SPYQ.DE vs. DXSC.DE
SPYQ.DE (SPDR MSCI Europe Industrials UCITS ETF) and DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) are both Industrials Equities funds - SPYQ.DE tracks the MSCI Europe Industrials 20/35 Capped while DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35. Both are passively managed. Over the past 10 years, SPYQ.DE returned 12.56%/yr vs 12.15%/yr for DXSC.DE. A 0.66 correlation means they provide meaningful diversification when combined. SPYQ.DE charges 0.18%/yr vs 0.17%/yr for DXSC.DE.
Performance
SPYQ.DE vs. DXSC.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SPYQ.DE having a 8.86% return and DXSC.DE slightly lower at 8.73%. Both investments have delivered pretty close results over the past 10 years, with SPYQ.DE having a 12.56% annualized return and DXSC.DE not far behind at 12.15%.
SPYQ.DE
- 1D
- 0.62%
- 1M
- 0.55%
- YTD
- 8.86%
- 6M
- 11.04%
- 1Y
- 15.68%
- 3Y*
- 19.58%
- 5Y*
- 12.85%
- 10Y*
- 12.56%
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
SPYQ.DE vs. DXSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYQ.DE SPDR MSCI Europe Industrials UCITS ETF | 8.86% | 25.52% | 14.36% | 26.68% | -16.54% | 28.05% | 4.02% | 37.55% | -14.12% | 15.52% |
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
Correlation
The correlation between SPYQ.DE and DXSC.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.66 |
The correlation between SPYQ.DE and DXSC.DE shifts across timeframes, from 0.64 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPYQ.DE vs. DXSC.DE — Risk / Return Rank
SPYQ.DE
DXSC.DE
SPYQ.DE vs. DXSC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Industrials UCITS ETF (SPYQ.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.
| SPYQ.DE | DXSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.10 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.58 | +0.61 |
| Martin ratioReturn relative to average drawdown | 4.36 | 1.79 | +2.57 |
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
| SPYQ.DE | DXSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.49 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.22 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.51 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.07 | +0.53 |
Drawdowns
SPYQ.DE vs. DXSC.DE - Drawdown Comparison
The maximum SPYQ.DE drawdown since its inception was -41.44%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for SPYQ.DE and DXSC.DE.
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Drawdown Indicators
| SPYQ.DE | DXSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -73.82% | +32.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -14.34% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.37% | -17.53% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -25.63% | -3.57% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | -44.96% | +3.52% |
Current DrawdownCurrent decline from peak | -2.67% | -1.80% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -30.18% | +24.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 4.61% | -1.03% |
Volatility
SPYQ.DE vs. DXSC.DE - Volatility Comparison
SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) have volatilities of 6.29% and 6.43%, 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
| SPYQ.DE | DXSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 6.43% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 14.24% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 16.91% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 17.98% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 23.78% | -4.18% |
SPYQ.DE vs. DXSC.DE - Expense Ratio Comparison
SPYQ.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%.
Dividends
SPYQ.DE vs. DXSC.DE - Dividend Comparison
Neither SPYQ.DE nor DXSC.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYQ.DE and DXSC.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for SPYQ.DE.
SPYQ.DE tracks MSCI Europe Industrials 20/35 Capped, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYQ.DE and 0.17% for DXSC.DE.
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