WNDY.DE vs. ZPDE.DE
WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) and ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) are both Energy Equities funds - WNDY.DE tracks the Solactive Wind Energy while ZPDE.DE tracks the S&P Energy Select Sector. Both are passively managed. Over the past 3 years, WNDY.DE returned -0.54%/yr vs 14.16%/yr for ZPDE.DE. At a 0.14 correlation, their price movements are largely independent. WNDY.DE charges 0.50%/yr vs 0.15%/yr for ZPDE.DE.
Performance
WNDY.DE vs. ZPDE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WNDY.DE achieves a 17.83% return, which is significantly lower than ZPDE.DE's 32.72% return.
WNDY.DE
- 1D
- -2.17%
- 1M
- -7.39%
- YTD
- 17.83%
- 6M
- 17.94%
- 1Y
- 39.82%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
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%
WNDY.DE vs. ZPDE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 17.83% | 17.05% | -14.98% | -22.01% | -8.38% |
ZPDE.DE SPDR S&P US Energy Select Sector UCITS ETF | 32.72% | -2.67% | 9.39% | -2.97% | 39.72% |
Correlation
The correlation between WNDY.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 | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.14 |
The correlation between WNDY.DE and ZPDE.DE shifts across timeframes, from -0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WNDY.DE vs. ZPDE.DE — Risk / Return Rank
WNDY.DE
ZPDE.DE
WNDY.DE vs. ZPDE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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.
| WNDY.DE | ZPDE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 2.54 | +2.13 |
| Martin ratioReturn relative to average drawdown | 14.81 | 8.09 | +6.72 |
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
| WNDY.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.83 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.26 | -0.45 |
Drawdowns
WNDY.DE vs. ZPDE.DE - Drawdown Comparison
The maximum WNDY.DE drawdown since its inception was -52.12%, smaller than the maximum ZPDE.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for WNDY.DE and ZPDE.DE.
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Drawdown Indicators
| WNDY.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.12% | -65.58% | +13.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -17.16% | +8.71% |
Max Drawdown (3Y)Largest decline over 3 years | -37.87% | -26.97% | -10.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.97% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.58% | — |
Current DrawdownCurrent decline from peak | -23.24% | -8.87% | -14.37% |
Average DrawdownAverage peak-to-trough decline | -30.02% | -17.28% | -12.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 5.40% | -2.73% |
Volatility
WNDY.DE vs. ZPDE.DE - Volatility Comparison
The current volatility for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) is 5.39%, while SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a volatility of 7.53%. This indicates that WNDY.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
| WNDY.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 7.53% | -2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 20.35% | -6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 23.96% | -3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 26.90% | -5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 28.89% | -7.85% |
WNDY.DE vs. ZPDE.DE - Expense Ratio Comparison
WNDY.DE has a 0.50% expense ratio, which is higher than ZPDE.DE's 0.15% expense ratio.
Dividends
WNDY.DE vs. ZPDE.DE - Dividend Comparison
Neither WNDY.DE nor ZPDE.DE has paid dividends to shareholders.
Frequently Asked Questions
WNDY.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 0.50% for WNDY.DE.
WNDY.DE tracks Solactive Wind Energy, while ZPDE.DE tracks S&P Energy Select Sector. They also come from different issuers: Global X and State Street. Their fees differ too: 0.50% for WNDY.DE and 0.15% for ZPDE.DE.
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