IUS2.DE vs. ZPDF.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and ZPDF.DE (SPDR S&P US Financials Select Sector UCITS ETF) are both Financials Equities funds - IUS2.DE tracks the S&P 900 Banks 7/4 Capped while ZPDF.DE tracks the S&P Financials Select Sector. Both are passively managed. Over the past 5 years, IUS2.DE returned 5.75%/yr vs 9.00%/yr for ZPDF.DE. Their correlation of 0.87 suggests significant overlap in exposure. IUS2.DE charges 0.35%/yr vs 0.15%/yr for ZPDF.DE.
Performance
IUS2.DE vs. ZPDF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS2.DE achieves a 4.22% return, which is significantly higher than ZPDF.DE's -4.18% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
ZPDF.DE
- 1D
- 3.08%
- 1M
- 2.03%
- YTD
- -4.18%
- 6M
- -1.66%
- 1Y
- 1.82%
- 3Y*
- 15.32%
- 5Y*
- 9.00%
- 10Y*
- 11.95%
IUS2.DE vs. ZPDF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
ZPDF.DE SPDR S&P US Financials Select Sector UCITS ETF | -4.18% | 3.01% | 37.12% | 8.46% | -6.12% | 48.31% | -12.18% | 35.27% | -11.55% |
Correlation
The correlation between IUS2.DE and ZPDF.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.87 |
The correlation between IUS2.DE and ZPDF.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
IUS2.DE vs. ZPDF.DE — Risk / Return Rank
IUS2.DE
ZPDF.DE
IUS2.DE vs. ZPDF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) and SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.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.
| IUS2.DE | ZPDF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.03 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.14 | +1.60 |
| Martin ratioReturn relative to average drawdown | 4.72 | 0.33 | +4.39 |
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
| IUS2.DE | ZPDF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.12 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.49 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.48 | -0.27 |
Drawdowns
IUS2.DE vs. ZPDF.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, which is greater than ZPDF.DE's maximum drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and ZPDF.DE.
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Drawdown Indicators
| IUS2.DE | ZPDF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -42.38% | -7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -12.75% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -21.67% | -10.65% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -21.67% | -26.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.38% | — |
Current DrawdownCurrent decline from peak | -3.92% | -9.42% | +5.50% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -7.77% | -8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 5.55% | -0.11% |
Volatility
IUS2.DE vs. ZPDF.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.80% compared to SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE) at 4.24%. This indicates that IUS2.DE's price experiences larger fluctuations and is considered to be riskier than ZPDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS2.DE | ZPDF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.24% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 10.54% | +4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 14.67% | +6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 18.20% | +8.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 21.18% | +8.92% |
IUS2.DE vs. ZPDF.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is higher than ZPDF.DE's 0.15% expense ratio.
Dividends
IUS2.DE vs. ZPDF.DE - Dividend Comparison
Neither IUS2.DE nor ZPDF.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS2.DE and ZPDF.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDF.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for IUS2.DE.
IUS2.DE tracks S&P 900 Banks 7/4 Capped, while ZPDF.DE tracks S&P Financials Select Sector. They also come from different issuers: iShares and State Street. Their fees differ too: 0.35% for IUS2.DE and 0.15% for ZPDF.DE.
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