The present invention relates to a process for producing a composite material and also the composite material itself. The composite material contains a bismuth-molybdenum-nickel mixed oxide or a bismuth-molybdenum-cobalt mixed oxide and a specific SiO2 as pore former. The present invention also relates to the use of the composite material according to the invention for producing a washcoat suspension and also a process for producing a coated catalyst using the composite material according to the invention. Furthermore, the present invention also relates to a coated catalyst which has a catalytically active shell comprising the composite material according to the invention on a support body. The coated catalyst according to the invention is used for preparing [alpha],[beta]-unsaturated aldehydes from olefins.