SPYC.DE vs. GLUX.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while GLUX.DE tracks the S&P Global Luxury. Both are passively managed. Over the past 10 years, SPYC.DE returned 2.96%/yr vs 9.44%/yr for GLUX.DE. A 0.57 correlation means they provide meaningful diversification when combined. SPYC.DE charges 0.18%/yr vs 0.25%/yr for GLUX.DE.
Performance
SPYC.DE vs. GLUX.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 GLUX.DE's -7.03% return. Over the past 10 years, SPYC.DE has underperformed GLUX.DE with an annualized return of 2.96%, while GLUX.DE has yielded a comparatively higher 9.44% 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%
GLUX.DE
- 1D
- -0.12%
- 1M
- 4.80%
- YTD
- -7.03%
- 6M
- -6.01%
- 1Y
- 2.52%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
SPYC.DE vs. GLUX.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% |
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 32.41% | 23.80% | 33.53% | -9.13% | 22.10% |
Correlation
The correlation between SPYC.DE and GLUX.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.57 |
The correlation between SPYC.DE and GLUX.DE shifts across timeframes, from 0.42 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYC.DE vs. GLUX.DE — Risk / Return Rank
SPYC.DE
GLUX.DE
SPYC.DE vs. GLUX.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 Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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 | GLUX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.04 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.16 | -0.53 |
| Martin ratioReturn relative to average drawdown | -0.79 | 0.39 | -1.17 |
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 | GLUX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 0.13 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.01 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.45 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.44 | -0.12 |
Drawdowns
SPYC.DE vs. GLUX.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum GLUX.DE drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and GLUX.DE.
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Drawdown Indicators
| SPYC.DE | GLUX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -43.20% | +18.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -16.00% | +3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -27.94% | +15.47% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -30.52% | +15.46% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -43.20% | +18.40% |
Current DrawdownCurrent decline from peak | -11.20% | -14.70% | +3.50% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -9.35% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 6.51% | -0.62% |
Volatility
SPYC.DE vs. GLUX.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a volatility of 5.55%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than GLUX.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 | GLUX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.55% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 15.60% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 19.60% | -6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 21.08% | -8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 20.94% | -7.56% |
SPYC.DE vs. GLUX.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is lower than GLUX.DE's 0.25% expense ratio. Despite the difference, 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. GLUX.DE - Dividend Comparison
Neither SPYC.DE nor GLUX.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYC.DE and GLUX.DE have a correlation of 0.43, 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 0.25% for GLUX.DE.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while GLUX.DE tracks S&P Global Luxury. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYC.DE and 0.25% for GLUX.DE.
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