SPYC.DE vs. SPYR.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and SPYR.DE (SPDR MSCI Europe Consumer Discretionary UCITS ETF) are both Consumer Staples Equities funds from State Street - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while SPYR.DE tracks the MSCI Europe Consumer Discretionary 20/35 Capped. Both are passively managed. Over the past 10 years, SPYC.DE returned 2.96%/yr vs 4.88%/yr for SPYR.DE. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.
Performance
SPYC.DE vs. SPYR.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPYC.DE achieves a -1.74% return, which is significantly higher than SPYR.DE's -11.04% return. Over the past 10 years, SPYC.DE has underperformed SPYR.DE with an annualized return of 2.96%, while SPYR.DE has yielded a comparatively higher 4.88% 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%
SPYR.DE
- 1D
- 0.63%
- 1M
- 2.63%
- YTD
- -11.04%
- 6M
- -10.98%
- 1Y
- -5.00%
- 3Y*
- -2.86%
- 5Y*
- -1.70%
- 10Y*
- 4.88%
SPYC.DE vs. SPYR.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% |
SPYR.DE SPDR MSCI Europe Consumer Discretionary UCITS ETF | -11.04% | 2.47% | 3.29% | 15.35% | -15.95% | 21.86% | 5.93% | 35.34% | -15.45% | 10.29% |
Correlation
The correlation between SPYC.DE and SPYR.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.58 |
The correlation between SPYC.DE and SPYR.DE shifts across timeframes, from 0.42 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPYC.DE vs. SPYR.DE — Risk / Return Rank
SPYC.DE
SPYR.DE
SPYC.DE vs. SPYR.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 SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.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 | SPYR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.97 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.27 | -0.10 |
| Martin ratioReturn relative to average drawdown | -0.79 | -0.64 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPYC.DE | SPYR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | -0.29 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.08 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.23 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.29 | +0.02 |
Drawdowns
SPYC.DE vs. SPYR.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum SPYR.DE drawdown of -41.59%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and SPYR.DE.
Loading charts...
Drawdown Indicators
| SPYC.DE | SPYR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -41.59% | +16.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -20.59% | +8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -26.58% | +14.11% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -29.92% | +14.86% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -41.59% | +16.79% |
Current DrawdownCurrent decline from peak | -11.20% | -18.77% | +7.57% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -9.33% | +3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 8.74% | -2.85% |
Volatility
SPYC.DE vs. SPYR.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) has a volatility of 5.71%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than SPYR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPYC.DE | SPYR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.71% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 15.42% | -4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 19.29% | -6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 21.07% | -8.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 20.80% | -7.42% |
SPYC.DE vs. SPYR.DE - Expense Ratio Comparison
Both SPYC.DE and SPYR.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SPYC.DE vs. SPYR.DE - Dividend Comparison
Neither SPYC.DE nor SPYR.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYC.DE and SPYR.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SPYC.DE and SPYR.DE have the same expense ratio: 0.18% per year.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while SPYR.DE tracks MSCI Europe Consumer Discretionary 20/35 Capped.
Find the right allocation for SPYC.DE and SPYR.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer