SPYP.DE vs. E6BR.DE
SPYP.DE (SPDR MSCI Europe Materials UCITS ETF) and E6BR.DE (Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist) are both Industrials Equities funds - SPYP.DE tracks the MSCI Europe Materials 20/35 Capped while E6BR.DE tracks the STOXX® Europe 600 Basic Resources. Both are passively managed. Over the past 10 years, SPYP.DE returned 11.05%/yr vs 15.56%/yr for E6BR.DE. Their correlation of 0.88 suggests significant overlap in exposure. SPYP.DE charges 0.18%/yr vs 0.30%/yr for E6BR.DE.
Performance
SPYP.DE vs. E6BR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYP.DE achieves a 17.42% return, which is significantly lower than E6BR.DE's 32.12% return. Over the past 10 years, SPYP.DE has underperformed E6BR.DE with an annualized return of 11.05%, while E6BR.DE has yielded a comparatively higher 15.56% annualized return.
SPYP.DE
- 1D
- -0.40%
- 1M
- 5.89%
- YTD
- 17.42%
- 6M
- 21.88%
- 1Y
- 25.97%
- 3Y*
- 12.38%
- 5Y*
- 6.68%
- 10Y*
- 11.05%
E6BR.DE
- 1D
- -1.00%
- 1M
- 10.30%
- YTD
- 32.12%
- 6M
- 41.34%
- 1Y
- 80.79%
- 3Y*
- 18.05%
- 5Y*
- 10.65%
- 10Y*
- 15.56%
SPYP.DE vs. E6BR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYP.DE SPDR MSCI Europe Materials UCITS ETF | 17.42% | 13.01% | -3.09% | 12.36% | -9.22% | 24.42% | 9.86% | 27.43% | -14.57% | 18.99% |
E6BR.DE Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist | 32.12% | 33.08% | -9.05% | -6.66% | 9.00% | 27.01% | 12.86% | 22.79% | -12.99% | 21.27% |
Correlation
The correlation between SPYP.DE and E6BR.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.88 |
The correlation between SPYP.DE and E6BR.DE has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.
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Return for Risk
SPYP.DE vs. E6BR.DE — Risk / Return Rank
SPYP.DE
E6BR.DE
SPYP.DE vs. E6BR.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 Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.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 | E6BR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.49 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 4.66 | -2.68 |
| Martin ratioReturn relative to average drawdown | 7.94 | 18.44 | -10.49 |
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 | E6BR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 3.10 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.40 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.17 | +0.24 |
Drawdowns
SPYP.DE vs. E6BR.DE - Drawdown Comparison
The maximum SPYP.DE drawdown since its inception was -36.99%, smaller than the maximum E6BR.DE drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for SPYP.DE and E6BR.DE.
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Drawdown Indicators
| SPYP.DE | E6BR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.99% | -66.16% | +29.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -17.23% | +4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -20.69% | -33.28% | +12.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.63% | -40.00% | +17.37% |
Max Drawdown (10Y)Largest decline over 10 years | -35.40% | -44.33% | +8.93% |
Current DrawdownCurrent decline from peak | -1.54% | -2.89% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -22.97% | +15.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 4.29% | -1.03% |
Volatility
SPYP.DE vs. E6BR.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) is 6.50%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) has a volatility of 9.78%. This indicates that SPYP.DE experiences smaller price fluctuations and is considered to be less risky than E6BR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYP.DE | E6BR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 9.78% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 21.75% | -7.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 25.95% | -8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 26.47% | -8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 27.59% | -8.25% |
SPYP.DE vs. E6BR.DE - Expense Ratio Comparison
SPYP.DE has a 0.18% expense ratio, which is lower than E6BR.DE's 0.30% expense ratio.
Dividends
SPYP.DE vs. E6BR.DE - Dividend Comparison
SPYP.DE has not paid dividends to shareholders, while E6BR.DE's dividend yield for the trailing twelve months is around 1.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
E6BR.DE Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist | 1.75% | 2.31% | 4.15% | 0.00% | 5.98% | 5.68% | 3.72% | 5.24% | 3.59% |
SPYP.DE SPDR MSCI Europe Materials UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYP.DE and E6BR.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYP.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYP.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for E6BR.DE.
SPYP.DE tracks MSCI Europe Materials 20/35 Capped, while E6BR.DE tracks STOXX® Europe 600 Basic Resources. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYP.DE and 0.30% for E6BR.DE.
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