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ESIT.DE vs. ZPDT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIT.DE vs. ZPDT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) and SPDR S&P US Technology Select Sector UCITS ETF (ZPDT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESIT.DE achieves a 52.07% return, which is significantly higher than ZPDT.DE's 24.09% return.


ESIT.DE

1D
0.17%
1M
20.56%
YTD
52.07%
6M
49.22%
1Y
61.87%
3Y*
24.73%
5Y*
15.04%
10Y*

ZPDT.DE

1D
-2.28%
1M
13.81%
YTD
24.09%
6M
23.15%
1Y
49.52%
3Y*
26.33%
5Y*
22.38%
10Y*
24.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIT.DE vs. ZPDT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
52.07%10.07%7.34%35.09%-29.06%37.04%7.94%
ZPDT.DE
SPDR S&P US Technology Select Sector UCITS ETF
24.09%11.31%29.30%52.02%-25.52%47.48%3.76%

Correlation

The correlation between ESIT.DE and ZPDT.DE is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.73

The correlation between ESIT.DE and ZPDT.DE has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

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Return for Risk

ESIT.DE vs. ZPDT.DE — Risk / Return Rank

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

ESIT.DE
ESIT.DE Risk / Return Rank: 7373
Overall Rank
ESIT.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ESIT.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
ESIT.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ESIT.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
ESIT.DE Martin Ratio Rank: 6969
Martin Ratio Rank

ZPDT.DE
ZPDT.DE Risk / Return Rank: 6565
Overall Rank
ZPDT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ZPDT.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
ZPDT.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ZPDT.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
ZPDT.DE Martin Ratio Rank: 5050
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.

ESIT.DE vs. ZPDT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) and SPDR S&P US Technology Select Sector UCITS ETF (ZPDT.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.


ESIT.DEZPDT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.39

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

4.72

3.19

+1.54

Martin ratioReturn relative to average drawdown

12.60

8.35

+4.25

ESIT.DE vs. ZPDT.DE - Sharpe Ratio Comparison

The current ESIT.DE Sharpe Ratio is 2.38, which is comparable to the ZPDT.DE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of ESIT.DE and ZPDT.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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Sharpe Ratios by Period


ESIT.DEZPDT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.43

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.99

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

1.03

-0.31

Drawdowns

ESIT.DE vs. ZPDT.DE - Drawdown Comparison

The maximum ESIT.DE drawdown since its inception was -38.33%, which is greater than ZPDT.DE's maximum drawdown of -31.48%. Use the drawdown chart below to compare losses from any high point for ESIT.DE and ZPDT.DE.


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Drawdown Indicators


ESIT.DEZPDT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.33%

-31.48%

-6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-15.47%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-27.10%

-29.50%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-38.33%

-29.50%

-8.83%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

Current Drawdown

Current decline from peak

-0.39%

-3.09%

+2.70%

Average Drawdown

Average peak-to-trough decline

-12.02%

-5.68%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

5.91%

-1.01%

Volatility

ESIT.DE vs. ZPDT.DE - Volatility Comparison

iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) has a higher volatility of 10.57% compared to SPDR S&P US Technology Select Sector UCITS ETF (ZPDT.DE) at 7.06%. This indicates that ESIT.DE's price experiences larger fluctuations and is considered to be riskier than ZPDT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIT.DEZPDT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.57%

7.06%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

14.78%

+6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

25.89%

20.30%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.75%

22.33%

+3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.30%

21.38%

+3.92%

ESIT.DE vs. ZPDT.DE - Expense Ratio Comparison

ESIT.DE has a 0.18% expense ratio, which is higher than ZPDT.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ESIT.DE vs. ZPDT.DE - Dividend Comparison

Neither ESIT.DE nor ZPDT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESIT.DE and ZPDT.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ZPDT.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIT.DE.

ESIT.DE tracks MSCI World/Information Tech NR USD, while ZPDT.DE tracks S&P Technology Select Sector. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for ESIT.DE and 0.15% for ZPDT.DE.

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