SPYI.DE vs. ZPDE.DE
SPYI.DE (SPDR MSCI ACWI IMI UCITS ETF) and ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) are both exchange-traded funds - SPYI.DE is a Global Equities fund tracking the MSCI All Country World Investable Market (ACWI IMI), while ZPDE.DE is a Energy Equities fund tracking the S&P Energy Select Sector. Both are passively managed. Over the past 10 years, SPYI.DE returned 12.12%/yr vs 9.33%/yr for ZPDE.DE. At a 0.46 correlation, their price movements are largely independent. SPYI.DE charges 0.17%/yr vs 0.15%/yr for ZPDE.DE.
Performance
SPYI.DE vs. ZPDE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYI.DE achieves a 13.27% return, which is significantly lower than ZPDE.DE's 32.72% return. Over the past 10 years, SPYI.DE has outperformed ZPDE.DE with an annualized return of 12.12%, while ZPDE.DE has yielded a comparatively lower 9.33% annualized return.
SPYI.DE
- 1D
- -0.12%
- 1M
- 5.15%
- YTD
- 13.27%
- 6M
- 13.93%
- 1Y
- 27.79%
- 3Y*
- 17.57%
- 5Y*
- 12.01%
- 10Y*
- 12.12%
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%
SPYI.DE vs. ZPDE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 13.27% | 9.10% | 22.92% | 17.54% | -12.90% | 27.74% | 5.39% | 29.64% | -6.71% | 8.46% |
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 SPYI.DE and ZPDE.DE is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.46 |
The correlation between SPYI.DE and ZPDE.DE shifts across timeframes, from -0.03 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYI.DE vs. ZPDE.DE — Risk / Return Rank
SPYI.DE
ZPDE.DE
SPYI.DE vs. ZPDE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI UCITS ETF (SPYI.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.
| SPYI.DE | ZPDE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.32 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 2.54 | +1.78 |
| Martin ratioReturn relative to average drawdown | 17.43 | 8.09 | +9.34 |
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
| SPYI.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 1.83 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.78 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.32 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.26 | +0.58 |
Drawdowns
SPYI.DE vs. ZPDE.DE - Drawdown Comparison
The maximum SPYI.DE drawdown since its inception was -34.60%, smaller than the maximum ZPDE.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for SPYI.DE and ZPDE.DE.
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Drawdown Indicators
| SPYI.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.60% | -65.58% | +30.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.41% | -17.16% | +10.75% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -26.97% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -26.97% | +5.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | -65.58% | +30.98% |
Current DrawdownCurrent decline from peak | -0.56% | -8.87% | +8.31% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -17.28% | +12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 5.40% | -3.81% |
Volatility
SPYI.DE vs. ZPDE.DE - Volatility Comparison
The current volatility for SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) is 3.11%, while SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a volatility of 7.53%. This indicates that SPYI.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.
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Volatility by Period
| SPYI.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 7.53% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 20.35% | -12.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 23.96% | -12.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 26.90% | -13.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 28.89% | -13.71% |
SPYI.DE vs. ZPDE.DE - Expense Ratio Comparison
SPYI.DE has a 0.17% expense ratio, which is higher than ZPDE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPYI.DE vs. ZPDE.DE - Dividend Comparison
Neither SPYI.DE nor ZPDE.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYI.DE and ZPDE.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDE.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for SPYI.DE.
SPYI.DE is categorized as Global Equities, while ZPDE.DE is Energy Equities. SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI), while ZPDE.DE tracks S&P Energy Select Sector. Their fees differ too: 0.17% for SPYI.DE and 0.15% for ZPDE.DE.
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