SPYC.DE vs. LTVL.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and LTVL.DE (Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while LTVL.DE tracks the STOXX® Europe 600 Travel & Leisure. Both are passively managed. Over the past 10 years, SPYC.DE returned 2.96%/yr vs -0.25%/yr for LTVL.DE. At a 0.49 correlation, their price movements are largely independent. SPYC.DE charges 0.18%/yr vs 0.30%/yr for LTVL.DE.
Performance
SPYC.DE vs. LTVL.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 LTVL.DE's -8.21% return. Over the past 10 years, SPYC.DE has outperformed LTVL.DE with an annualized return of 2.96%, while LTVL.DE has yielded a comparatively lower -0.25% 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%
LTVL.DE
- 1D
- 0.62%
- 1M
- 2.29%
- YTD
- -8.21%
- 6M
- -7.98%
- 1Y
- -4.33%
- 3Y*
- -4.81%
- 5Y*
- -4.06%
- 10Y*
- -0.25%
SPYC.DE vs. LTVL.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% |
LTVL.DE Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc | -8.21% | 1.60% | -4.23% | 22.42% | -13.28% | 0.97% | -13.77% | 15.26% | -9.35% | 15.81% |
Correlation
The correlation between SPYC.DE and LTVL.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.49 |
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Return for Risk
SPYC.DE vs. LTVL.DE — Risk / Return Rank
SPYC.DE
LTVL.DE
SPYC.DE vs. LTVL.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 Travel & Leisure UCITS ETF Acc (LTVL.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 | LTVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.97 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.27 | -0.11 |
| Martin ratioReturn relative to average drawdown | -0.79 | -0.66 | -0.12 |
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 | LTVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | -0.27 | -0.09 |
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 | -0.01 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.07 | +0.25 |
Drawdowns
SPYC.DE vs. LTVL.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum LTVL.DE drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and LTVL.DE.
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Drawdown Indicators
| SPYC.DE | LTVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -65.37% | +40.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -18.90% | +6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -28.32% | +15.85% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -38.72% | +23.66% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -55.15% | +30.35% |
Current DrawdownCurrent decline from peak | -11.20% | -23.30% | +12.10% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -20.35% | +14.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 7.63% | -1.74% |
Volatility
SPYC.DE vs. LTVL.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) has a volatility of 5.11%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than LTVL.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 | LTVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.11% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 14.86% | -4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 18.56% | -5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 23.03% | -10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 24.44% | -11.06% |
SPYC.DE vs. LTVL.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is lower than LTVL.DE's 0.30% expense ratio.
Dividends
SPYC.DE vs. LTVL.DE - Dividend Comparison
Neither SPYC.DE nor LTVL.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYC.DE and LTVL.DE have a correlation of 0.45, 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 0.30% for LTVL.DE.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while LTVL.DE tracks STOXX® Europe 600 Travel & Leisure. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYC.DE and 0.30% for LTVL.DE.
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