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SPYE.DE vs. BTCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYE.DE vs. BTCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe UCITS ETF (SPYE.DE) and ETC Group Physical Bitcoin (BTCE.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, SPYE.DE achieves a 7.68% return, which is significantly higher than BTCE.DE's -27.02% return.


SPYE.DE

1D
0.62%
1M
1.21%
YTD
7.68%
6M
10.03%
1Y
16.22%
3Y*
13.73%
5Y*
9.86%
10Y*
9.09%

BTCE.DE

1D
-3.79%
1M
-20.95%
YTD
-27.02%
6M
-28.72%
1Y
-41.08%
3Y*
28.04%
5Y*
10.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYE.DE vs. BTCE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPYE.DE
SPDR MSCI Europe UCITS ETF
7.68%20.32%8.24%15.50%-9.42%25.11%10.78%
BTCE.DE
ETC Group Physical Bitcoin
-27.02%-18.20%125.79%146.52%-63.89%81.36%164.73%

Correlation

The correlation between SPYE.DE and BTCE.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2020

0.29

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Return for Risk

SPYE.DE vs. BTCE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYE.DE
SPYE.DE Risk / Return Rank: 3737
Overall Rank
SPYE.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SPYE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPYE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
SPYE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SPYE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

BTCE.DE
BTCE.DE Risk / Return Rank: 11
Overall Rank
BTCE.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCE.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCE.DE Omega Ratio Rank: 22
Omega Ratio Rank
BTCE.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCE.DE Martin Ratio Rank: 11
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.

SPYE.DE vs. BTCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe UCITS ETF (SPYE.DE) and ETC Group Physical Bitcoin (BTCE.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.


SPYE.DEBTCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+3.44

Omega ratioGain probability vs. loss probability

1.24

0.83

+0.41

Calmar ratioReturn relative to maximum drawdown

1.74

-0.83

+2.57

Martin ratioReturn relative to average drawdown

6.36

-1.46

+7.81

SPYE.DE vs. BTCE.DE - Sharpe Ratio Comparison

The current SPYE.DE Sharpe Ratio is 1.28, which is higher than the BTCE.DE Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of SPYE.DE and BTCE.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


SPYE.DEBTCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

-1.04

+2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.20

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.58

-0.06

Drawdowns

SPYE.DE vs. BTCE.DE - Drawdown Comparison

The maximum SPYE.DE drawdown since its inception was -35.54%, smaller than the maximum BTCE.DE drawdown of -74.62%. Use the drawdown chart below to compare losses from any high point for SPYE.DE and BTCE.DE.


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Drawdown Indicators


SPYE.DEBTCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-74.62%

+39.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-49.76%

+40.31%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-49.76%

+33.11%

Max Drawdown (5Y)

Largest decline over 5 years

-19.53%

-74.62%

+55.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

Current Drawdown

Current decline from peak

-1.47%

-49.27%

+47.80%

Average Drawdown

Average peak-to-trough decline

-5.36%

-30.28%

+24.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

28.52%

-25.93%

Volatility

SPYE.DE vs. BTCE.DE - Volatility Comparison

The current volatility for SPDR MSCI Europe UCITS ETF (SPYE.DE) is 4.24%, while ETC Group Physical Bitcoin (BTCE.DE) has a volatility of 9.82%. This indicates that SPYE.DE experiences smaller price fluctuations and is considered to be less risky than BTCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYE.DEBTCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

9.82%

-5.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

31.25%

-20.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

39.81%

-26.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

52.58%

-38.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

57.85%

-42.14%

SPYE.DE vs. BTCE.DE - Expense Ratio Comparison

SPYE.DE has a 0.25% expense ratio, which is lower than BTCE.DE's 2.00% expense ratio.


Dividends

SPYE.DE vs. BTCE.DE - Dividend Comparison

Neither SPYE.DE nor BTCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYE.DE and BTCE.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYE.DE is cheaper with a 0.25% expense ratio, compared with 2.00% for BTCE.DE.

SPYE.DE is categorized as Europe Equities, while BTCE.DE is Cryptocurrency. They also come from different issuers: State Street and ETC Issuance. Their fees differ too: 0.25% for SPYE.DE and 2.00% for BTCE.DE.

Portfolio Optimizer

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