SPY5.DE vs. ZPDH.DE
SPY5.DE (SPDR S&P 500 UCITS ETF) and ZPDH.DE (SPDR S&P US Health Care Select Sector UCITS ETF) are both exchange-traded funds - SPY5.DE is a S&P 500 fund tracking the S&P 500 Index, while ZPDH.DE is a Health & Biotech Equities fund tracking the S&P Health Care Select Sector. Both are passively managed. Over the past 10 years, SPY5.DE returned 14.69%/yr vs 9.67%/yr for ZPDH.DE. A 0.70 correlation means they provide meaningful diversification when combined. SPY5.DE charges 0.03%/yr vs 0.15%/yr for ZPDH.DE.
Performance
SPY5.DE vs. ZPDH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY5.DE achieves a 12.25% return, which is significantly higher than ZPDH.DE's 8.20% return. Over the past 10 years, SPY5.DE has outperformed ZPDH.DE with an annualized return of 14.69%, while ZPDH.DE has yielded a comparatively lower 9.67% annualized return.
SPY5.DE
- 1D
- 0.23%
- 1M
- 0.64%
- 6M
- 13.05%
- YTD
- 12.25%
- 1Y
- 24.10%
- 3Y*
- 18.38%
- 5Y*
- 13.70%
- 10Y*
- 14.69%
ZPDH.DE
- 1D
- 0.00%
- 1M
- 12.54%
- 6M
- 8.71%
- YTD
- 8.20%
- 1Y
- 25.45%
- 3Y*
- 7.08%
- 5Y*
- 7.15%
- 10Y*
- 9.67%
SPY5.DE vs. ZPDH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 12.25% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.44% | -2.03% | 6.29% |
ZPDH.DE SPDR S&P US Health Care Select Sector UCITS ETF | 8.20% | 1.74% | 8.46% | -1.75% | 3.34% | 37.75% | 1.69% | 24.34% | 9.10% | 6.95% |
Correlation
The correlation between SPY5.DE and ZPDH.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.70 |
Over the past year, the correlation between SPY5.DE and ZPDH.DE has dropped to 0.21 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
SPY5.DE vs. ZPDH.DE — Risk / Return Rank
SPY5.DE
ZPDH.DE
SPY5.DE vs. ZPDH.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 Health Care Select Sector UCITS ETF (ZPDH.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPY5.DE | ZPDH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 2.35 | +1.01 |
| Martin ratioReturn relative to average drawdown | 11.87 | 5.79 | +6.08 |
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Drawdowns
SPY5.DE vs. ZPDH.DE - Drawdown Comparison
The maximum SPY5.DE drawdown since its inception was -33.86%, which is greater than ZPDH.DE's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for SPY5.DE and ZPDH.DE.
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Drawdown Indicators
| SPY5.DE | ZPDH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.86% | -26.63% | -7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -10.79% | +3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -22.66% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -22.66% | -0.68% |
Max Drawdown (10Y)Largest decline over 10 years | -33.86% | -26.63% | -7.23% |
Current DrawdownCurrent decline from peak | -0.62% | 0.00% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -7.00% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 4.38% | -2.35% |
Volatility
SPY5.DE vs. ZPDH.DE - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPY5.DE) is 3.64%, while SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) has a volatility of 4.86%. This indicates that SPY5.DE experiences smaller price fluctuations and is considered to be less risky than ZPDH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPY5.DE | ZPDH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.86% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 10.99% | -2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 15.15% | -3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 14.56% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 16.67% | -0.60% |
SPY5.DE vs. ZPDH.DE - Expense Ratio Comparison
SPY5.DE has a 0.03% expense ratio, which is lower than ZPDH.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. ZPDH.DE - Dividend Comparison
SPY5.DE's dividend yield for the trailing twelve months is around 0.90%, while ZPDH.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 | 0.90% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.43% | 0.80% | 1.21% | 1.57% | 1.69% |
ZPDH.DE SPDR S&P US Health Care 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 ZPDH.DE have a correlation of 0.21, 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 ZPDH.DE.
SPY5.DE is categorized as S&P 500, while ZPDH.DE is Health & Biotech Equities. SPY5.DE tracks S&P 500 Index, while ZPDH.DE tracks S&P Health Care Select Sector. Their fees differ too: 0.03% for SPY5.DE and 0.15% for ZPDH.DE.
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