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6TVL.DE vs. ZPDD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

6TVL.DE vs. ZPDD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.DE) and SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE). The values are adjusted to include any dividend payments, if applicable.

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6TVL.DE vs. ZPDD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
6TVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist
-14.00%1.54%-4.24%21.08%-11.83%0.40%-15.62%20.36%-16.90%13.75%
ZPDD.DE
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF
-8.30%-3.35%36.72%36.96%-30.97%39.97%15.91%32.48%4.88%7.37%

Returns By Period

In the year-to-date period, 6TVL.DE achieves a -14.00% return, which is significantly lower than ZPDD.DE's -8.30% return. Over the past 10 years, 6TVL.DE has underperformed ZPDD.DE with an annualized return of -1.62%, while ZPDD.DE has yielded a comparatively higher 12.20% annualized return.


6TVL.DE

1D
-0.23%
1M
-3.75%
YTD
-14.00%
6M
-10.64%
1Y
-9.39%
3Y*
-4.91%
5Y*
-5.34%
10Y*
-1.62%

ZPDD.DE

1D
-14.30%
1M
-2.89%
YTD
-8.30%
6M
-6.98%
1Y
3.61%
3Y*
13.66%
5Y*
7.78%
10Y*
12.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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6TVL.DE vs. ZPDD.DE - Expense Ratio Comparison

6TVL.DE has a 0.30% expense ratio, which is higher than ZPDD.DE's 0.15% expense ratio.


Return for Risk

6TVL.DE vs. ZPDD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6TVL.DE
6TVL.DE Risk / Return Rank: 44
Overall Rank
6TVL.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
6TVL.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
6TVL.DE Omega Ratio Rank: 44
Omega Ratio Rank
6TVL.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
6TVL.DE Martin Ratio Rank: 44
Martin Ratio Rank

ZPDD.DE
ZPDD.DE Risk / Return Rank: 1919
Overall Rank
ZPDD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ZPDD.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
ZPDD.DE Omega Ratio Rank: 1717
Omega Ratio Rank
ZPDD.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
ZPDD.DE Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

6TVL.DE vs. ZPDD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.DE) and SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.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.


6TVL.DEZPDD.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.51

0.11

-0.62

Sortino ratio

Return per unit of downside risk

-0.60

0.40

-1.01

Omega ratio

Gain probability vs. loss probability

0.93

1.06

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.31

0.77

-1.08

Martin ratio

Return relative to average drawdown

-0.88

2.29

-3.17

6TVL.DE vs. ZPDD.DE - Sharpe Ratio Comparison

The current 6TVL.DE Sharpe Ratio is -0.51, which is lower than the ZPDD.DE Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of 6TVL.DE and ZPDD.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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Sharpe Ratios by Period


6TVL.DEZPDD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

0.11

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.32

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.56

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.51

-0.24

Correlation

The correlation between 6TVL.DE and ZPDD.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

6TVL.DE vs. ZPDD.DE - Dividend Comparison

6TVL.DE's dividend yield for the trailing twelve months is around 2.29%, while ZPDD.DE has not paid dividends to shareholders.


TTM20252024202320222021
6TVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist
2.29%1.97%1.46%0.80%1.63%0.05%
ZPDD.DE
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

6TVL.DE vs. ZPDD.DE - Drawdown Comparison

The maximum 6TVL.DE drawdown since its inception was -55.51%, which is greater than ZPDD.DE's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for 6TVL.DE and ZPDD.DE.


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Drawdown Indicators


6TVL.DEZPDD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.51%

-37.03%

-18.48%

Max Drawdown (1Y)

Largest decline over 1 year

-18.82%

-14.30%

-4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-40.56%

-34.02%

-6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-55.51%

-37.03%

-18.48%

Current Drawdown

Current decline from peak

-28.30%

-15.18%

-13.12%

Average Drawdown

Average peak-to-trough decline

-13.19%

-8.22%

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

4.78%

+1.88%

Volatility

6TVL.DE vs. ZPDD.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.DE) is 6.02%, while SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) has a volatility of 23.79%. This indicates that 6TVL.DE experiences smaller price fluctuations and is considered to be less risky than ZPDD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6TVL.DEZPDD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

23.79%

-17.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

26.07%

-13.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

32.07%

-13.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.50%

23.65%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.76%

21.68%

+4.08%