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ZPDD.DE vs. EXH8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ZPDD.DE vs. EXH8.DE

Last updated Jun 5, 2026

ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) are both Consumer Staples Equities funds - ZPDD.DE tracks the S&P Consumer Discretionary Select Sector while EXH8.DE tracks the STOXX® Europe 600 Retail. Both are passively managed. Over the past 10 years, ZPDD.DE returned 13.15%/yr vs 6.32%/yr for EXH8.DE. A 0.56 correlation means they provide meaningful diversification when combined. ZPDD.DE charges 0.15%/yr vs 0.46%/yr for EXH8.DE.

Performance

ZPDD.DE vs. EXH8.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 STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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 higher than EXH8.DE's -1.84% return. Over the past 10 years, ZPDD.DE has outperformed EXH8.DE with an annualized return of 13.15%, while EXH8.DE has yielded a comparatively lower 6.32% annualized 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%

EXH8.DE

1D
0.97%
1M
7.60%
YTD
-1.84%
6M
0.30%
1Y
6.21%
3Y*
12.48%
5Y*
1.95%
10Y*
6.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDD.DE vs. EXH8.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%32.48%4.88%7.37%
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)		-1.84%13.47%10.93%36.87%-30.57%13.16%9.68%38.72%-9.61%-0.73%

Correlation

The correlation between ZPDD.DE and EXH8.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.45

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

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2015

0.56

The correlation between ZPDD.DE and EXH8.DE shifts across timeframes, from 0.45 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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SPDR S&P US Consumer Discretionary Select Sector UCITS ETF

iShares STOXX Europe 600 Retail UCITS ETF (DE)

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Often compared with EXH8.DE:
EXH8.DE vs. 6AQQ.DEEXH8.DE vs. I500.DEEXH8.DE vs. DXSK.DEEXH8.DE vs. 7RIP.DEEXH8.DE vs. 36BB.DEEXH8.DE vs. 6TVL.DEEXH8.DE vs. GLUX.DE

Return for Risk

ZPDD.DE vs. EXH8.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
EXH8.DE
EXH8.DE Risk / Return Rank: 1414
Overall Rank
EXH8.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXH8.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXH8.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXH8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH8.DE Martin Ratio Rank: 1414
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. EXH8.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 STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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.DEEXH8.DEDifference
Sharpe ratioReturn per unit of total volatility
0.62
0.33

+0.29

Sortino ratioReturn per unit of downside risk
0.97
0.61

+0.36

Omega ratioGain probability vs. loss probability

1.12

1.07

+0.05

Calmar ratioReturn relative to maximum drawdown

0.81

0.48

+0.33

Martin ratioReturn relative to average drawdown

2.25

1.09

+1.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZPDD.DE vs. EXH8.DE - Sharpe Ratio Comparison

The current ZPDD.DE Sharpe Ratio is 0.62, which is higher than the EXH8.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of ZPDD.DE and EXH8.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.DEEXH8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.33

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.09

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.32

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.30

+0.27

Drawdowns

ZPDD.DE vs. EXH8.DE - Drawdown Comparison

The maximum ZPDD.DE drawdown since its inception was -37.03%, smaller than the maximum EXH8.DE drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and EXH8.DE.

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Drawdown Indicators

ZPDD.DEEXH8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-54.89%

+17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-12.96%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-29.56%

-19.54%

-10.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.02%

-48.60%

+14.58%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

-48.60%

+11.57%

Current Drawdown

Current decline from peak

-7.19%

-3.99%

-3.20%

Average Drawdown

Average peak-to-trough decline

-8.21%

-16.64%

+8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

5.67%

-0.64%

Volatility

ZPDD.DE vs. EXH8.DE - Volatility Comparison

The current volatility for SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) is 5.49%, while iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a volatility of 6.03%. This indicates that ZPDD.DE experiences smaller price fluctuations and is considered to be less risky than EXH8.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.DEEXH8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

6.03%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

15.20%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

18.59%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

21.53%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

19.73%

+0.82%

ZPDD.DE vs. EXH8.DE - Expense Ratio Comparison

ZPDD.DE has a 0.15% expense ratio, which is lower than EXH8.DE's 0.46% expense ratio.

Dividends

ZPDD.DE vs. EXH8.DE - Dividend Comparison

ZPDD.DE has not paid dividends to shareholders, while EXH8.DE's dividend yield for the trailing twelve months is around 2.13%.

PositionTTM20252024202320222021202020192018201720162015
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)		2.13%2.30%2.40%2.34%3.25%1.04%1.26%2.10%3.20%2.91%2.88%3.27%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ZPDD.DE and EXH8.DE have a correlation of 0.47, 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 0.46% for EXH8.DE.

ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while EXH8.DE tracks STOXX® Europe 600 Retail. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for ZPDD.DE and 0.46% for EXH8.DE.

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