SPYT.DE vs. IU5C.DE
SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) and IU5C.DE (iShares S&P 500 Communication Sector UCITS ETF USD (Acc)) are both Communications Equities funds - SPYT.DE tracks the MSCI Europe Communication Services 20/35 Capped while IU5C.DE tracks the S&P 500 Capped 35/20 Communication Services. Both are passively managed. Over the past 5 years, SPYT.DE returned 5.43%/yr vs 12.43%/yr for IU5C.DE. At a 0.44 correlation, their price movements are largely independent. SPYT.DE charges 0.18%/yr vs 0.15%/yr for IU5C.DE.
Performance
SPYT.DE vs. IU5C.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SPYT.DE having a 3.11% return and IU5C.DE slightly lower at 3.08%.
SPYT.DE
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 3.11%
- 6M
- 4.73%
- 1Y
- -8.46%
- 3Y*
- 10.29%
- 5Y*
- 5.43%
- 10Y*
- 1.47%
IU5C.DE
- 1D
- 1.39%
- 1M
- -2.99%
- YTD
- 3.08%
- 6M
- 0.70%
- 1Y
- 17.66%
- 3Y*
- 23.65%
- 5Y*
- 12.43%
- 10Y*
- —
SPYT.DE vs. IU5C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 1.91% |
IU5C.DE iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 3.08% | 12.25% | 46.75% | 50.73% | -37.12% | 31.78% | 11.48% | 35.88% | -11.68% |
Correlation
The correlation between SPYT.DE and IU5C.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.44 |
The correlation between SPYT.DE and IU5C.DE shifts across timeframes, from 0.30 (3 years) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYT.DE vs. IU5C.DE — Risk / Return Rank
SPYT.DE
IU5C.DE
SPYT.DE vs. IU5C.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 iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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.DE | IU5C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.23 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 2.32 | -2.83 |
| Martin ratioReturn relative to average drawdown | -0.97 | 7.89 | -8.86 |
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
| SPYT.DE | IU5C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 1.35 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.64 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.73 | -0.50 |
Drawdowns
SPYT.DE vs. IU5C.DE - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than IU5C.DE's maximum drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and IU5C.DE.
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Drawdown Indicators
| SPYT.DE | IU5C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -39.23% | -10.40% |
Max Drawdown (1Y)Largest decline over 1 year | -14.65% | -8.06% | -6.59% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | -23.61% | +8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -39.23% | +18.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.06% | — | — |
Current DrawdownCurrent decline from peak | -8.46% | -4.21% | -4.25% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -8.63% | -10.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 2.37% | +5.28% |
Volatility
SPYT.DE vs. IU5C.DE - Volatility Comparison
SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) have volatilities of 4.21% and 4.12%, 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
| SPYT.DE | IU5C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.12% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 9.51% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 13.87% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 19.30% | -5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 19.91% | -4.24% |
SPYT.DE vs. IU5C.DE - Expense Ratio Comparison
SPYT.DE has a 0.18% expense ratio, which is higher than IU5C.DE's 0.15% 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
SPYT.DE vs. IU5C.DE - Dividend Comparison
Neither SPYT.DE nor IU5C.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYT.DE and IU5C.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IU5C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IU5C.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for SPYT.DE.
SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while IU5C.DE tracks S&P 500 Capped 35/20 Communication Services. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYT.DE and 0.15% for IU5C.DE.
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