SPYC.DE vs. EXV5.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and EXV5.DE (iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while EXV5.DE tracks the STOXX® Europe 600 Automobiles & Parts. Both are passively managed. Over the past 10 years, SPYC.DE returned 2.96%/yr vs 2.63%/yr for EXV5.DE. At a 0.44 correlation, their price movements are largely independent. SPYC.DE charges 0.18%/yr vs 0.46%/yr for EXV5.DE.
Performance
SPYC.DE vs. EXV5.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 EXV5.DE's -10.29% return. Over the past 10 years, SPYC.DE has outperformed EXV5.DE with an annualized return of 2.96%, while EXV5.DE has yielded a comparatively lower 2.63% 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%
EXV5.DE
- 1D
- -0.72%
- 1M
- 4.09%
- YTD
- -10.29%
- 6M
- -11.94%
- 1Y
- -10.92%
- 3Y*
- -6.23%
- 5Y*
- -4.08%
- 10Y*
- 2.63%
SPYC.DE vs. EXV5.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% |
EXV5.DE iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist | -10.29% | -1.15% | -8.64% | 24.07% | -16.20% | 25.34% | 6.08% | 20.17% | -27.04% | 16.25% |
Correlation
The correlation between SPYC.DE and EXV5.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.44 |
The correlation between SPYC.DE and EXV5.DE shifts across timeframes, from 0.31 (3 years) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYC.DE vs. EXV5.DE — Risk / Return Rank
SPYC.DE
EXV5.DE
SPYC.DE vs. EXV5.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 STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.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 | EXV5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.94 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.52 | +0.15 |
| Martin ratioReturn relative to average drawdown | -0.79 | -1.18 | +0.39 |
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 | EXV5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | -0.48 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.17 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.10 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.21 | +0.11 |
Drawdowns
SPYC.DE vs. EXV5.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum EXV5.DE drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and EXV5.DE.
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Drawdown Indicators
| SPYC.DE | EXV5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -64.56% | +39.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -20.93% | +8.46% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -35.82% | +23.35% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -35.82% | +20.76% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -58.64% | +33.84% |
Current DrawdownCurrent decline from peak | -11.20% | -30.36% | +19.16% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -17.76% | +11.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 9.26% | -3.37% |
Volatility
SPYC.DE vs. EXV5.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) has a volatility of 5.27%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than EXV5.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 | EXV5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.27% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 16.88% | -6.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 22.65% | -9.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 23.93% | -11.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 25.37% | -11.99% |
SPYC.DE vs. EXV5.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is lower than EXV5.DE's 0.46% expense ratio.
Dividends
SPYC.DE vs. EXV5.DE - Dividend Comparison
SPYC.DE has not paid dividends to shareholders, while EXV5.DE's dividend yield for the trailing twelve months is around 4.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV5.DE iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist | 4.01% | 4.34% | 4.96% | 5.38% | 4.39% | 2.94% | 0.77% | 4.11% | 3.44% | 3.97% | 2.88% | 2.82% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
SPYC.DE and EXV5.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.46% for EXV5.DE.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while EXV5.DE tracks STOXX® Europe 600 Automobiles & Parts. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYC.DE and 0.46% for EXV5.DE.
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