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SPYC.DE vs. LFOD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYC.DE vs. LFOD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) and Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE). The values are adjusted to include any dividend payments, if applicable.

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SPYC.DE vs. LFOD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYC.DE
SPDR MSCI Europe Consumer Staples UCITS ETF
-1.69%7.08%-2.32%0.74%-8.67%20.59%-3.72%25.93%-8.92%8.62%
LFOD.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc
-1.80%6.07%-3.94%-1.97%-13.19%23.20%-6.14%23.36%-2.67%12.60%

Returns By Period

In the year-to-date period, SPYC.DE achieves a -1.69% return, which is significantly higher than LFOD.DE's -1.80% return. Over the past 10 years, SPYC.DE has outperformed LFOD.DE with an annualized return of 3.41%, while LFOD.DE has yielded a comparatively lower 2.95% annualized return.


SPYC.DE

1D
0.54%
1M
-9.36%
YTD
-1.69%
6M
2.61%
1Y
-0.93%
3Y*
-0.72%
5Y*
2.39%
10Y*
3.41%

LFOD.DE

1D
0.31%
1M
-9.21%
YTD
-1.80%
6M
2.75%
1Y
-1.78%
3Y*
-2.72%
5Y*
0.72%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYC.DE vs. LFOD.DE - Expense Ratio Comparison

SPYC.DE has a 0.18% expense ratio, which is lower than LFOD.DE's 0.30% expense ratio.


Return for Risk

SPYC.DE vs. LFOD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYC.DE
SPYC.DE Risk / Return Rank: 1010
Overall Rank
SPYC.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SPYC.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SPYC.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SPYC.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPYC.DE Martin Ratio Rank: 1010
Martin Ratio Rank

LFOD.DE
LFOD.DE Risk / Return Rank: 99
Overall Rank
LFOD.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LFOD.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
LFOD.DE Omega Ratio Rank: 99
Omega Ratio Rank
LFOD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
LFOD.DE Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPYC.DE vs. LFOD.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 Acc (LFOD.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.DELFOD.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.07

-0.13

+0.06

Sortino ratio

Return per unit of downside risk

0.00

-0.08

+0.08

Omega ratio

Gain probability vs. loss probability

1.00

0.99

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.06

-0.13

+0.07

Martin ratio

Return relative to average drawdown

-0.15

-0.28

+0.13

SPYC.DE vs. LFOD.DE - Sharpe Ratio Comparison

The current SPYC.DE Sharpe Ratio is -0.07, which is higher than the LFOD.DE Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of SPYC.DE and LFOD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYC.DELFOD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.13

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.05

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.21

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.42

-0.10

Correlation

The correlation between SPYC.DE and LFOD.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPYC.DE vs. LFOD.DE - Dividend Comparison

Neither SPYC.DE nor LFOD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYC.DE vs. LFOD.DE - Drawdown Comparison

The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum LFOD.DE drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and LFOD.DE.


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Drawdown Indicators


SPYC.DELFOD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.80%

-41.53%

+16.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-11.84%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.06%

-21.91%

+6.85%

Max Drawdown (10Y)

Largest decline over 10 years

-24.80%

-30.44%

+5.64%

Current Drawdown

Current decline from peak

-11.16%

-16.23%

+5.07%

Average Drawdown

Average peak-to-trough decline

-5.94%

-7.98%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

5.32%

-0.58%

Volatility

SPYC.DE vs. LFOD.DE - Volatility Comparison

The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.58%, while Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE) has a volatility of 4.94%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than LFOD.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.DELFOD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

4.94%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

10.02%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.72%

13.74%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

13.19%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.32%

14.15%

-0.83%