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SPYP.DE vs. EXH4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYP.DE vs. EXH4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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, SPYP.DE achieves a 17.42% return, which is significantly higher than EXH4.DE's 8.61% return. Over the past 10 years, SPYP.DE has underperformed EXH4.DE with an annualized return of 11.05%, while EXH4.DE has yielded a comparatively higher 12.08% 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%

EXH4.DE

1D
0.57%
1M
1.72%
YTD
8.61%
6M
10.71%
1Y
14.50%
3Y*
17.96%
5Y*
11.25%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYP.DE vs. EXH4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)
8.61%23.72%14.66%23.26%-18.58%27.14%5.60%36.93%-13.73%16.86%

Correlation

The correlation between SPYP.DE and EXH4.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.69

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

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.77

The correlation between SPYP.DE and EXH4.DE shifts across timeframes, from 0.63 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPYP.DE vs. EXH4.DE — Risk / Return Rank

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

SPYP.DE
SPYP.DE Risk / Return Rank: 4444
Overall Rank
SPYP.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPYP.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPYP.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SPYP.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPYP.DE Martin Ratio Rank: 4949
Martin Ratio Rank

EXH4.DE
EXH4.DE Risk / Return Rank: 2424
Overall Rank
EXH4.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EXH4.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
EXH4.DE Omega Ratio Rank: 2323
Omega Ratio Rank
EXH4.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EXH4.DE Martin Ratio Rank: 2828
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.

SPYP.DE vs. EXH4.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 iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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.DEEXH4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.26

1.15

+0.12

Calmar ratioReturn relative to maximum drawdown

1.98

1.09

+0.89

Martin ratioReturn relative to average drawdown

7.94

3.91

+4.03

SPYP.DE vs. EXH4.DE - Sharpe Ratio Comparison

The current SPYP.DE Sharpe Ratio is 1.52, which is higher than the EXH4.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SPYP.DE and EXH4.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


SPYP.DEEXH4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.73

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.57

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.60

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.47

-0.05

Drawdowns

SPYP.DE vs. EXH4.DE - Drawdown Comparison

The maximum SPYP.DE drawdown since its inception was -36.99%, smaller than the maximum EXH4.DE drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for SPYP.DE and EXH4.DE.


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Drawdown Indicators


SPYP.DEEXH4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-60.02%

+23.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-13.28%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-20.69%

-19.33%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-31.07%

+8.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.40%

-41.94%

+6.54%

Current Drawdown

Current decline from peak

-1.54%

-1.40%

-0.14%

Average Drawdown

Average peak-to-trough decline

-7.59%

-9.81%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.69%

-0.43%

Volatility

SPYP.DE vs. EXH4.DE - Volatility Comparison

SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) have volatilities of 6.50% and 6.36%, 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.DEEXH4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.36%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

16.56%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

19.71%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

19.66%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

19.93%

-0.59%

SPYP.DE vs. EXH4.DE - Expense Ratio Comparison

SPYP.DE has a 0.18% expense ratio, which is lower than EXH4.DE's 0.46% expense ratio.


Dividends

SPYP.DE vs. EXH4.DE - Dividend Comparison

SPYP.DE has not paid dividends to shareholders, while EXH4.DE's dividend yield for the trailing twelve months is around 1.18%.


PositionTTM20252024202320222021202020192018201720162015
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)
1.18%1.31%1.51%1.72%1.68%1.08%0.85%1.69%1.67%2.38%2.10%2.79%
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%0.00%0.00%0.00%

Frequently Asked Questions


SPYP.DE and EXH4.DE have a correlation of 0.63, 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 0.46% for EXH4.DE.

SPYP.DE tracks MSCI Europe Materials 20/35 Capped, while EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYP.DE and 0.46% for EXH4.DE.

Portfolio Optimizer

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