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

Performance

SPYC.DE vs. SPYR.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 SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYC.DE vs. SPYR.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%
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.

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Return for Risk

SPYC.DE vs. SPYR.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

SPYR.DE
SPYR.DE Risk / Return Rank: 66
Overall Rank
SPYR.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SPYR.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SPYR.DE Omega Ratio Rank: 66
Omega Ratio Rank
SPYR.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SPYR.DE Martin Ratio Rank: 66
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. 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.DESPYR.DEDifference
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

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

The current SPYC.DE Sharpe Ratio is -0.36, which is comparable to the SPYR.DE Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of SPYC.DE and SPYR.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.DESPYR.DEDifference

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.


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Drawdown Indicators


SPYC.DESPYR.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.20%

-18.77%

+7.57%

Average Drawdown

Average peak-to-trough decline

-5.99%

-9.33%

+3.34%

Ulcer Index

Depth 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.


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Volatility by Period


SPYC.DESPYR.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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