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SPYR.DE vs. SC0R.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYR.DE vs. SC0R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) and Invesco European Travel Sector UCITS ETF (SC0R.DE). The values are adjusted to include any dividend payments, if applicable.

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SPYR.DE vs. SC0R.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYR.DE
SPDR MSCI Europe Consumer Discretionary UCITS ETF
-16.29%2.47%3.29%15.35%-15.95%21.86%5.93%35.34%-15.45%10.29%
SC0R.DE
Invesco European Travel Sector UCITS ETF
-8.94%6.02%14.47%24.44%-14.51%6.20%-13.70%23.30%-14.12%19.55%

Returns By Period

In the year-to-date period, SPYR.DE achieves a -16.29% return, which is significantly lower than SC0R.DE's -8.94% return. Over the past 10 years, SPYR.DE has outperformed SC0R.DE with an annualized return of 4.27%, while SC0R.DE has yielded a comparatively lower 2.89% annualized return.


SPYR.DE

1D
-0.42%
1M
-3.80%
YTD
-16.29%
6M
-14.07%
1Y
-11.37%
3Y*
-4.70%
5Y*
-1.34%
10Y*
4.27%

SC0R.DE

1D
-0.28%
1M
-0.57%
YTD
-8.94%
6M
-4.72%
1Y
9.94%
3Y*
4.83%
5Y*
0.81%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYR.DE vs. SC0R.DE - Expense Ratio Comparison

SPYR.DE has a 0.18% expense ratio, which is lower than SC0R.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SPYR.DE vs. SC0R.DE — Risk / Return Rank

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

SPYR.DE
SPYR.DE Risk / Return Rank: 44
Overall Rank
SPYR.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SPYR.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SPYR.DE Omega Ratio Rank: 33
Omega Ratio Rank
SPYR.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
SPYR.DE Martin Ratio Rank: 33
Martin Ratio Rank

SC0R.DE
SC0R.DE Risk / Return Rank: 2626
Overall Rank
SC0R.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SC0R.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SC0R.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SC0R.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
SC0R.DE Martin Ratio Rank: 2626
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.

SPYR.DE vs. SC0R.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) and Invesco European Travel Sector UCITS ETF (SC0R.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.


SPYR.DESC0R.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.58

0.46

-1.04

Sortino ratio

Return per unit of downside risk

-0.70

0.81

-1.51

Omega ratio

Gain probability vs. loss probability

0.92

1.10

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.37

1.03

-1.39

Martin ratio

Return relative to average drawdown

-1.05

2.81

-3.86

SPYR.DE vs. SC0R.DE - Sharpe Ratio Comparison

The current SPYR.DE Sharpe Ratio is -0.58, which is lower than the SC0R.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of SPYR.DE and SC0R.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYR.DESC0R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

0.46

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.03

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.12

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.37

-0.09

Correlation

The correlation between SPYR.DE and SC0R.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPYR.DE vs. SC0R.DE - Dividend Comparison

Neither SPYR.DE nor SC0R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYR.DE vs. SC0R.DE - Drawdown Comparison

The maximum SPYR.DE drawdown since its inception was -41.59%, smaller than the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for SPYR.DE and SC0R.DE.


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Drawdown Indicators


SPYR.DESC0R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.59%

-55.64%

+14.05%

Max Drawdown (1Y)

Largest decline over 1 year

-20.59%

-14.20%

-6.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.92%

-39.40%

+9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-41.59%

-55.64%

+14.05%

Current Drawdown

Current decline from peak

-23.56%

-10.45%

-13.11%

Average Drawdown

Average peak-to-trough decline

-9.18%

-10.41%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

5.19%

+2.02%

Volatility

SPYR.DE vs. SC0R.DE - Volatility Comparison

The current volatility for SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) is 6.59%, while Invesco European Travel Sector UCITS ETF (SC0R.DE) has a volatility of 7.50%. This indicates that SPYR.DE experiences smaller price fluctuations and is considered to be less risky than SC0R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYR.DESC0R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

7.50%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

14.41%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

21.43%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

23.70%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

24.66%

-4.04%