LTCM.DE vs. ZPDK.DE
LTCM.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc) and ZPDK.DE (SPDR S&P U.S. Communication Services Select Sector UCITS ETF) are both Communications Equities funds - LTCM.DE tracks the STOXX® Europe 600 Telecommunications while ZPDK.DE tracks the S&P Communication Services Select Sector Daily Capped 25/20. Both are passively managed. Over the past 5 years, LTCM.DE returned 10.43%/yr vs 11.35%/yr for ZPDK.DE. At a 0.26 correlation, their price movements are largely independent. LTCM.DE charges 0.30%/yr vs 0.15%/yr for ZPDK.DE.
Performance
LTCM.DE vs. ZPDK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LTCM.DE achieves a 26.77% return, which is significantly higher than ZPDK.DE's 3.41% return.
LTCM.DE
- 1D
- -1.92%
- 1M
- 3.88%
- YTD
- 26.77%
- 6M
- 29.84%
- 1Y
- 24.16%
- 3Y*
- 21.21%
- 5Y*
- 10.43%
- 10Y*
- 4.00%
ZPDK.DE
- 1D
- 1.45%
- 1M
- -2.27%
- YTD
- 3.41%
- 6M
- 2.07%
- 1Y
- 18.77%
- 3Y*
- 22.06%
- 5Y*
- 11.35%
- 10Y*
- —
LTCM.DE vs. ZPDK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LTCM.DE Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc | 26.77% | 15.77% | 20.76% | 7.89% | -13.99% | 14.35% | -12.67% | 5.36% | -1.35% |
ZPDK.DE SPDR S&P U.S. Communication Services Select Sector UCITS ETF | 3.41% | 13.23% | 39.09% | 48.24% | -33.43% | 26.14% | 15.70% | 33.80% | -15.00% |
Correlation
The correlation between LTCM.DE and ZPDK.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2018 | 0.26 |
The correlation between LTCM.DE and ZPDK.DE shifts across timeframes, from 0.10 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LTCM.DE vs. ZPDK.DE — Risk / Return Rank
LTCM.DE
ZPDK.DE
LTCM.DE vs. ZPDK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) and SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.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.
| LTCM.DE | ZPDK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.25 | +0.88 |
| Martin ratioReturn relative to average drawdown | 6.46 | 7.91 | -1.45 |
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
| LTCM.DE | ZPDK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.34 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.60 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.68 | -0.46 |
Drawdowns
LTCM.DE vs. ZPDK.DE - Drawdown Comparison
The maximum LTCM.DE drawdown since its inception was -47.69%, which is greater than ZPDK.DE's maximum drawdown of -36.98%. Use the drawdown chart below to compare losses from any high point for LTCM.DE and ZPDK.DE.
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Drawdown Indicators
| LTCM.DE | ZPDK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -36.98% | -10.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.67% | -8.30% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -21.88% | +12.28% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -36.98% | +15.88% |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | — | — |
Current DrawdownCurrent decline from peak | -2.38% | -4.21% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -21.45% | -7.91% | -13.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.37% | +1.11% |
Volatility
LTCM.DE vs. ZPDK.DE - Volatility Comparison
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) has a higher volatility of 6.12% compared to SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) at 4.24%. This indicates that LTCM.DE's price experiences larger fluctuations and is considered to be riskier than ZPDK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTCM.DE | ZPDK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 4.24% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 9.60% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 13.93% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 18.59% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 19.48% | -1.12% |
LTCM.DE vs. ZPDK.DE - Expense Ratio Comparison
LTCM.DE has a 0.30% expense ratio, which is higher than ZPDK.DE's 0.15% expense ratio.
Dividends
LTCM.DE vs. ZPDK.DE - Dividend Comparison
Neither LTCM.DE nor ZPDK.DE has paid dividends to shareholders.
Frequently Asked Questions
LTCM.DE and ZPDK.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDK.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LTCM.DE.
LTCM.DE tracks STOXX® Europe 600 Telecommunications, while ZPDK.DE tracks S&P Communication Services Select Sector Daily Capped 25/20. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LTCM.DE and 0.15% for ZPDK.DE.
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