SPYQ.DE vs. E6BR.DE
SPYQ.DE (SPDR MSCI Europe Industrials UCITS ETF) and E6BR.DE (Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist) are both Industrials Equities funds - SPYQ.DE tracks the MSCI Europe Industrials 20/35 Capped while E6BR.DE tracks the STOXX® Europe 600 Basic Resources. Both are passively managed. Over the past 10 years, SPYQ.DE returned 12.56%/yr vs 15.56%/yr for E6BR.DE. A 0.59 correlation means they provide meaningful diversification when combined. SPYQ.DE charges 0.18%/yr vs 0.30%/yr for E6BR.DE.
Performance
SPYQ.DE vs. E6BR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYQ.DE achieves a 8.86% return, which is significantly lower than E6BR.DE's 32.12% return. Over the past 10 years, SPYQ.DE has underperformed E6BR.DE with an annualized return of 12.56%, while E6BR.DE has yielded a comparatively higher 15.56% annualized return.
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%
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%
SPYQ.DE vs. E6BR.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% |
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 SPYQ.DE and E6BR.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.59 |
The correlation between SPYQ.DE and E6BR.DE has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.
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Return for Risk
SPYQ.DE vs. E6BR.DE — Risk / Return Rank
SPYQ.DE
E6BR.DE
SPYQ.DE vs. E6BR.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 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.
| SPYQ.DE | E6BR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.49 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 4.66 | -3.48 |
| Martin ratioReturn relative to average drawdown | 4.36 | 18.44 | -14.07 |
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 | E6BR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 3.10 | -2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.40 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.57 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.17 | +0.42 |
Drawdowns
SPYQ.DE vs. E6BR.DE - Drawdown Comparison
The maximum SPYQ.DE drawdown since its inception was -41.44%, smaller than the maximum E6BR.DE drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for SPYQ.DE and E6BR.DE.
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Drawdown Indicators
| SPYQ.DE | E6BR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -66.16% | +24.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -17.23% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.37% | -33.28% | +14.91% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -40.00% | +10.80% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | -44.33% | +2.89% |
Current DrawdownCurrent decline from peak | -2.67% | -2.89% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -22.97% | +16.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 4.29% | -0.71% |
Volatility
SPYQ.DE vs. E6BR.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) is 6.29%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) has a volatility of 9.78%. This indicates that SPYQ.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
| SPYQ.DE | E6BR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 9.78% | -3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 21.75% | -5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 25.95% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 26.47% | -7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 27.59% | -7.99% |
SPYQ.DE vs. E6BR.DE - Expense Ratio Comparison
SPYQ.DE has a 0.18% expense ratio, which is lower than E6BR.DE's 0.30% expense ratio.
Dividends
SPYQ.DE vs. E6BR.DE - Dividend Comparison
SPYQ.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% |
SPYQ.DE SPDR MSCI Europe Industrials UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYQ.DE and E6BR.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYQ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYQ.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for E6BR.DE.
SPYQ.DE tracks MSCI Europe Industrials 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 SPYQ.DE and 0.30% for E6BR.DE.
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