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IS0D.DE vs. ZPDE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0D.DE vs. ZPDE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) 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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Returns By Period

In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly lower than ZPDE.DE's 32.72% return. Over the past 10 years, IS0D.DE has underperformed ZPDE.DE with an annualized return of 6.95%, while ZPDE.DE has yielded a comparatively higher 9.33% annualized return.


IS0D.DE

1D
0.10%
1M
1.29%
YTD
30.64%
6M
22.28%
1Y
36.59%
3Y*
11.88%
5Y*
17.33%
10Y*
6.95%

ZPDE.DE

1D
-0.53%
1M
4.44%
YTD
32.72%
6M
28.42%
1Y
44.87%
3Y*
14.16%
5Y*
21.32%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0D.DE vs. ZPDE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0D.DE
iShares Oil & Gas Exploration & Production UCITS ETF
30.64%-4.44%3.13%-0.98%44.39%86.31%-39.08%13.51%-18.94%-15.78%
ZPDE.DE
SPDR S&P US Energy Select Sector UCITS ETF
32.72%-2.67%9.39%-2.97%71.20%66.70%-38.96%13.17%-14.79%-13.20%

Correlation

The correlation between IS0D.DE and ZPDE.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.87

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

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2015

0.92

The correlation between IS0D.DE and ZPDE.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

IS0D.DE vs. ZPDE.DE — Risk / Return Rank

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

IS0D.DE
IS0D.DE Risk / Return Rank: 3737
Overall Rank
IS0D.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS0D.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0D.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0D.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
IS0D.DE Martin Ratio Rank: 3434
Martin Ratio Rank

ZPDE.DE
ZPDE.DE Risk / Return Rank: 5151
Overall Rank
ZPDE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ZPDE.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZPDE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPDE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZPDE.DE Martin Ratio Rank: 4949
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.

IS0D.DE vs. ZPDE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) 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.


IS0D.DEZPDE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

2.02

2.54

-0.51

Martin ratioReturn relative to average drawdown

5.02

8.09

-3.07

IS0D.DE vs. ZPDE.DE - Sharpe Ratio Comparison

The current IS0D.DE Sharpe Ratio is 1.33, which is comparable to the ZPDE.DE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of IS0D.DE and ZPDE.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


IS0D.DEZPDE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.83

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.78

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.32

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.26

-0.17

Drawdowns

IS0D.DE vs. ZPDE.DE - Drawdown Comparison

The maximum IS0D.DE drawdown since its inception was -79.47%, which is greater than ZPDE.DE's maximum drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and ZPDE.DE.


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Drawdown Indicators


IS0D.DEZPDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.47%

-65.58%

-13.89%

Max Drawdown (1Y)

Largest decline over 1 year

-17.75%

-17.16%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-30.80%

-26.97%

-3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-32.34%

-26.97%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-73.73%

-65.58%

-8.15%

Current Drawdown

Current decline from peak

-9.82%

-8.87%

-0.95%

Average Drawdown

Average peak-to-trough decline

-27.09%

-17.28%

-9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.18%

5.40%

+1.78%

Volatility

IS0D.DE vs. ZPDE.DE - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) have volatilities of 7.78% and 7.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0D.DEZPDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

7.53%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

22.48%

20.35%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

26.99%

23.96%

+3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.37%

26.90%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.12%

28.89%

+4.23%

IS0D.DE vs. ZPDE.DE - Expense Ratio Comparison

IS0D.DE has a 0.55% expense ratio, which is higher than ZPDE.DE's 0.15% expense ratio.


Dividends

IS0D.DE vs. ZPDE.DE - Dividend Comparison

Neither IS0D.DE nor ZPDE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS0D.DE and ZPDE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ZPDE.DE is cheaper with a 0.15% expense ratio, compared with 0.55% for IS0D.DE.

IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while ZPDE.DE tracks S&P Energy Select Sector. They also come from different issuers: iShares and State Street. Their fees differ too: 0.55% for IS0D.DE and 0.15% for ZPDE.DE.

Portfolio Optimizer

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