SPYC.DE vs. DFOP.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and DFOP.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while DFOP.DE tracks the STOXX® Europe 600 Food & Beverage. Both are passively managed. Over the past 10 years, SPYC.DE returned 2.96%/yr vs 2.50%/yr for DFOP.DE. Their correlation of 0.93 suggests significant overlap in exposure. SPYC.DE charges 0.18%/yr vs 0.30%/yr for DFOP.DE.
Performance
SPYC.DE vs. DFOP.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 DFOP.DE's -2.24% return. Over the past 10 years, SPYC.DE has outperformed DFOP.DE with an annualized return of 2.96%, while DFOP.DE has yielded a comparatively lower 2.50% annualized return.
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%
DFOP.DE
- 1D
- -0.84%
- 1M
- -1.75%
- YTD
- -2.24%
- 6M
- -2.12%
- 1Y
- -5.84%
- 3Y*
- -1.99%
- 5Y*
- -1.18%
- 10Y*
- 2.50%
SPYC.DE vs. DFOP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFOP.DE Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist | -2.24% | 5.99% | -3.88% | -2.06% | -13.09% | 23.08% | -6.16% | 29.47% | -7.36% | 12.34% |
Correlation
The correlation between SPYC.DE and DFOP.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.93 |
The correlation between SPYC.DE and DFOP.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
SPYC.DE vs. DFOP.DE — Risk / Return Rank
SPYC.DE
DFOP.DE
SPYC.DE vs. DFOP.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 Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.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 | DFOP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.94 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.49 | +0.12 |
| Martin ratioReturn relative to average drawdown | -0.79 | -0.98 | +0.20 |
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 | DFOP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | -0.45 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.09 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.18 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.56 | -0.25 |
Drawdowns
SPYC.DE vs. DFOP.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum DFOP.DE drawdown of -30.33%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and DFOP.DE.
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Drawdown Indicators
| SPYC.DE | DFOP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -30.33% | +5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -11.83% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -13.58% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -21.98% | +6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -30.33% | +5.53% |
Current DrawdownCurrent decline from peak | -11.20% | -16.70% | +5.50% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -7.05% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 5.90% | -0.01% |
Volatility
SPYC.DE vs. DFOP.DE - Volatility Comparison
SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) and Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) have volatilities of 4.54% and 4.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYC.DE | DFOP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.63% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 10.46% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 12.92% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 13.34% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 14.09% | -0.71% |
SPYC.DE vs. DFOP.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is lower than DFOP.DE's 0.30% expense ratio.
Dividends
SPYC.DE vs. DFOP.DE - Dividend Comparison
SPYC.DE has not paid dividends to shareholders, while DFOP.DE's dividend yield for the trailing twelve months is around 1.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DFOP.DE Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist | 1.43% | 1.40% | 1.94% | 1.47% | 2.06% | 1.46% | 2.31% | 1.65% | 2.35% | 0.84% |
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% |
Frequently Asked Questions
With a correlation of 0.96, SPYC.DE and DFOP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.30% for DFOP.DE.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while DFOP.DE tracks STOXX® Europe 600 Food & Beverage. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYC.DE and 0.30% for DFOP.DE.
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