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ZPDD.DE vs. 3SUE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDD.DE vs. 3SUE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) and iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZPDD.DE achieves a 0.34% return, which is significantly lower than 3SUE.DE's 0.62% return.


ZPDD.DE

1D
0.27%
1M
-0.74%
YTD
0.34%
6M
1.40%
1Y
11.32%
3Y*
13.95%
5Y*
10.34%
10Y*
13.15%

3SUE.DE

1D
-0.18%
1M
-2.28%
YTD
0.62%
6M
0.29%
1Y
-4.54%
3Y*
0.49%
5Y*
3.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDD.DE vs. 3SUE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZPDD.DE
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF
0.34%-3.35%36.72%36.96%-30.97%39.97%15.91%2.90%
3SUE.DE
iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist
0.62%-6.04%9.20%-0.30%0.12%22.84%-0.67%3.33%

Correlation

The correlation between ZPDD.DE and 3SUE.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.41

Over the past year, the correlation between ZPDD.DE and 3SUE.DE has dropped to 0.14 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

ZPDD.DE vs. 3SUE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDD.DE
ZPDD.DE Risk / Return Rank: 1919
Overall Rank
ZPDD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ZPDD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
ZPDD.DE Omega Ratio Rank: 1919
Omega Ratio Rank
ZPDD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
ZPDD.DE Martin Ratio Rank: 2020
Martin Ratio Rank

3SUE.DE
3SUE.DE Risk / Return Rank: 55
Overall Rank
3SUE.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
3SUE.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
3SUE.DE Omega Ratio Rank: 55
Omega Ratio Rank
3SUE.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
3SUE.DE Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZPDD.DE vs. 3SUE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) and iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.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.


ZPDD.DE3SUE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.12

0.95

+0.17

Calmar ratioReturn relative to maximum drawdown

0.81

-0.41

+1.22

Martin ratioReturn relative to average drawdown

2.25

-0.91

+3.16

ZPDD.DE vs. 3SUE.DE - Sharpe Ratio Comparison

The current ZPDD.DE Sharpe Ratio is 0.62, which is higher than the 3SUE.DE Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of ZPDD.DE and 3SUE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZPDD.DE3SUE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

-0.38

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.29

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.31

+0.27

Drawdowns

ZPDD.DE vs. 3SUE.DE - Drawdown Comparison

The maximum ZPDD.DE drawdown since its inception was -37.03%, which is greater than 3SUE.DE's maximum drawdown of -22.98%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and 3SUE.DE.


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Drawdown Indicators


ZPDD.DE3SUE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-22.98%

-14.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-10.93%

-2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-29.56%

-13.04%

-16.52%

Max Drawdown (5Y)

Largest decline over 5 years

-34.02%

-13.04%

-20.98%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

Current Drawdown

Current decline from peak

-7.19%

-10.63%

+3.44%

Average Drawdown

Average peak-to-trough decline

-8.21%

-5.61%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

4.97%

+0.06%

Volatility

ZPDD.DE vs. 3SUE.DE - Volatility Comparison

SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) has a higher volatility of 5.49% compared to iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) at 4.88%. This indicates that ZPDD.DE's price experiences larger fluctuations and is considered to be riskier than 3SUE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDD.DE3SUE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

4.88%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

9.87%

+3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

12.05%

+6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

11.43%

+10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

13.09%

+7.46%

ZPDD.DE vs. 3SUE.DE - Expense Ratio Comparison

ZPDD.DE has a 0.15% expense ratio, which is lower than 3SUE.DE's 0.18% 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

ZPDD.DE vs. 3SUE.DE - Dividend Comparison

ZPDD.DE has not paid dividends to shareholders, while 3SUE.DE's dividend yield for the trailing twelve months is around 2.62%.


PositionTTM2025202420232022202120202019
3SUE.DE
iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist
2.62%2.64%2.63%2.44%2.21%2.43%3.30%0.40%
ZPDD.DE
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZPDD.DE and 3SUE.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDD.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for 3SUE.DE.

ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while 3SUE.DE tracks MSCI World Consumer Staples. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for ZPDD.DE and 0.18% for 3SUE.DE.

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