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SPDR S&P US Consumer Discretionary Select Sector U...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BWBXM278

WKN

A14QBY

Issuer

State Street

Inception Date

Jul 7, 2015

Leveraged

1x

Index Tracked

S&P Consumer Discretionary Select Sector

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

ZPDD.DE has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for ZPDD.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
ZPDD.DE vs. VDC ZPDD.DE vs. VCR ZPDD.DE vs. MSFT
Popular comparisons:
ZPDD.DE vs. VDC ZPDD.DE vs. VCR ZPDD.DE vs. MSFT

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in SPDR S&P US Consumer Discretionary Select Sector UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
31.76%
16.33%
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P US Consumer Discretionary Select Sector UCITS ETF had a return of -0.31% year-to-date (YTD) and 34.26% in the last 12 months.


ZPDD.DE

YTD

-0.31%

1M

-1.79%

6M

31.66%

1Y

34.26%

5Y*

14.35%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of ZPDD.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.01%-0.31%
2024-2.01%6.60%0.54%-2.61%-3.46%7.08%1.18%-3.45%7.31%1.62%16.07%4.58%36.72%
202312.89%1.16%-0.54%-2.37%5.39%11.25%1.00%0.57%-2.92%-6.28%7.60%5.92%36.96%
2022-10.34%-2.72%6.95%-5.71%-9.53%-7.98%20.09%-1.45%-3.63%-1.47%-5.27%-11.62%-31.11%
20213.13%-0.46%7.10%3.52%-5.07%7.33%1.12%1.89%0.51%10.87%4.36%0.93%40.25%
20201.20%-8.65%-12.88%16.21%4.72%1.54%2.33%9.49%0.28%-2.69%6.20%0.32%15.91%
201912.84%2.57%4.53%5.19%-6.31%5.25%4.43%-0.52%1.78%-2.22%2.98%1.53%35.65%
20186.14%-4.09%-2.96%6.17%4.95%3.88%0.61%6.12%0.76%-10.09%4.15%-11.05%2.45%
20170.90%3.43%0.44%1.63%-2.56%-3.47%1.54%-5.02%1.60%1.37%3.63%3.90%7.17%
2016-6.87%-1.71%4.73%-1.23%3.30%-4.40%9.76%-2.63%-3.19%2.02%9.17%0.99%8.81%
20150.16%-7.02%-0.26%9.12%4.73%-4.86%1.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 80, ZPDD.DE is among the top 20% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ZPDD.DE is 8080
Overall Rank
The Sharpe Ratio Rank of ZPDD.DE is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ZPDD.DE is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ZPDD.DE is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ZPDD.DE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ZPDD.DE is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ZPDD.DE, currently valued at 2.00, compared to the broader market0.002.004.002.001.74
The chart of Sortino ratio for ZPDD.DE, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.0012.002.682.36
The chart of Omega ratio for ZPDD.DE, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.32
The chart of Calmar ratio for ZPDD.DE, currently valued at 2.96, compared to the broader market0.005.0010.0015.002.962.62
The chart of Martin ratio for ZPDD.DE, currently valued at 9.62, compared to the broader market0.0020.0040.0060.0080.00100.009.6210.69
ZPDD.DE
^GSPC

The current SPDR S&P US Consumer Discretionary Select Sector UCITS ETF Sharpe ratio is 2.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR S&P US Consumer Discretionary Select Sector UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.00
1.96
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR S&P US Consumer Discretionary Select Sector UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.59%
-0.48%
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P US Consumer Discretionary Select Sector UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR S&P US Consumer Discretionary Select Sector UCITS ETF was 37.03%, occurring on Mar 18, 2020. Recovery took 105 trading sessions.

The current SPDR S&P US Consumer Discretionary Select Sector UCITS ETF drawdown is 4.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.03%Feb 20, 202020Mar 18, 2020105Aug 21, 2020125
-34.02%Nov 23, 2021282Dec 28, 2022444Sep 23, 2024726
-22.38%Dec 7, 201519Feb 11, 201684Nov 23, 2016103
-17.18%Oct 2, 201851Dec 27, 201855Mar 29, 2019106
-12.06%Aug 11, 20154Aug 25, 201514Oct 29, 201518

Volatility

Volatility Chart

The current SPDR S&P US Consumer Discretionary Select Sector UCITS ETF volatility is 4.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.06%
3.99%
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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