CEMG.DE vs. ZPDS.DE
CEMG.DE (iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc)) and ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) are both Consumer Staples Equities funds - CEMG.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while ZPDS.DE tracks the S&P Consumer Staples Select Sector. Both are passively managed. Over the past 10 years, CEMG.DE returned 3.56%/yr vs 6.84%/yr for ZPDS.DE. At a 0.34 correlation, their price movements are largely independent. CEMG.DE charges 0.60%/yr vs 0.15%/yr for ZPDS.DE.
Performance
CEMG.DE vs. ZPDS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMG.DE achieves a -7.03% return, which is significantly lower than ZPDS.DE's 7.50% return. Over the past 10 years, CEMG.DE has underperformed ZPDS.DE with an annualized return of 3.56%, while ZPDS.DE has yielded a comparatively higher 6.84% annualized return.
CEMG.DE
- 1D
- -0.23%
- 1M
- -1.58%
- YTD
- -7.03%
- 6M
- -8.66%
- 1Y
- -8.22%
- 3Y*
- 3.00%
- 5Y*
- -2.27%
- 10Y*
- 3.56%
ZPDS.DE
- 1D
- 0.01%
- 1M
- -1.91%
- YTD
- 7.50%
- 6M
- 6.01%
- 1Y
- 2.00%
- 3Y*
- 4.36%
- 5Y*
- 6.72%
- 10Y*
- 6.84%
CEMG.DE vs. ZPDS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMG.DE iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) | -7.03% | 0.86% | 16.93% | 1.69% | -16.08% | -1.07% | 11.30% | 25.51% | -16.68% | 23.33% |
ZPDS.DE SPDR S&P US Consumer Staples Select Sector UCITS ETF | 7.50% | -8.90% | 20.38% | -5.08% | 5.38% | 26.65% | -0.79% | 29.96% | -4.12% | -1.59% |
Correlation
The correlation between CEMG.DE and ZPDS.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.34 |
Over the past year, the correlation between CEMG.DE and ZPDS.DE has dropped to 0.10 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
CEMG.DE vs. ZPDS.DE — Risk / Return Rank
CEMG.DE
ZPDS.DE
CEMG.DE vs. ZPDS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) 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.
| CEMG.DE | ZPDS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.02 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 0.05 | -0.63 |
| Martin ratioReturn relative to average drawdown | -1.23 | 0.10 | -1.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CEMG.DE | ZPDS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | 0.03 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.50 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.49 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.48 | -0.26 |
Drawdowns
CEMG.DE vs. ZPDS.DE - Drawdown Comparison
The maximum CEMG.DE drawdown since its inception was -33.94%, 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 CEMG.DE and ZPDS.DE.
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Drawdown Indicators
| CEMG.DE | ZPDS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.94% | -23.29% | -10.65% |
Max Drawdown (1Y)Largest decline over 1 year | -14.05% | -8.74% | -5.31% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -15.44% | -4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.08% | -16.54% | -14.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.94% | -23.29% | -10.65% |
Current DrawdownCurrent decline from peak | -18.75% | -7.67% | -11.08% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -6.14% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 4.27% | +2.41% |
Volatility
CEMG.DE vs. ZPDS.DE - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) is 4.37%, while SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a volatility of 6.04%. This indicates that CEMG.DE 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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Volatility by Period
| CEMG.DE | ZPDS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 6.04% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 11.46% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 14.02% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 13.37% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 13.98% | +4.35% |
CEMG.DE vs. ZPDS.DE - Expense Ratio Comparison
CEMG.DE has a 0.60% expense ratio, which is higher than ZPDS.DE's 0.15% expense ratio.
Dividends
CEMG.DE vs. ZPDS.DE - Dividend Comparison
Neither CEMG.DE nor ZPDS.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMG.DE and ZPDS.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDS.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for CEMG.DE.
CEMG.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while ZPDS.DE tracks S&P Consumer Staples Select Sector. They also come from different issuers: iShares and State Street. Their fees differ too: 0.60% for CEMG.DE and 0.15% for ZPDS.DE.
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