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

Performance

IVAI.DE vs. ZPDT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Artificial Intelligence Enablers UCITS ETF (IVAI.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, IVAI.DE achieves a 38.56% return, which is significantly higher than ZPDT.DE's 24.09% return.


IVAI.DE

1D
-0.91%
1M
19.08%
YTD
38.56%
6M
34.01%
1Y
71.74%
3Y*
5Y*
10Y*

ZPDT.DE

1D
-2.28%
1M
11.72%
YTD
24.09%
6M
22.52%
1Y
48.51%
3Y*
26.33%
5Y*
22.38%
10Y*
24.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
IVAI.DE
Invesco Artificial Intelligence Enablers UCITS ETF
38.56%15.37%6.83%
ZPDT.DE
SPDR S&P US Technology Select Sector UCITS ETF
24.09%11.31%6.17%

Correlation

The correlation between IVAI.DE and ZPDT.DE is 0.82, 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

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2024

0.81

The correlation between IVAI.DE and ZPDT.DE has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

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Return for Risk

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

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

IVAI.DE
IVAI.DE Risk / Return Rank: 5959
Overall Rank
IVAI.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IVAI.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
IVAI.DE Omega Ratio Rank: 6767
Omega Ratio Rank
IVAI.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVAI.DE Martin Ratio Rank: 3939
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Artificial Intelligence Enablers UCITS ETF (IVAI.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.


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

-0.35

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.39

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

3.09

3.19

-0.09

Martin ratioReturn relative to average drawdown

5.91

8.35

-2.44

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

The current IVAI.DE Sharpe Ratio is 2.08, which is comparable to the ZPDT.DE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of IVAI.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


IVAI.DEZPDT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.43

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.03

+0.07

Drawdowns

IVAI.DE vs. ZPDT.DE - Drawdown Comparison

The maximum IVAI.DE drawdown since its inception was -34.16%, 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 IVAI.DE and ZPDT.DE.


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Drawdown Indicators


IVAI.DEZPDT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.16%

-31.48%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-23.74%

-15.47%

-8.27%

Max Drawdown (3Y)

Largest decline over 3 years

-29.50%

Max Drawdown (5Y)

Largest decline over 5 years

-29.50%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

Current Drawdown

Current decline from peak

-3.53%

-3.09%

-0.44%

Average Drawdown

Average peak-to-trough decline

-11.30%

-5.68%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.45%

5.91%

+6.54%

Volatility

IVAI.DE vs. ZPDT.DE - Volatility Comparison

Invesco Artificial Intelligence Enablers UCITS ETF (IVAI.DE) has a higher volatility of 11.14% compared to SPDR S&P US Technology Select Sector UCITS ETF (ZPDT.DE) at 7.06%. This indicates that IVAI.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


IVAI.DEZPDT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.14%

7.06%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

20.25%

14.78%

+5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

35.34%

20.30%

+15.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.39%

22.33%

+14.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.39%

21.38%

+15.01%

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

IVAI.DE has a 0.35% expense ratio, which is higher than ZPDT.DE's 0.15% expense ratio.


Dividends

IVAI.DE vs. ZPDT.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IVAI.DE and ZPDT.DE have a correlation of 0.82, 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 0.35% for IVAI.DE.

IVAI.DE tracks S&P Kensho Global Artificial Intelligence Enablers Screened Index, while ZPDT.DE tracks S&P Technology Select Sector. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.35% for IVAI.DE and 0.15% for ZPDT.DE.

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