SPYC.DE vs. XZEC.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) are both Consumer Staples Equities funds - SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped while XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. Both are passively managed. Over the past 3 years, SPYC.DE returned -0.28%/yr vs 2.19%/yr for XZEC.DE. At a 0.48 correlation, their price movements are largely independent. SPYC.DE charges 0.18%/yr vs 0.17%/yr for XZEC.DE.
Performance
SPYC.DE vs. XZEC.DE - Performance Comparison
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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 XZEC.DE's 3.52% 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%
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
SPYC.DE vs. XZEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | -1.74% | 7.08% | -2.32% | 0.74% | -8.67% | 7.50% |
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
Correlation
The correlation between SPYC.DE and XZEC.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.48 |
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Return for Risk
SPYC.DE vs. XZEC.DE — Risk / Return Rank
SPYC.DE
XZEC.DE
SPYC.DE vs. XZEC.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 Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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 | XZEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.13 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.98 | -1.35 |
| Martin ratioReturn relative to average drawdown | -0.79 | 2.63 | -3.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYC.DE | XZEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 0.73 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.06 | +0.25 |
Drawdowns
SPYC.DE vs. XZEC.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum XZEC.DE drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and XZEC.DE.
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Drawdown Indicators
| SPYC.DE | XZEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -30.22% | +5.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -11.27% | -1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -23.79% | +11.32% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | — | — |
Current DrawdownCurrent decline from peak | -11.20% | -4.58% | -6.62% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -10.22% | +4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 4.19% | +1.70% |
Volatility
SPYC.DE vs. XZEC.DE - Volatility Comparison
SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) has a higher volatility of 4.54% compared to Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) at 4.04%. This indicates that SPYC.DE's price experiences larger fluctuations and is considered to be riskier than XZEC.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 | XZEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.04% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 11.07% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 15.07% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 20.02% | -7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 20.02% | -6.64% |
SPYC.DE vs. XZEC.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is higher than XZEC.DE's 0.17% expense ratio. However, 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. XZEC.DE - Dividend Comparison
Neither SPYC.DE nor XZEC.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYC.DE and XZEC.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for SPYC.DE.
SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYC.DE and 0.17% for XZEC.DE.
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