LYPD.DE vs. ZPDF.DE
LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) and ZPDF.DE (SPDR S&P US Financials Select Sector UCITS ETF) are both Financials Equities funds - LYPD.DE tracks the MSCI World Financials while ZPDF.DE tracks the S&P Financials Select Sector. Both are passively managed. Over the past 10 years, LYPD.DE returned 11.83%/yr vs 11.95%/yr for ZPDF.DE. Their correlation of 0.87 suggests significant overlap in exposure. LYPD.DE charges 0.30%/yr vs 0.15%/yr for ZPDF.DE.
Performance
LYPD.DE vs. ZPDF.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYPD.DE achieves a 0.92% return, which is significantly higher than ZPDF.DE's -4.18% return. Both investments have delivered pretty close results over the past 10 years, with LYPD.DE having a 11.83% annualized return and ZPDF.DE not far ahead at 11.95%.
LYPD.DE
- 1D
- 1.87%
- 1M
- 1.06%
- YTD
- 0.92%
- 6M
- 4.40%
- 1Y
- 12.40%
- 3Y*
- 20.69%
- 5Y*
- 12.81%
- 10Y*
- 11.83%
ZPDF.DE
- 1D
- 3.08%
- 1M
- 1.47%
- YTD
- -4.18%
- 6M
- -2.10%
- 1Y
- 2.43%
- 3Y*
- 15.32%
- 5Y*
- 9.00%
- 10Y*
- 11.95%
LYPD.DE vs. ZPDF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYPD.DE Amundi MSCI World Financials UCITS ETF EUR Acc | 0.92% | 15.56% | 33.60% | 12.32% | -5.01% | 39.46% | -11.53% | 29.12% | -13.88% | 8.07% |
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% | -10.30% | 7.53% |
Correlation
The correlation between LYPD.DE and ZPDF.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2015 | 0.87 |
The correlation between LYPD.DE and ZPDF.DE has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LYPD.DE vs. ZPDF.DE — Risk / Return Rank
LYPD.DE
ZPDF.DE
LYPD.DE vs. ZPDF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.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.
| LYPD.DE | ZPDF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.03 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 0.14 | +1.12 |
| Martin ratioReturn relative to average drawdown | 3.81 | 0.33 | +3.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LYPD.DE | ZPDF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.12 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.49 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.58 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.48 | +0.10 |
Drawdowns
LYPD.DE vs. ZPDF.DE - Drawdown Comparison
The maximum LYPD.DE drawdown since its inception was -42.19%, roughly equal to the maximum ZPDF.DE drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for LYPD.DE and ZPDF.DE.
Loading charts...
Drawdown Indicators
| LYPD.DE | ZPDF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.19% | -42.38% | +0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -12.75% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -21.67% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.02% | -21.67% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -42.38% | +0.19% |
Current DrawdownCurrent decline from peak | -1.02% | -9.42% | +8.40% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -7.77% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 5.55% | -2.35% |
Volatility
LYPD.DE vs. ZPDF.DE - Volatility Comparison
The current volatility for Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) is 3.44%, while SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE) has a volatility of 4.24%. This indicates that LYPD.DE experiences smaller price fluctuations and is considered to be less risky than ZPDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYPD.DE | ZPDF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 4.24% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 10.54% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 14.67% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 18.20% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 21.18% | -2.49% |
LYPD.DE vs. ZPDF.DE - Expense Ratio Comparison
LYPD.DE has a 0.30% expense ratio, which is higher than ZPDF.DE's 0.15% expense ratio.
Dividends
LYPD.DE vs. ZPDF.DE - Dividend Comparison
Neither LYPD.DE nor ZPDF.DE has paid dividends to shareholders.
Frequently Asked Questions
LYPD.DE and ZPDF.DE have a correlation of 0.84, 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 0.30% for LYPD.DE.
LYPD.DE tracks MSCI World Financials, while ZPDF.DE tracks S&P Financials Select Sector. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LYPD.DE and 0.15% for ZPDF.DE.
Find the right allocation for LYPD.DE and ZPDF.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer