYC.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SPYC.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SPYC.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SPYC.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SPYC.DE Martin Ratio Rank: 88
Martin Ratio Rank

7RIP.DE
7RIP.DE Risk / Return Rank: 3030
Overall Rank
7RIP.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
7RIP.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
7RIP.DE Omega Ratio Rank: 2525
Omega Ratio Rank
7RIP.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
7RIP.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPYC.DE vs. 7RIP.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 HANetf The Travel UCITS ETF (7RIP.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.DE7RIP.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.52

-0.55

Sortino ratio

Return per unit of downside risk

0.06

0.89

-0.83

Omega ratio

Gain probability vs. loss probability

1.01

1.11

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.11

1.27

-1.38

Martin ratio

Return relative to average drawdown

-0.29

3.71

-4.00

SPYC.DE vs. 7RIP.DE - Sharpe Ratio Comparison

The current SPYC.DE Sharpe Ratio is -0.03, which is lower than the 7RIP.DE Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SPYC.DE and 7RIP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYC.DE7RIP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.52

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.21

+0.12

Correlation

The correlation between SPYC.DE and 7RIP.DE is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPYC.DE vs. 7RIP.DE - Dividend Comparison

Neither SPYC.DE nor 7RIP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYC.DE vs. 7RIP.DE - Drawdown Comparison

The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum 7RIP.DE drawdown of -31.05%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and 7RIP.DE.


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Drawdown Indicators


SPYC.DE7RIP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.80%

-31.05%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-13.87%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-15.06%

Max Drawdown (10Y)

Largest decline over 10 years

-24.80%

Current Drawdown

Current decline from peak

-10.84%

-11.71%

+0.87%

Average Drawdown

Average peak-to-trough decline

-5.94%

-9.40%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

4.74%

0.00%

Volatility

SPYC.DE vs. 7RIP.DE - Volatility Comparison

The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.62%, while HANetf The Travel UCITS ETF (7RIP.DE) has a volatility of 7.40%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than 7RIP.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.DE7RIP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

7.40%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

14.82%

-5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.72%

24.04%

-10.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

24.72%

-12.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.32%

24.72%

-11.40%