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E6BR.DE vs. ZPDI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

E6BR.DE vs. ZPDI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) and State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with E6BR.DE having a 17.88% return and ZPDI.DE slightly higher at 18.03%.


E6BR.DE

1D
-0.99%
1M
-9.78%
6M
8.44%
YTD
17.88%
1Y
60.72%
3Y*
5Y*
10Y*

ZPDI.DE

1D
-0.73%
1M
1.70%
6M
12.06%
YTD
18.03%
1Y
22.04%
3Y*
18.95%
5Y*
13.91%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

E6BR.DE vs. ZPDI.DE - Yearly Performance Comparison


Correlation

The correlation between E6BR.DE and ZPDI.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2024

0.35

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Return for Risk

E6BR.DE vs. ZPDI.DE — Risk / Return Rank

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

E6BR.DE
E6BR.DE Risk / Return Rank: 7878
Overall Rank
E6BR.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
E6BR.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
E6BR.DE Omega Ratio Rank: 7676
Omega Ratio Rank
E6BR.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
E6BR.DE Martin Ratio Rank: 7272
Martin Ratio Rank

ZPDI.DE
ZPDI.DE Risk / Return Rank: 5454
Overall Rank
ZPDI.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ZPDI.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
ZPDI.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ZPDI.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
ZPDI.DE Martin Ratio Rank: 5656
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.

E6BR.DE vs. ZPDI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) and State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


E6BR.DEZPDI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.36

1.26

+0.10

Calmar ratioReturn relative to maximum drawdown

3.30

2.49

+0.82

Martin ratioReturn relative to average drawdown

10.58

8.07

+2.51

E6BR.DE vs. ZPDI.DE - Sharpe Ratio Comparison

The current E6BR.DE Sharpe Ratio is 2.22, which is higher than the ZPDI.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of E6BR.DE and ZPDI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

E6BR.DE vs. ZPDI.DE - Drawdown Comparison

The maximum E6BR.DE drawdown since its inception was -33.28%, smaller than the maximum ZPDI.DE drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for E6BR.DE and ZPDI.DE.


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Drawdown Indicators


E6BR.DEZPDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.28%

-41.62%

+8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-8.83%

-9.46%

Max Drawdown (3Y)

Largest decline over 3 years

-22.54%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

Current Drawdown

Current decline from peak

-13.36%

-3.51%

-9.85%

Average Drawdown

Average peak-to-trough decline

-11.69%

-5.94%

-5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

2.72%

+3.00%

Volatility

E6BR.DE vs. ZPDI.DE - Volatility Comparison

Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) has a higher volatility of 9.25% compared to State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) at 4.90%. This indicates that E6BR.DE's price experiences larger fluctuations and is considered to be riskier than ZPDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


E6BR.DEZPDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.25%

4.90%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

11.76%

+11.93%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

15.11%

+12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.83%

16.80%

+9.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

20.52%

+5.31%

E6BR.DE vs. ZPDI.DE - Expense Ratio Comparison

E6BR.DE has a 0.30% expense ratio, which is higher than ZPDI.DE's 0.15% expense ratio.


Dividends

E6BR.DE vs. ZPDI.DE - Dividend Comparison

E6BR.DE's dividend yield for the trailing twelve months is around 1.96%, while ZPDI.DE has not paid dividends to shareholders.


Frequently Asked Questions


E6BR.DE and ZPDI.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDI.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDI.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for E6BR.DE.

E6BR.DE tracks STOXX® Europe 600 Basic Resources, while ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for E6BR.DE and 0.15% for ZPDI.DE.

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