SPY5.DE vs. ZPDE.DE
SPY5.DE (SPDR S&P 500 UCITS ETF) and ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) are both exchange-traded funds - SPY5.DE is a S&P 500 fund tracking the S&P 500 Index, while ZPDE.DE is a Energy Equities fund tracking the S&P Energy Select Sector. Both are passively managed. Over the past 10 years, SPY5.DE returned 15.13%/yr vs 9.33%/yr for ZPDE.DE. At a 0.49 correlation, their price movements are largely independent. SPY5.DE charges 0.03%/yr vs 0.15%/yr for ZPDE.DE.
Performance
SPY5.DE vs. ZPDE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPY5.DE achieves a 11.39% return, which is significantly lower than ZPDE.DE's 32.72% return. Over the past 10 years, SPY5.DE has outperformed ZPDE.DE with an annualized return of 15.13%, while ZPDE.DE has yielded a comparatively lower 9.33% annualized return.
SPY5.DE
- 1D
- -0.13%
- 1M
- 5.22%
- YTD
- 11.39%
- 6M
- 11.43%
- 1Y
- 25.61%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
ZPDE.DE
- 1D
- -0.53%
- 1M
- -0.30%
- YTD
- 32.72%
- 6M
- 29.61%
- 1Y
- 43.77%
- 3Y*
- 14.16%
- 5Y*
- 21.32%
- 10Y*
- 9.33%
SPY5.DE vs. ZPDE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
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 SPY5.DE and ZPDE.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.49 |
The correlation between SPY5.DE and ZPDE.DE shifts across timeframes, from -0.01 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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
SPY5.DE vs. ZPDE.DE — Risk / Return Rank
SPY5.DE
ZPDE.DE
SPY5.DE vs. ZPDE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPY5.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.
| SPY5.DE | ZPDE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.32 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.54 | +1.03 |
| Martin ratioReturn relative to average drawdown | 12.77 | 8.09 | +4.68 |
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
| SPY5.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 1.83 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.78 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.32 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.26 | +0.71 |
Drawdowns
SPY5.DE vs. ZPDE.DE - Drawdown Comparison
The maximum SPY5.DE drawdown since its inception was -33.86%, smaller than the maximum ZPDE.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for SPY5.DE and ZPDE.DE.
Loading charts...
Drawdown Indicators
| SPY5.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.86% | -65.58% | +31.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -17.16% | +10.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -26.97% | +3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -26.97% | +3.63% |
Max Drawdown (10Y)Largest decline over 10 years | -33.86% | -65.58% | +31.72% |
Current DrawdownCurrent decline from peak | -0.44% | -8.87% | +8.43% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -17.28% | +13.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 5.40% | -3.40% |
Volatility
SPY5.DE vs. ZPDE.DE - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPY5.DE) is 2.66%, while SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a volatility of 7.53%. This indicates that SPY5.DE experiences smaller price fluctuations and is considered to be less risky than ZPDE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPY5.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 7.53% | -4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 20.35% | -12.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 23.96% | -12.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 26.90% | -11.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 28.89% | -12.82% |
SPY5.DE vs. ZPDE.DE - Expense Ratio Comparison
SPY5.DE has a 0.03% expense ratio, which is lower than ZPDE.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPY5.DE vs. ZPDE.DE - Dividend Comparison
SPY5.DE's dividend yield for the trailing twelve months is around 0.89%, while ZPDE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
ZPDE.DE SPDR S&P US Energy Select Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPY5.DE and ZPDE.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for ZPDE.DE.
SPY5.DE is categorized as S&P 500, while ZPDE.DE is Energy Equities. SPY5.DE tracks S&P 500 Index, while ZPDE.DE tracks S&P Energy Select Sector. Their fees differ too: 0.03% for SPY5.DE and 0.15% for ZPDE.DE.
Find the right allocation for SPY5.DE and ZPDE.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