SPYP.DE vs. DXSC.DE
Compare and contrast key facts about SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE).
SPYP.DE and DXSC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYP.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Materials 20/35 Capped. It was launched on Dec 5, 2014. DXSC.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Materials ESG Screened 20-35. It was launched on Jun 26, 2007. Both SPYP.DE and DXSC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPYP.DE vs. DXSC.DE - Performance Comparison
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SPYP.DE vs. DXSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYP.DE SPDR MSCI Europe Materials UCITS ETF | 7.31% | 13.01% | -3.09% | 12.36% | -9.22% | 24.42% | 9.86% | 27.43% | -14.57% | 18.99% |
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | -0.91% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
Returns By Period
In the year-to-date period, SPYP.DE achieves a 7.31% return, which is significantly higher than DXSC.DE's -0.91% return. Over the past 10 years, SPYP.DE has underperformed DXSC.DE with an annualized return of 10.66%, while DXSC.DE has yielded a comparatively higher 12.05% annualized return.
SPYP.DE
- 1D
- -0.58%
- 1M
- 0.10%
- YTD
- 7.31%
- 6M
- 15.10%
- 1Y
- 18.91%
- 3Y*
- 8.84%
- 5Y*
- 6.10%
- 10Y*
- 10.66%
DXSC.DE
- 1D
- -0.89%
- 1M
- -2.58%
- YTD
- -0.91%
- 6M
- 2.48%
- 1Y
- 2.87%
- 3Y*
- 6.15%
- 5Y*
- 3.70%
- 10Y*
- 12.05%
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SPYP.DE vs. DXSC.DE - Expense Ratio Comparison
SPYP.DE has a 0.18% expense ratio, which is higher than DXSC.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%.
Return for Risk
SPYP.DE vs. DXSC.DE — Risk / Return Rank
SPYP.DE
DXSC.DE
SPYP.DE vs. DXSC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.
| SPYP.DE | DXSC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.17 | +0.90 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.34 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 0.37 | +1.39 |
Martin ratioReturn relative to average drawdown | 6.88 | 1.06 | +5.82 |
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
| SPYP.DE | DXSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.17 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.20 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.49 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.05 | +0.33 |
Correlation
The correlation between SPYP.DE and DXSC.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SPYP.DE vs. DXSC.DE - Dividend Comparison
Neither SPYP.DE nor DXSC.DE has paid dividends to shareholders.
Drawdowns
SPYP.DE vs. DXSC.DE - Drawdown Comparison
The maximum SPYP.DE drawdown since its inception was -36.99%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for SPYP.DE and DXSC.DE.
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Drawdown Indicators
| SPYP.DE | DXSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.99% | -73.82% | +36.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -14.34% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.63% | -25.76% | +3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -35.40% | -44.96% | +9.56% |
Current DrawdownCurrent decline from peak | -5.60% | -8.32% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -30.42% | +22.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 5.00% | -1.65% |
Volatility
SPYP.DE vs. DXSC.DE - Volatility Comparison
SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) have volatilities of 7.84% and 7.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYP.DE | DXSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 7.82% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 12.27% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 17.05% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.78% | 18.16% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 24.24% | -4.90% |