SPYM.DE vs. ZPDE.DE
SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) and ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) are both exchange-traded funds - SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while ZPDE.DE is a Energy Equities fund tracking the S&P Energy Select Sector. Both are passively managed. Over the past 10 years, SPYM.DE returned 9.90%/yr vs 9.33%/yr for ZPDE.DE. At a 0.39 correlation, their price movements are largely independent. SPYM.DE charges 0.18%/yr vs 0.15%/yr for ZPDE.DE.
Performance
SPYM.DE vs. ZPDE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYM.DE achieves a 27.39% return, which is significantly lower than ZPDE.DE's 32.72% return. Over the past 10 years, SPYM.DE has outperformed ZPDE.DE with an annualized return of 9.90%, while ZPDE.DE has yielded a comparatively lower 9.33% annualized return.
SPYM.DE
- 1D
- -1.63%
- 1M
- 3.70%
- YTD
- 27.39%
- 6M
- 27.92%
- 1Y
- 48.95%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
ZPDE.DE
- 1D
- -0.53%
- 1M
- 4.44%
- YTD
- 32.72%
- 6M
- 28.42%
- 1Y
- 44.87%
- 3Y*
- 14.16%
- 5Y*
- 21.32%
- 10Y*
- 9.33%
SPYM.DE vs. ZPDE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -11.26% | 19.74% |
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 SPYM.DE and ZPDE.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.39 |
The correlation between SPYM.DE and ZPDE.DE shifts across timeframes, from -0.12 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYM.DE vs. ZPDE.DE — Risk / Return Rank
SPYM.DE
ZPDE.DE
SPYM.DE vs. ZPDE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.
| SPYM.DE | ZPDE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.32 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | 2.54 | +2.26 |
| Martin ratioReturn relative to average drawdown | 17.28 | 8.09 | +9.19 |
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
| SPYM.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 1.83 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.78 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.32 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.26 | +0.08 |
Drawdowns
SPYM.DE vs. ZPDE.DE - Drawdown Comparison
The maximum SPYM.DE drawdown since its inception was -36.28%, smaller than the maximum ZPDE.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and ZPDE.DE.
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Drawdown Indicators
| SPYM.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.28% | -65.58% | +29.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -17.16% | +6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -26.97% | +8.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.86% | -26.97% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -31.69% | -65.58% | +33.89% |
Current DrawdownCurrent decline from peak | -2.74% | -8.87% | +6.13% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -17.28% | +7.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 5.40% | -2.51% |
Volatility
SPYM.DE vs. ZPDE.DE - Volatility Comparison
SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) have volatilities of 7.34% and 7.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYM.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 7.53% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 20.35% | -5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 23.96% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 26.90% | -10.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 28.89% | -10.49% |
SPYM.DE vs. ZPDE.DE - Expense Ratio Comparison
SPYM.DE has a 0.18% 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
SPYM.DE vs. ZPDE.DE - Dividend Comparison
Neither SPYM.DE nor ZPDE.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYM.DE and ZPDE.DE have a correlation of -0.12, 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 0.18% for SPYM.DE.
SPYM.DE is categorized as Emerging Markets Equities, while ZPDE.DE is Energy Equities. SPYM.DE tracks MSCI Emerging Markets, while ZPDE.DE tracks S&P Energy Select Sector. Their fees differ too: 0.18% for SPYM.DE and 0.15% for ZPDE.DE.
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