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GLTR vs. ZPDE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLTR vs. ZPDE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE). The values are adjusted to include any dividend payments, if applicable.

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GLTR vs. ZPDE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
7.45%87.25%20.63%2.01%-0.25%-9.60%29.52%20.96%-2.85%12.94%
ZPDE.DE
SPDR S&P US Energy Select Sector UCITS ETF
32.60%9.88%3.13%0.10%61.77%53.55%-33.00%10.78%-18.80%-0.92%
Different Trading Currencies

GLTR is traded in USD, while ZPDE.DE is traded in EUR. To make them comparable, the ZPDE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLTR achieves a 7.45% return, which is significantly lower than ZPDE.DE's 32.60% return. Over the past 10 years, GLTR has outperformed ZPDE.DE with an annualized return of 14.22%, while ZPDE.DE has yielded a comparatively lower 10.83% annualized return.


GLTR

1D
1.00%
1M
-13.18%
YTD
7.45%
6M
32.87%
1Y
71.49%
3Y*
34.29%
5Y*
18.60%
10Y*
14.22%

ZPDE.DE

1D
-6.16%
1M
4.25%
YTD
32.60%
6M
34.54%
1Y
30.46%
3Y*
16.16%
5Y*
23.15%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLTR vs. ZPDE.DE - Expense Ratio Comparison

GLTR has a 0.60% expense ratio, which is higher than ZPDE.DE's 0.15% expense ratio.


Return for Risk

GLTR vs. ZPDE.DE — Risk / Return Rank

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

GLTR
GLTR Risk / Return Rank: 8383
Overall Rank
GLTR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 8181
Sortino Ratio Rank
GLTR Omega Ratio Rank: 8787
Omega Ratio Rank
GLTR Calmar Ratio Rank: 8181
Calmar Ratio Rank
GLTR Martin Ratio Rank: 7474
Martin Ratio Rank

ZPDE.DE
ZPDE.DE Risk / Return Rank: 4242
Overall Rank
ZPDE.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ZPDE.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ZPDE.DE Omega Ratio Rank: 4242
Omega Ratio Rank
ZPDE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
ZPDE.DE Martin Ratio Rank: 3838
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.

GLTR vs. ZPDE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.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.


GLTRZPDE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.26

+0.68

Sortino ratio

Return per unit of downside risk

2.17

1.65

+0.51

Omega ratio

Gain probability vs. loss probability

1.37

1.24

+0.13

Calmar ratio

Return relative to maximum drawdown

2.38

2.01

+0.37

Martin ratio

Return relative to average drawdown

8.16

7.04

+1.12

GLTR vs. ZPDE.DE - Sharpe Ratio Comparison

The current GLTR Sharpe Ratio is 1.94, which is higher than the ZPDE.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GLTR and ZPDE.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


GLTRZPDE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.26

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.86

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.37

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.29

+0.06

Correlation

The correlation between GLTR and ZPDE.DE is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLTR vs. ZPDE.DE - Dividend Comparison

Neither GLTR nor ZPDE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLTR vs. ZPDE.DE - Drawdown Comparison

The maximum GLTR drawdown since its inception was -55.70%, smaller than the maximum ZPDE.DE drawdown of -66.85%. Use the drawdown chart below to compare losses from any high point for GLTR and ZPDE.DE.


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Drawdown Indicators


GLTRZPDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-65.58%

+9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-29.70%

-22.13%

-7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

-26.97%

-2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

-65.58%

+35.88%

Current Drawdown

Current decline from peak

-22.55%

-7.76%

-14.79%

Average Drawdown

Average peak-to-trough decline

-28.89%

-17.38%

-11.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.65%

5.61%

+3.04%

Volatility

GLTR vs. ZPDE.DE - Volatility Comparison

Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 12.22% compared to SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) at 9.56%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than ZPDE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTRZPDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.22%

9.56%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

35.76%

15.67%

+20.09%

Volatility (1Y)

Calculated over the trailing 1-year period

37.11%

24.07%

+13.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.15%

26.75%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.27%

28.82%

-8.55%