SPYP.DE vs. XU61.DE
SPYP.DE (SPDR MSCI Europe Materials UCITS ETF) and XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) are both exchange-traded funds - SPYP.DE is a Industrials Equities fund tracking the MSCI Europe Materials 20/35 Capped, while XU61.DE is a Global Equities fund tracking the ECPI Global ESG Infrastructure Equity Index. Both are passively managed. Over the past year, SPYP.DE returned 25.97% vs 25.57% for XU61.DE. At a 0.48 correlation, their price movements are largely independent. SPYP.DE charges 0.18%/yr vs 0.31%/yr for XU61.DE.
Performance
SPYP.DE vs. XU61.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 higher than XU61.DE's 12.67% 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%
XU61.DE
- 1D
- -0.72%
- 1M
- 0.91%
- YTD
- 12.67%
- 6M
- 13.88%
- 1Y
- 25.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYP.DE vs. XU61.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYP.DE SPDR MSCI Europe Materials UCITS ETF | 17.42% | 13.01% | -3.09% | 11.45% |
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 12.67% | 17.07% | 10.27% | 7.93% |
Correlation
The correlation between SPYP.DE and XU61.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023 | 0.48 |
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Return for Risk
SPYP.DE vs. XU61.DE — Risk / Return Rank
SPYP.DE
XU61.DE
SPYP.DE vs. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.46 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 4.31 | -2.34 |
| Martin ratioReturn relative to average drawdown | 7.94 | 17.45 | -9.50 |
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 | XU61.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.53 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.80 | -1.38 |
Drawdowns
SPYP.DE vs. XU61.DE - Drawdown Comparison
The maximum SPYP.DE drawdown since its inception was -36.99%, which is greater than XU61.DE's maximum drawdown of -12.73%. Use the drawdown chart below to compare losses from any high point for SPYP.DE and XU61.DE.
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Drawdown Indicators
| SPYP.DE | XU61.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.99% | -12.73% | -24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -5.90% | -7.17% |
Max Drawdown (3Y)Largest decline over 3 years | -20.69% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.40% | — | — |
Current DrawdownCurrent decline from peak | -1.54% | -1.75% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -1.39% | -6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 1.46% | +1.80% |
Volatility
SPYP.DE vs. XU61.DE - Volatility Comparison
SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) has a higher volatility of 6.50% compared to BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 3.30%. This indicates that SPYP.DE's price experiences larger fluctuations and is considered to be riskier than XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 3.30% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 7.78% | +6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 10.06% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 10.63% | +7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 10.63% | +8.71% |
SPYP.DE vs. XU61.DE - Expense Ratio Comparison
SPYP.DE has a 0.18% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.
Dividends
SPYP.DE vs. XU61.DE - Dividend Comparison
Neither SPYP.DE nor XU61.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYP.DE and XU61.DE have a correlation of 0.47, 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 0.31% for XU61.DE.
SPYP.DE is categorized as Industrials Equities, while XU61.DE is Global Equities. SPYP.DE tracks MSCI Europe Materials 20/35 Capped, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: State Street and BNP Paribas Easy. Their fees differ too: 0.18% for SPYP.DE and 0.31% for XU61.DE.
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