SPYM.DE vs. ZPDU.DE
SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) and ZPDU.DE (SPDR S&P US Utilities Select Sector UCITS ETF) are both exchange-traded funds - SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while ZPDU.DE is a Utilities Equities fund tracking the S&P Utilities Select Sector. Both are passively managed. Over the past 10 years, SPYM.DE returned 9.90%/yr vs 8.25%/yr for ZPDU.DE. At a 0.22 correlation, their price movements are largely independent. SPYM.DE charges 0.18%/yr vs 0.15%/yr for ZPDU.DE.
Performance
SPYM.DE vs. ZPDU.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 higher than ZPDU.DE's 2.85% return. Over the past 10 years, SPYM.DE has outperformed ZPDU.DE with an annualized return of 9.90%, while ZPDU.DE has yielded a comparatively lower 8.25% 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%
ZPDU.DE
- 1D
- -2.27%
- 1M
- -6.18%
- YTD
- 2.85%
- 6M
- 0.22%
- 1Y
- 6.67%
- 3Y*
- 9.55%
- 5Y*
- 9.42%
- 10Y*
- 8.25%
SPYM.DE vs. ZPDU.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% |
ZPDU.DE SPDR S&P US Utilities Select Sector UCITS ETF | 2.85% | 2.83% | 29.87% | -11.25% | 8.44% | 28.37% | -10.02% | 27.11% | 8.38% | -2.63% |
Correlation
The correlation between SPYM.DE and ZPDU.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.22 |
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Return for Risk
SPYM.DE vs. ZPDU.DE — Risk / Return Rank
SPYM.DE
ZPDU.DE
SPYM.DE vs. ZPDU.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 Utilities Select Sector UCITS ETF (ZPDU.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 | ZPDU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.08 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | 0.72 | +4.08 |
| Martin ratioReturn relative to average drawdown | 17.28 | 1.49 | +15.78 |
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 | ZPDU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 0.46 | +2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.55 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.45 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.48 | -0.14 |
Drawdowns
SPYM.DE vs. ZPDU.DE - Drawdown Comparison
The maximum SPYM.DE drawdown since its inception was -36.28%, roughly equal to the maximum ZPDU.DE drawdown of -35.80%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and ZPDU.DE.
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Drawdown Indicators
| SPYM.DE | ZPDU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.28% | -35.80% | -0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -9.21% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -16.75% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.86% | -29.76% | +5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -31.69% | -35.80% | +4.11% |
Current DrawdownCurrent decline from peak | -2.74% | -8.80% | +6.06% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -8.64% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 4.46% | -1.57% |
Volatility
SPYM.DE vs. ZPDU.DE - Volatility Comparison
SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a higher volatility of 7.34% compared to SPDR S&P US Utilities Select Sector UCITS ETF (ZPDU.DE) at 5.03%. This indicates that SPYM.DE's price experiences larger fluctuations and is considered to be riskier than ZPDU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYM.DE | ZPDU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 5.03% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 11.92% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 14.59% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 16.99% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 18.31% | +0.09% |
SPYM.DE vs. ZPDU.DE - Expense Ratio Comparison
SPYM.DE has a 0.18% expense ratio, which is higher than ZPDU.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. ZPDU.DE - Dividend Comparison
Neither SPYM.DE nor ZPDU.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYM.DE and ZPDU.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDU.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 ZPDU.DE is Utilities Equities. SPYM.DE tracks MSCI Emerging Markets, while ZPDU.DE tracks S&P Utilities Select Sector. Their fees differ too: 0.18% for SPYM.DE and 0.15% for ZPDU.DE.
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