E61Z.DE vs. ZPDD.DE
E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating) and ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) are both Consumer Staples Equities funds - E61Z.DE tracks the Solactive E-commerce while ZPDD.DE tracks the S&P Consumer Discretionary Select Sector. Both are passively managed. Over the past 3 years, E61Z.DE returned 14.61%/yr vs 13.95%/yr for ZPDD.DE. A 0.70 correlation means they provide meaningful diversification when combined. E61Z.DE charges 0.50%/yr vs 0.15%/yr for ZPDD.DE.
Performance
E61Z.DE vs. ZPDD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, E61Z.DE achieves a -14.62% return, which is significantly lower than ZPDD.DE's 0.34% return.
E61Z.DE
- 1D
- 1.36%
- 1M
- -0.83%
- YTD
- -14.62%
- 6M
- -14.70%
- 1Y
- -10.48%
- 3Y*
- 14.61%
- 5Y*
- —
- 10Y*
- —
ZPDD.DE
- 1D
- 0.27%
- 1M
- -0.66%
- YTD
- 0.34%
- 6M
- 0.53%
- 1Y
- 11.18%
- 3Y*
- 13.95%
- 5Y*
- 10.34%
- 10Y*
- 13.15%
E61Z.DE vs. ZPDD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
E61Z.DE Global X E-commerce UCITS ETF USD Accumulating | -14.62% | 7.18% | 37.44% | 27.85% | -36.99% | -14.47% |
ZPDD.DE SPDR S&P US Consumer Discretionary Select Sector UCITS ETF | 0.34% | -3.35% | 36.72% | 36.96% | -30.97% | -1.61% |
Correlation
The correlation between E61Z.DE and ZPDD.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2021 | 0.70 |
The correlation between E61Z.DE and ZPDD.DE has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
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Return for Risk
E61Z.DE vs. ZPDD.DE — Risk / Return Rank
E61Z.DE
ZPDD.DE
E61Z.DE vs. ZPDD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce UCITS ETF USD Accumulating (E61Z.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.
| E61Z.DE | ZPDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.12 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.81 | -1.20 |
| Martin ratioReturn relative to average drawdown | -0.76 | 2.25 | -3.01 |
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
| E61Z.DE | ZPDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 0.62 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.57 | -0.69 |
Drawdowns
E61Z.DE vs. ZPDD.DE - Drawdown Comparison
The maximum E61Z.DE drawdown since its inception was -49.16%, 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 E61Z.DE and ZPDD.DE.
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Drawdown Indicators
| E61Z.DE | ZPDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -37.03% | -12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -25.19% | -13.91% | -11.28% |
Max Drawdown (3Y)Largest decline over 3 years | -30.13% | -29.56% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.03% | — |
Current DrawdownCurrent decline from peak | -21.27% | -7.19% | -14.08% |
Average DrawdownAverage peak-to-trough decline | -25.70% | -8.21% | -17.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.75% | 5.03% | +7.72% |
Volatility
E61Z.DE vs. ZPDD.DE - Volatility Comparison
The current volatility for Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) is 4.55%, while SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) has a volatility of 5.49%. This indicates that E61Z.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
| E61Z.DE | ZPDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 5.49% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 14.51% | 13.47% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 18.17% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.20% | 21.48% | +5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.20% | 20.55% | +6.65% |
E61Z.DE vs. ZPDD.DE - Expense Ratio Comparison
E61Z.DE has a 0.50% expense ratio, which is higher than ZPDD.DE's 0.15% expense ratio.
Dividends
E61Z.DE vs. ZPDD.DE - Dividend Comparison
Neither E61Z.DE nor ZPDD.DE has paid dividends to shareholders.
Frequently Asked Questions
E61Z.DE and ZPDD.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDD.DE is cheaper with a 0.15% expense ratio, compared with 0.50% for E61Z.DE.
E61Z.DE tracks Solactive E-commerce, while ZPDD.DE tracks S&P Consumer Discretionary Select Sector. They also come from different issuers: Global X and State Street. Their fees differ too: 0.50% for E61Z.DE and 0.15% for ZPDD.DE.
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