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^SIXR vs. ZPDS.DE
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXR and ZPDS.DE is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

^SIXR vs. ZPDS.DE

Last updated Jun 18, 2025

Compare and contrast key facts about Consumer Staples Select Sector Index (^SIXR) and SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE).

ZPDS.DE is a passively managed fund by State Street that tracks the performance of the S&P Consumer Staples Select Sector. It was launched on Jul 7, 2015.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXR or ZPDS.DE.

Performance

^SIXR vs. ZPDS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Staples Select Sector Index (^SIXR) and SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^SIXR:

0.42

ZPDS.DE:

0.12

Sortino Ratio

^SIXR:

0.69

ZPDS.DE:

0.21

Omega Ratio

^SIXR:

1.09

ZPDS.DE:

1.03

Calmar Ratio

^SIXR:

0.63

ZPDS.DE:

0.09

Martin Ratio

^SIXR:

1.56

ZPDS.DE:

0.23

Ulcer Index

^SIXR:

3.65%

ZPDS.DE:

5.10%

Daily Std Dev

^SIXR:

13.29%

ZPDS.DE:

13.59%

Max Drawdown

^SIXR:

-24.93%

ZPDS.DE:

-23.29%

Current Drawdown

^SIXR:

-3.73%

ZPDS.DE:

-11.34%

Returns By Period

In the year-to-date period, ^SIXR achieves a 2.61% return, which is significantly higher than ZPDS.DE's -5.96% return.

^SIXR

YTD

2.61%

1M

-1.29%

6M

-0.46%

1Y

4.54%

3Y*

5.79%

5Y*

6.48%

10Y*

5.24%

ZPDS.DE

YTD

-5.96%

1M

-3.98%

6M

-8.01%

1Y

1.62%

3Y*

5.13%

5Y*

8.51%

10Y*

N/A

*Annualized

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Consumer Staples Select Sector Index

SPDR S&P US Consumer Staples Select Sector UCITS ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^SIXR vs. ZPDS.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^SIXR
The Risk-Adjusted Performance Rank of ^SIXR is 5050
Overall Rank
The Sharpe Ratio Rank of ^SIXR is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXR is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXR is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXR is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXR is 5353
Martin Ratio Rank
ZPDS.DE
The Risk-Adjusted Performance Rank of ZPDS.DE is 1919
Overall Rank
The Sharpe Ratio Rank of ZPDS.DE is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ZPDS.DE is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ZPDS.DE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ZPDS.DE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ZPDS.DE is 1919
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.

^SIXR vs. ZPDS.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector Index (^SIXR) and SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.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.

The current ^SIXR Sharpe Ratio is 0.42, which is higher than the ZPDS.DE Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of ^SIXR and ZPDS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^SIXR vs. ZPDS.DE - Drawdown Comparison

The maximum ^SIXR drawdown since its inception was -24.93%, which is greater than ZPDS.DE's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for ^SIXR and ZPDS.DE.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^SIXR vs. ZPDS.DE - Volatility Comparison

The current volatility for Consumer Staples Select Sector Index (^SIXR) is 3.04%, while SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a volatility of 3.44%. This indicates that ^SIXR experiences smaller price fluctuations and is considered to be less risky than ZPDS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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