SPYC.DE vs. XDWS.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, SPYC.DE returned 2.96%/yr vs 5.34%/yr for XDWS.DE. A 0.78 correlation means they provide meaningful diversification when combined. SPYC.DE charges 0.18%/yr vs 0.25%/yr for XDWS.DE.
Performance
SPYC.DE vs. XDWS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPYC.DE achieves a -1.74% return, which is significantly lower than XDWS.DE's 4.43% return. Over the past 10 years, SPYC.DE has underperformed XDWS.DE with an annualized return of 2.96%, while XDWS.DE has yielded a comparatively higher 5.34% 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%
XDWS.DE
- 1D
- -0.24%
- 1M
- -2.22%
- YTD
- 4.43%
- 6M
- 3.49%
- 1Y
- 0.24%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
SPYC.DE vs. XDWS.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% |
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 22.38% | -1.96% | 25.94% | -5.88% | 2.82% |
Correlation
The correlation between SPYC.DE and XDWS.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.78 |
The correlation between SPYC.DE and XDWS.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.
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. XDWS.DE — Risk / Return Rank
SPYC.DE
XDWS.DE
SPYC.DE vs. XDWS.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 Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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 | XDWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.00 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.10 | -0.27 |
| Martin ratioReturn relative to average drawdown | -0.79 | -0.20 | -0.58 |
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 | XDWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | -0.07 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.43 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.44 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.45 | -0.13 |
Drawdowns
SPYC.DE vs. XDWS.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and XDWS.DE.
Loading charts...
Drawdown Indicators
| SPYC.DE | XDWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -22.95% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -8.78% | -3.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -11.90% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -12.47% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -22.95% | -1.85% |
Current DrawdownCurrent decline from peak | -11.20% | -7.60% | -3.60% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -5.04% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 4.34% | +1.55% |
Volatility
SPYC.DE vs. XDWS.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a volatility of 5.00%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than XDWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPYC.DE | XDWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.00% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 10.01% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 12.06% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 11.35% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 12.19% | +1.19% |
SPYC.DE vs. XDWS.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is lower than XDWS.DE's 0.25% 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. XDWS.DE - Dividend Comparison
Neither SPYC.DE nor XDWS.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYC.DE and XDWS.DE have a correlation of 0.76, 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 0.25% for XDWS.DE.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYC.DE and 0.25% for XDWS.DE.
Find the right allocation for SPYC.DE and XDWS.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