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SPYC.DE vs. SC03.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYC.DE vs. SC03.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 Invesco European Food & Bev Sector UCITS ETF (SC03.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SC03.DE's -0.07% return. Over the past 10 years, SPYC.DE has outperformed SC03.DE with an annualized return of 2.96%, while SC03.DE has yielded a comparatively lower 0.85% 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%

SC03.DE

1D
-0.61%
1M
-0.76%
YTD
-0.07%
6M
0.16%
1Y
-10.34%
3Y*
-5.12%
5Y*
-3.59%
10Y*
0.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYC.DE vs. SC03.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SC03.DE
Invesco European Food & Bev Sector UCITS ETF
-0.07%-1.70%-9.00%-1.71%-13.43%21.05%-7.83%28.17%-8.47%12.87%

Correlation

The correlation between SPYC.DE and SC03.DE is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.92

The correlation between SPYC.DE and SC03.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

SPYC.DE vs. SC03.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: 66
Overall Rank
SPYC.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SPYC.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
SPYC.DE Omega Ratio Rank: 55
Omega Ratio Rank
SPYC.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
SPYC.DE Martin Ratio Rank: 66
Martin Ratio Rank

SC03.DE
SC03.DE Risk / Return Rank: 33
Overall Rank
SC03.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SC03.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SC03.DE Omega Ratio Rank: 44
Omega Ratio Rank
SC03.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
SC03.DE Martin Ratio Rank: 33
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. SC03.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 Invesco European Food & Bev Sector UCITS ETF (SC03.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.DESC03.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

0.95

0.90

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.76

+0.39

Martin ratioReturn relative to average drawdown

-0.79

-1.20

+0.42

SPYC.DE vs. SC03.DE - Sharpe Ratio Comparison

The current SPYC.DE Sharpe Ratio is -0.36, which is higher than the SC03.DE Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of SPYC.DE and SC03.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYC.DESC03.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

-0.69

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.25

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.06

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.47

-0.15

Drawdowns

SPYC.DE vs. SC03.DE - Drawdown Comparison

The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum SC03.DE drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and SC03.DE.


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Drawdown Indicators


SPYC.DESC03.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.80%

-32.59%

+7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-13.56%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.47%

-20.32%

+7.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.06%

-28.71%

+13.65%

Max Drawdown (10Y)

Largest decline over 10 years

-24.80%

-32.59%

+7.79%

Current Drawdown

Current decline from peak

-11.20%

-25.29%

+14.09%

Average Drawdown

Average peak-to-trough decline

-5.99%

-8.30%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

8.58%

-2.69%

Volatility

SPYC.DE vs. SC03.DE - Volatility Comparison

The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while Invesco European Food & Bev Sector UCITS ETF (SC03.DE) has a volatility of 5.15%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than SC03.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.DESC03.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

5.15%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

11.64%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.98%

15.09%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.45%

14.14%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.38%

14.83%

-1.45%

SPYC.DE vs. SC03.DE - Expense Ratio Comparison

SPYC.DE has a 0.18% expense ratio, which is lower than SC03.DE's 0.20% 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. SC03.DE - Dividend Comparison

Neither SPYC.DE nor SC03.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYC.DE and SC03.DE have a correlation of 0.89, 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 0.20% for SC03.DE.

SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while SC03.DE tracks STOXX® Europe 600 Optimised Food & Beverage. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.18% for SPYC.DE and 0.20% for SC03.DE.

Portfolio Optimizer

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