SPYC.DE vs. ESIS.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while ESIS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 5 years, SPYC.DE returned 0.74%/yr vs 0.75%/yr for ESIS.DE. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.
Performance
SPYC.DE vs. ESIS.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 lower than ESIS.DE's -1.50% 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%
ESIS.DE
- 1D
- -0.44%
- 1M
- -0.58%
- YTD
- -1.50%
- 6M
- -1.76%
- 1Y
- -4.64%
- 3Y*
- -0.30%
- 5Y*
- 0.75%
- 10Y*
- —
SPYC.DE vs. ESIS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | -1.74% | 7.08% | -2.32% | 0.74% | -8.67% | 20.59% | 2.18% |
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -1.50% | 6.81% | -2.47% | 0.99% | -8.57% | 19.70% | 2.50% |
Correlation
The correlation between SPYC.DE and ESIS.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.93 |
The correlation between SPYC.DE and ESIS.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
SPYC.DE vs. ESIS.DE — Risk / Return Rank
SPYC.DE
ESIS.DE
SPYC.DE vs. ESIS.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 Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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 | ESIS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.96 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.37 | -0.01 |
| Martin ratioReturn relative to average drawdown | -0.79 | -0.77 | -0.02 |
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 | ESIS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | -0.33 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.06 | 0.00 |
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 | 0.22 | +0.10 |
Drawdowns
SPYC.DE vs. ESIS.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, which is greater than ESIS.DE's maximum drawdown of -15.05%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and ESIS.DE.
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Drawdown Indicators
| SPYC.DE | ESIS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -15.05% | -9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -12.66% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -12.66% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -15.05% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | — | — |
Current DrawdownCurrent decline from peak | -11.20% | -11.44% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -6.63% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 6.00% | -0.11% |
Volatility
SPYC.DE vs. ESIS.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) has a volatility of 4.80%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than ESIS.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 | ESIS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.80% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 11.24% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 14.03% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 12.93% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 12.96% | +0.42% |
SPYC.DE vs. ESIS.DE - Expense Ratio Comparison
Both SPYC.DE and ESIS.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. ESIS.DE - Dividend Comparison
Neither SPYC.DE nor ESIS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SPYC.DE and ESIS.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.
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 ESIS.DE have the same expense ratio: 0.18% per year.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: State Street and iShares.
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