SPYZ.DE vs. EXX1.DE
SPYZ.DE (SPDR MSCI Europe Financials UCITS ETF) and EXX1.DE (iShares EURO STOXX Banks 30-15 UCITS ETF (DE)) are both Financials Equities funds - SPYZ.DE tracks the MSCI Europe Financials 20/35 Capped while EXX1.DE tracks the EURO STOXX® Banks 30-15. Both are passively managed. Over the past 10 years, SPYZ.DE returned 12.24%/yr vs 14.90%/yr for EXX1.DE. Their correlation of 0.91 suggests significant overlap in exposure. SPYZ.DE charges 0.18%/yr vs 0.52%/yr for EXX1.DE.
Performance
SPYZ.DE vs. EXX1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYZ.DE achieves a 3.30% return, which is significantly lower than EXX1.DE's 5.47% return. Over the past 10 years, SPYZ.DE has underperformed EXX1.DE with an annualized return of 12.24%, while EXX1.DE has yielded a comparatively higher 14.90% annualized return.
SPYZ.DE
- 1D
- 0.55%
- 1M
- 3.48%
- YTD
- 3.30%
- 6M
- 9.90%
- 1Y
- 22.41%
- 3Y*
- 28.74%
- 5Y*
- 19.38%
- 10Y*
- 12.24%
EXX1.DE
- 1D
- 0.88%
- 1M
- 6.39%
- YTD
- 5.47%
- 6M
- 12.15%
- 1Y
- 41.16%
- 3Y*
- 45.42%
- 5Y*
- 28.85%
- 10Y*
- 14.90%
SPYZ.DE vs. EXX1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYZ.DE SPDR MSCI Europe Financials UCITS ETF | 3.30% | 48.26% | 25.23% | 21.51% | -2.51% | 28.19% | -15.32% | 24.02% | -19.59% | 12.30% |
EXX1.DE iShares EURO STOXX Banks 30-15 UCITS ETF (DE) | 5.47% | 90.63% | 30.20% | 30.03% | 0.67% | 39.66% | -23.43% | 17.97% | -31.04% | 14.78% |
Correlation
The correlation between SPYZ.DE and EXX1.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.91 |
The correlation between SPYZ.DE and EXX1.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
SPYZ.DE vs. EXX1.DE — Risk / Return Rank
SPYZ.DE
EXX1.DE
SPYZ.DE vs. EXX1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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.
| SPYZ.DE | EXX1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.41 | -0.60 |
| Martin ratioReturn relative to average drawdown | 6.13 | 7.65 | -1.52 |
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
| SPYZ.DE | EXX1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.74 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.13 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.52 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.10 | +0.37 |
Drawdowns
SPYZ.DE vs. EXX1.DE - Drawdown Comparison
The maximum SPYZ.DE drawdown since its inception was -45.16%, smaller than the maximum EXX1.DE drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for SPYZ.DE and EXX1.DE.
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Drawdown Indicators
| SPYZ.DE | EXX1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.16% | -84.32% | +39.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -16.98% | +4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -16.91% | -20.17% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.17% | -34.17% | +11.00% |
Max Drawdown (10Y)Largest decline over 10 years | -45.16% | -62.43% | +17.27% |
Current DrawdownCurrent decline from peak | -2.74% | -1.57% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -49.66% | +40.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 5.36% | -1.71% |
Volatility
SPYZ.DE vs. EXX1.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) is 5.19%, while iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) has a volatility of 5.65%. This indicates that SPYZ.DE experiences smaller price fluctuations and is considered to be less risky than EXX1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYZ.DE | EXX1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.65% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.37% | 18.82% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 23.58% | -5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.75% | 25.22% | -6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 28.34% | -7.06% |
SPYZ.DE vs. EXX1.DE - Expense Ratio Comparison
SPYZ.DE has a 0.18% expense ratio, which is lower than EXX1.DE's 0.52% expense ratio.
Dividends
SPYZ.DE vs. EXX1.DE - Dividend Comparison
SPYZ.DE has not paid dividends to shareholders, while EXX1.DE's dividend yield for the trailing twelve months is around 3.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX1.DE iShares EURO STOXX Banks 30-15 UCITS ETF (DE) | 3.59% | 3.40% | 5.16% | 4.44% | 7.03% | 0.75% | 1.20% | 4.32% | 4.44% | 7.30% | 3.48% | 2.67% |
SPYZ.DE SPDR MSCI Europe Financials UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, SPYZ.DE and EXX1.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SPYZ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYZ.DE is cheaper with a 0.18% expense ratio, compared with 0.52% for EXX1.DE.
SPYZ.DE tracks MSCI Europe Financials 20/35 Capped, while EXX1.DE tracks EURO STOXX® Banks 30-15. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYZ.DE and 0.52% for EXX1.DE.
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