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SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.D...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BWBXM492
WKNA14QB0
IssuerState Street
Inception DateJul 7, 2015
CategoryEnergy Equities
Leveraged1x
Index TrackedS&P Energy Select Sector
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

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


Expense ratio chart for ZPDE.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: ZPDE.DE vs. MLPP.L, ZPDE.DE vs. XLE, ZPDE.DE vs. UMI, ZPDE.DE vs. SXR8.DE, ZPDE.DE vs. QDVE.DE, ZPDE.DE vs. GLTR, ZPDE.DE vs. QDVF.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in SPDR S&P US Energy 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.


100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
84.65%
200.99%
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P US Energy Select Sector UCITS ETF had a return of 16.90% year-to-date (YTD) and 15.87% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date16.90%25.70%
1 month4.29%3.51%
6 months1.32%14.80%
1 year15.87%37.91%
5 years (annualized)14.88%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.84%2.71%9.98%2.16%-4.85%1.75%1.57%-5.51%-3.59%4.15%16.90%
20231.92%-3.73%-3.47%1.61%-6.77%4.18%6.53%3.03%5.65%-6.38%-4.61%0.25%-2.97%
202218.61%7.00%13.32%4.16%13.57%-16.35%11.00%5.99%-6.90%21.50%-2.84%-6.96%71.20%
20216.91%21.12%6.06%-1.17%3.18%7.09%-8.09%-1.10%12.11%9.53%-2.56%2.20%66.70%
2020-9.25%-16.84%-31.22%28.48%-1.63%-3.44%-8.58%-0.26%-12.92%-5.97%30.03%-0.75%-38.96%
201910.63%2.71%3.17%1.11%-10.25%5.33%0.37%-6.72%4.98%-4.98%3.42%4.56%13.17%
2018-0.67%-7.35%-1.33%12.36%6.52%0.75%0.83%-3.00%2.49%-11.08%0.47%-12.88%-14.57%
2017-6.70%0.22%-2.38%-4.43%-7.06%-1.36%-0.77%-6.14%10.39%0.69%-0.69%5.29%-13.42%
2016-4.83%0.74%3.67%6.72%3.75%2.15%-2.50%2.71%2.75%0.14%11.69%2.76%32.94%
2015-4.53%-7.27%-9.08%15.88%4.79%-14.09%-16.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ZPDE.DE is 20, indicating that it is in the bottom 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ZPDE.DE is 2020
Combined Rank
The Sharpe Ratio Rank of ZPDE.DE is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of ZPDE.DE is 1818Sortino Ratio Rank
The Omega Ratio Rank of ZPDE.DE is 1818Omega Ratio Rank
The Calmar Ratio Rank of ZPDE.DE is 3131Calmar Ratio Rank
The Martin Ratio Rank of ZPDE.DE is 1616Martin 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 Energy Select Sector UCITS ETF (ZPDE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ZPDE.DE
Sharpe ratio
The chart of Sharpe ratio for ZPDE.DE, currently valued at 0.78, compared to the broader market-2.000.002.004.006.000.78
Sortino ratio
The chart of Sortino ratio for ZPDE.DE, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.0010.0012.001.14
Omega ratio
The chart of Omega ratio for ZPDE.DE, currently valued at 1.15, compared to the broader market1.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for ZPDE.DE, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.81
Martin ratio
The chart of Martin ratio for ZPDE.DE, currently valued at 2.14, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.39

Sharpe Ratio

The current SPDR S&P US Energy Select Sector UCITS ETF Sharpe ratio is 0.78. 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 Energy 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.78
2.85
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR S&P US Energy 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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.53%
0
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P US Energy 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 Energy Select Sector UCITS ETF was 65.58%, occurring on Mar 23, 2020. Recovery took 468 trading sessions.

The current SPDR S&P US Energy Select Sector UCITS ETF drawdown is 3.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.58%Dec 21, 2016780Mar 23, 2020468Jan 27, 20221248
-29.72%Jul 22, 2015114Feb 11, 2016173Nov 10, 2016287
-23.09%Jun 9, 202220Jul 6, 202267Oct 7, 202287
-22.35%Nov 8, 2022132May 16, 2023226Apr 3, 2024358
-16.18%Apr 15, 2024107Sep 11, 2024

Volatility

Volatility Chart

The current SPDR S&P US Energy Select Sector UCITS ETF volatility is 6.16%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.16%
5.50%
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF)
Benchmark (^GSPC)