SPYC.DE vs. SC04.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and SC04.DE (Invesco European Household Sector UCITS ETF) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while SC04.DE tracks the STOXX® Europe 600 Optimised Personal & Household Goods. Both are passively managed. Over the past 10 years, SPYC.DE returned 4.00%/yr vs 5.77%/yr for SC04.DE. A 0.78 correlation means they provide meaningful diversification when combined. SPYC.DE charges 0.18%/yr vs 0.20%/yr for SC04.DE.
Performance
SPYC.DE vs. SC04.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYC.DE achieves a 6.00% return, which is significantly higher than SC04.DE's -3.50% return. Over the past 10 years, SPYC.DE has underperformed SC04.DE with an annualized return of 4.00%, while SC04.DE has yielded a comparatively higher 5.77% annualized return.
SPYC.DE
- 1D
- 0.52%
- 1M
- 2.75%
- YTD
- 6.00%
- 6M
- 6.72%
- 1Y
- 9.39%
- 3Y*
- 2.53%
- 5Y*
- 1.96%
- 10Y*
- 4.00%
SC04.DE
- 1D
- 0.15%
- 1M
- 2.88%
- YTD
- -3.50%
- 6M
- -2.95%
- 1Y
- 9.35%
- 3Y*
- 2.26%
- 5Y*
- 2.19%
- 10Y*
- 5.77%
SPYC.DE vs. SC04.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | 6.00% | 7.08% | -2.32% | 0.74% | -8.67% | 20.59% | -3.72% | 25.93% | -8.92% | 8.62% |
SC04.DE Invesco European Household Sector UCITS ETF | -3.50% | 7.46% | 7.08% | 8.48% | -10.95% | 19.37% | 6.54% | 29.50% | -16.18% | 13.26% |
Correlation
The correlation between SPYC.DE and SC04.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.78 |
Over the past year, the correlation between SPYC.DE and SC04.DE has dropped to 0.52 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
SPYC.DE vs. SC04.DE — Risk / Return Rank
SPYC.DE
SC04.DE
SPYC.DE vs. SC04.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 Household Sector UCITS ETF (SC04.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPYC.DE | SC04.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.60 | +0.15 |
| Martin ratioReturn relative to average drawdown | 1.62 | 1.31 | +0.32 |
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Drawdowns
SPYC.DE vs. SC04.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum SC04.DE drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and SC04.DE.
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Drawdown Indicators
| SPYC.DE | SC04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -29.42% | +4.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -15.59% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -17.60% | +5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -22.04% | +6.98% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -29.42% | +4.62% |
Current DrawdownCurrent decline from peak | -4.21% | -6.38% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -5.50% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 7.14% | -1.37% |
Volatility
SPYC.DE vs. SC04.DE - Volatility Comparison
SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) has a higher volatility of 4.76% compared to Invesco European Household Sector UCITS ETF (SC04.DE) at 4.42%. This indicates that SPYC.DE's price experiences larger fluctuations and is considered to be riskier than SC04.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 | SC04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 4.42% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 13.31% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 16.03% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.58% | 17.10% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 16.70% | -3.38% |
SPYC.DE vs. SC04.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is lower than SC04.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. SC04.DE - Dividend Comparison
Neither SPYC.DE nor SC04.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYC.DE and SC04.DE have a correlation of 0.52, 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 SC04.DE.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.18% for SPYC.DE and 0.20% for SC04.DE.
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