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SPYT.DE vs. INDB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYT.DE vs. INDB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYT.DE achieves a 3.11% return, which is significantly lower than INDB.DE's 26.69% return. Over the past 10 years, SPYT.DE has underperformed INDB.DE with an annualized return of 1.47%, while INDB.DE has yielded a comparatively higher 2.01% annualized return.


SPYT.DE

1D
-0.08%
1M
2.62%
YTD
3.11%
6M
5.27%
1Y
-7.75%
3Y*
10.29%
5Y*
5.43%
10Y*
1.47%

INDB.DE

1D
-1.85%
1M
3.62%
YTD
26.69%
6M
24.87%
1Y
19.59%
3Y*
19.33%
5Y*
9.34%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYT.DE vs. INDB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYT.DE
SPDR MSCI Europe Communication Services UCITS ETF
3.11%7.33%14.79%14.90%-11.90%13.68%-12.90%5.78%-9.57%2.27%
INDB.DE
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist
26.69%11.71%20.74%6.80%-14.00%13.94%-16.87%1.83%-12.92%-0.72%

Correlation

The correlation between SPYT.DE and INDB.DE is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

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

0.56

The correlation between SPYT.DE and INDB.DE shifts across timeframes, from 0.56 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPYT.DE vs. INDB.DE — Risk / Return Rank

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

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

INDB.DE
INDB.DE Risk / Return Rank: 3434
Overall Rank
INDB.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
INDB.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
INDB.DE Omega Ratio Rank: 3333
Omega Ratio Rank
INDB.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
INDB.DE Martin Ratio Rank: 3131
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.

SPYT.DE vs. INDB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.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.


SPYT.DEINDB.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

0.92

1.22

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.52

1.85

-2.37

Martin ratioReturn relative to average drawdown

-0.97

4.41

-5.38

SPYT.DE vs. INDB.DE - Sharpe Ratio Comparison

The current SPYT.DE Sharpe Ratio is -0.58, which is lower than the INDB.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SPYT.DE and INDB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYT.DEINDB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

1.23

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.76

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.15

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.45

-0.22

Drawdowns

SPYT.DE vs. INDB.DE - Drawdown Comparison

The maximum SPYT.DE drawdown since its inception was -49.63%, smaller than the maximum INDB.DE drawdown of -52.57%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and INDB.DE.


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Drawdown Indicators


SPYT.DEINDB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.63%

-52.57%

+2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-10.53%

-4.45%

Max Drawdown (3Y)

Largest decline over 3 years

-14.98%

-10.53%

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-20.35%

-21.04%

+0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-40.09%

-43.43%

+3.34%

Current Drawdown

Current decline from peak

-8.46%

-2.34%

-6.12%

Average Drawdown

Average peak-to-trough decline

-18.83%

-21.63%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.65%

4.11%

+3.54%

Volatility

SPYT.DE vs. INDB.DE - Volatility Comparison

The current volatility for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) is 4.21%, while Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.DE) has a volatility of 6.10%. This indicates that SPYT.DE experiences smaller price fluctuations and is considered to be less risky than INDB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYT.DEINDB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

6.10%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

13.02%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

15.93%

-2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

17.19%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

20.83%

-5.16%

SPYT.DE vs. INDB.DE - Expense Ratio Comparison

SPYT.DE has a 0.18% expense ratio, which is lower than INDB.DE's 0.30% expense ratio.


Dividends

SPYT.DE vs. INDB.DE - Dividend Comparison

Neither SPYT.DE nor INDB.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
INDB.DE
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist
0.00%0.00%5.15%2.83%5.21%4.07%0.60%
SPYT.DE
SPDR MSCI Europe Communication Services UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPYT.DE and INDB.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYT.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for INDB.DE.

SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while INDB.DE tracks STOXX® Europe 600 Telecommunications. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYT.DE and 0.30% for INDB.DE.

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