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SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) Sharpe Ratio: 1.34

ETF · Currency in EUR · Last updated Jun 5, 2026

ZPDK.DE is a passive ETF by State Street tracking the investment results of the S&P Communication Services Select Sector Daily Capped 25/20. ZPDK.DE launched on Aug 15, 2018 and has a 0.15% expense ratio.

ZPDK.DE's Sharpe Ratio of 1.34 indicates that for each unit of volatility, it generates 1.34 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ZPDK.DE Sharpe Ratio Rank

ZPDK.DE Sharpe Ratio Rank: 38.438
Below Average

ZPDK.DE ranks above 38.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

ZPDK.DE Sharpe Ratio Market Positioning

The chart shows ZPDK.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.72+
  • Median: 1.71 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR S&P U.S. Communication Services Select Sector UCITS ETF's Sharpe Ratio with other ETFs in the Communications Equities category across multiple time periods, showing how ZPDK.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SC0Q.DEInvesco European Telecoms Sector UCITS ETF1.94
XWTS.DEXtrackers MSCI World Communication Services UCITS ETF 1C1.61
EXV2.DEiShares STOXX Europe 600 Telecommunications UCITS ETF (DE)1.57
LTCM.DELyxor STOXX Europe 600 Telecommunications UCITS ETF Acc1.57
WELR.DEAmundi S&P Global Communication Services ESG UCITS ETF EUR Dist1.35
IU5C.DEiShares S&P 500 Communication Sector UCITS ETF USD (Acc)1.35
ZPDK.DESPDR S&P U.S. Communication Services Select Sector UCITS ETF1.34
WELX.DEAmundi S&P Global Communication Services ESG UCITS ETF EUR Acc1.33
INDB.DELyxor STOXX Europe 600 Telecommunications UCITS ETF Dist1.23
XUCM.DEXtrackers MSCI USA Communication Services UCITS ETF 1D1.21

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ZPDK.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ZPDK.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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