SPYC.DE vs. ZPRX.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SPYC.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Staples 20/35 Capped, while ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, SPYC.DE returned 2.96%/yr vs 8.15%/yr for ZPRX.DE. At a 0.50 correlation, their price movements are largely independent. SPYC.DE charges 0.18%/yr vs 0.30%/yr for ZPRX.DE.
Performance
SPYC.DE vs. ZPRX.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 ZPRX.DE's 7.81% return. Over the past 10 years, SPYC.DE has underperformed ZPRX.DE with an annualized return of 2.96%, while ZPRX.DE has yielded a comparatively higher 8.15% annualized 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%
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
SPYC.DE vs. ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
Correlation
The correlation between SPYC.DE and ZPRX.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2015 | 0.50 |
Over the past year, the correlation between SPYC.DE and ZPRX.DE has dropped to 0.27 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
SPYC.DE vs. ZPRX.DE — Risk / Return Rank
SPYC.DE
ZPRX.DE
SPYC.DE vs. ZPRX.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 Small Cap Value Weighted UCITS ETF (ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.22 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.47 | -1.84 |
| Martin ratioReturn relative to average drawdown | -0.79 | 5.42 | -6.21 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 1.23 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.46 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.45 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.39 | -0.08 |
Drawdowns
SPYC.DE vs. ZPRX.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and ZPRX.DE.
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Drawdown Indicators
| SPYC.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -43.93% | +19.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -11.63% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -15.95% | +3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -27.52% | +12.46% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -43.93% | +19.13% |
Current DrawdownCurrent decline from peak | -11.20% | -1.51% | -9.69% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -7.71% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 3.16% | +2.73% |
Volatility
SPYC.DE vs. ZPRX.DE - Volatility Comparison
SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) has a higher volatility of 4.54% compared to SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) at 4.17%. This indicates that SPYC.DE's price experiences larger fluctuations and is considered to be riskier than ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.17% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 11.30% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 13.94% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 16.69% | -4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 18.14% | -4.76% |
SPYC.DE vs. ZPRX.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
SPYC.DE vs. ZPRX.DE - Dividend Comparison
Neither SPYC.DE nor ZPRX.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYC.DE and ZPRX.DE have a correlation of 0.27, 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 0.30% for ZPRX.DE.
SPYC.DE is categorized as Consumer Staples Equities, while ZPRX.DE is Europe Equities. SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.18% for SPYC.DE and 0.30% for ZPRX.DE.
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