XZEC.DE vs. SPYC.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds - XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select while SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs -0.28%/yr for SPYC.DE. At a 0.48 correlation, their price movements are largely independent. XZEC.DE charges 0.17%/yr vs 0.18%/yr for SPYC.DE.
Performance
XZEC.DE vs. SPYC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEC.DE achieves a 3.52% return, which is significantly higher than SPYC.DE's -1.74% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 0.98%
- YTD
- 3.52%
- 6M
- 3.97%
- 1Y
- 11.54%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
SPYC.DE
- 1D
- -0.47%
- 1M
- -2.57%
- YTD
- -1.74%
- 6M
- -1.39%
- 1Y
- -4.36%
- 3Y*
- -0.28%
- 5Y*
- 0.74%
- 10Y*
- 2.96%
XZEC.DE vs. SPYC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | -1.74% | 7.08% | -2.32% | 0.74% | -8.67% | 7.50% |
Correlation
The correlation between XZEC.DE and SPYC.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.48 |
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Return for Risk
XZEC.DE vs. SPYC.DE — Risk / Return Rank
XZEC.DE
SPYC.DE
XZEC.DE vs. SPYC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.
| XZEC.DE | SPYC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.95 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | -0.37 | +1.35 |
| Martin ratioReturn relative to average drawdown | 2.63 | -0.79 | +3.42 |
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
| XZEC.DE | SPYC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | -0.36 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.32 | -0.25 |
Drawdowns
XZEC.DE vs. SPYC.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, 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 XZEC.DE and SPYC.DE.
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Drawdown Indicators
| XZEC.DE | SPYC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -24.80% | -5.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -12.47% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -12.47% | -11.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.06% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.80% | — |
Current DrawdownCurrent decline from peak | -4.58% | -11.20% | +6.62% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -5.99% | -4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 5.89% | -1.70% |
Volatility
XZEC.DE vs. SPYC.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) has a volatility of 4.54%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky 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
| XZEC.DE | SPYC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.54% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 10.59% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 12.98% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 12.45% | +7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 13.38% | +6.64% |
XZEC.DE vs. SPYC.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% expense ratio, which is lower than SPYC.DE's 0.18% 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%.
Dividends
XZEC.DE vs. SPYC.DE - Dividend Comparison
Neither XZEC.DE nor SPYC.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and SPYC.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for SPYC.DE.
XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.17% for XZEC.DE and 0.18% for SPYC.DE.
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