SPYR.DE vs. SPYC.DE
Compare and contrast key facts about SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) and SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE).
SPYR.DE and SPYC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYR.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Consumer Discretionary 20/35 Capped. It was launched on Dec 5, 2014. SPYC.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Consumer Staples 20/35 Capped. It was launched on Dec 5, 2014. Both SPYR.DE and SPYC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPYR.DE vs. SPYC.DE - Performance Comparison
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SPYR.DE vs. SPYC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | -1.34% | 7.08% | -2.32% | 0.74% | -8.67% | 20.59% | -3.72% | 25.93% | -8.92% | 8.62% |
Returns By Period
In the year-to-date period, SPYR.DE achieves a -16.29% return, which is significantly lower than SPYC.DE's -1.34% return. Over the past 10 years, SPYR.DE has outperformed SPYC.DE with an annualized return of 4.27%, while SPYC.DE has yielded a comparatively lower 3.37% 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%
SPYC.DE
- 1D
- 0.36%
- 1M
- -6.46%
- YTD
- -1.34%
- 6M
- 2.35%
- 1Y
- -0.38%
- 3Y*
- -0.71%
- 5Y*
- 2.46%
- 10Y*
- 3.37%
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SPYR.DE vs. SPYC.DE - Expense Ratio Comparison
Both SPYR.DE and SPYC.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
SPYR.DE vs. SPYC.DE — Risk / Return Rank
SPYR.DE
SPYC.DE
SPYR.DE vs. SPYC.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 SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.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.DE | SPYC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.58 | -0.03 | -0.55 |
Sortino ratioReturn per unit of downside risk | -0.70 | 0.06 | -0.76 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.01 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.11 | -0.26 |
Martin ratioReturn relative to average drawdown | -1.05 | -0.29 | -0.76 |
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
| SPYR.DE | SPYC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | -0.03 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.20 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.25 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.32 | -0.05 |
Correlation
The correlation between SPYR.DE and SPYC.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SPYR.DE vs. SPYC.DE - Dividend Comparison
Neither SPYR.DE nor SPYC.DE has paid dividends to shareholders.
Drawdowns
SPYR.DE vs. SPYC.DE - Drawdown Comparison
The maximum SPYR.DE drawdown since its inception was -41.59%, which is greater than SPYC.DE's maximum drawdown of -24.80%. Use the drawdown chart below to compare losses from any high point for SPYR.DE and SPYC.DE.
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Drawdown Indicators
| SPYR.DE | SPYC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.59% | -24.80% | -16.79% |
Max Drawdown (1Y)Largest decline over 1 year | -20.59% | -12.47% | -8.12% |
Max Drawdown (5Y)Largest decline over 5 years | -29.92% | -15.06% | -14.86% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | -24.80% | -16.79% |
Current DrawdownCurrent decline from peak | -23.56% | -10.84% | -12.72% |
Average DrawdownAverage peak-to-trough decline | -9.18% | -5.94% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 4.74% | +2.47% |
Volatility
SPYR.DE vs. SPYC.DE - Volatility Comparison
SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) has a higher volatility of 6.59% compared to SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) at 4.62%. This indicates that SPYR.DE's price experiences larger fluctuations and is considered to be riskier than SPYC.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.DE | SPYC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 4.62% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 13.22% | 9.78% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.57% | 13.72% | +5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.71% | 12.29% | +8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 13.32% | +7.30% |