SPYC.DE vs. DXSK.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while DXSK.DE tracks the MSCI Europe Consumer Staples ESG Screened 20-35. Both are passively managed. Over the past 10 years, SPYC.DE returned 2.96%/yr vs 1.68%/yr for DXSK.DE. Their correlation of 0.92 suggests significant overlap in exposure. SPYC.DE charges 0.18%/yr vs 0.17%/yr for DXSK.DE.
Performance
SPYC.DE vs. DXSK.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SPYC.DE having a -1.74% return and DXSK.DE slightly lower at -1.77%. Over the past 10 years, SPYC.DE has outperformed DXSK.DE with an annualized return of 2.96%, while DXSK.DE has yielded a comparatively lower 1.68% annualized 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%
DXSK.DE
- 1D
- -0.60%
- 1M
- -3.00%
- YTD
- -1.77%
- 6M
- -1.94%
- 1Y
- -8.43%
- 3Y*
- -5.20%
- 5Y*
- -2.86%
- 10Y*
- 1.68%
SPYC.DE vs. DXSK.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% |
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | -1.77% | -1.90% | -8.81% | 1.36% | -10.89% | 20.71% | -6.08% | 29.68% | -7.36% | 12.63% |
Correlation
The correlation between SPYC.DE and DXSK.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
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 | 0.92 |
The correlation between SPYC.DE and DXSK.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
SPYC.DE vs. DXSK.DE — Risk / Return Rank
SPYC.DE
DXSK.DE
SPYC.DE vs. DXSK.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 Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.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 | DXSK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.91 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.55 | +0.18 |
| Martin ratioReturn relative to average drawdown | -0.79 | -1.17 | +0.38 |
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 | DXSK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | -0.61 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.20 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.12 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.38 | -0.06 |
Drawdowns
SPYC.DE vs. DXSK.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum DXSK.DE drawdown of -39.67%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and DXSK.DE.
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Drawdown Indicators
| SPYC.DE | DXSK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -39.67% | +14.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -16.96% | +4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -19.53% | +7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -24.50% | +9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -29.70% | +4.90% |
Current DrawdownCurrent decline from peak | -11.20% | -21.72% | +10.52% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -7.96% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 8.08% | -2.19% |
Volatility
SPYC.DE vs. DXSK.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) has a volatility of 5.14%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than DXSK.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 | DXSK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.14% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 12.61% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 15.55% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 13.81% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 14.39% | -1.01% |
SPYC.DE vs. DXSK.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is higher than DXSK.DE's 0.17% 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
SPYC.DE vs. DXSK.DE - Dividend Comparison
Neither SPYC.DE nor DXSK.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYC.DE and DXSK.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSK.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSK.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for SPYC.DE.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYC.DE and 0.17% for DXSK.DE.
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