ZPDD.DE vs. EXV5.DE
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and EXV5.DE (iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist) are both Consumer Staples Equities funds - ZPDD.DE tracks the S&P Consumer Discretionary Select Sector while EXV5.DE tracks the STOXX® Europe 600 Automobiles & Parts. Both are passively managed. Over the past 10 years, ZPDD.DE returned 13.15%/yr vs 2.63%/yr for EXV5.DE. A 0.54 correlation means they provide meaningful diversification when combined. ZPDD.DE charges 0.15%/yr vs 0.46%/yr for EXV5.DE.
Performance
ZPDD.DE vs. EXV5.DE - Performance Comparison
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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 EXV5.DE's -10.29% return. Over the past 10 years, ZPDD.DE has outperformed EXV5.DE with an annualized return of 13.15%, while EXV5.DE has yielded a comparatively lower 2.63% 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%
EXV5.DE
- 1D
- -0.72%
- 1M
- 4.09%
- YTD
- -10.29%
- 6M
- -11.94%
- 1Y
- -10.92%
- 3Y*
- -6.23%
- 5Y*
- -4.08%
- 10Y*
- 2.63%
ZPDD.DE vs. EXV5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXV5.DE iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist | -10.29% | -1.15% | -8.64% | 24.07% | -16.20% | 25.34% | 6.08% | 20.17% | -27.04% | 16.25% |
Correlation
The correlation between ZPDD.DE and EXV5.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.54 |
The correlation between ZPDD.DE and EXV5.DE shifts across timeframes, from 0.43 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDD.DE vs. EXV5.DE — Risk / Return Rank
ZPDD.DE
EXV5.DE
ZPDD.DE vs. EXV5.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 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.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.DE | EXV5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.94 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | -0.52 | +1.33 |
| Martin ratioReturn relative to average drawdown | 2.25 | -1.18 | +3.42 |
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
| ZPDD.DE | EXV5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | -0.48 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | -0.17 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.10 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.21 | +0.37 |
Drawdowns
ZPDD.DE vs. EXV5.DE - Drawdown Comparison
The maximum ZPDD.DE drawdown since its inception was -37.03%, smaller than the maximum EXV5.DE drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and EXV5.DE.
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Drawdown Indicators
| ZPDD.DE | EXV5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -64.56% | +27.53% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -20.93% | +7.02% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -35.82% | +6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -34.02% | -35.82% | +1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -58.64% | +21.61% |
Current DrawdownCurrent decline from peak | -7.19% | -30.36% | +23.17% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -17.76% | +9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 9.26% | -4.23% |
Volatility
ZPDD.DE vs. EXV5.DE - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) and iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) have volatilities of 5.49% and 5.27%, 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
| ZPDD.DE | EXV5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 5.27% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 16.88% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 22.65% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 23.93% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 25.37% | -4.82% |
ZPDD.DE vs. EXV5.DE - Expense Ratio Comparison
ZPDD.DE has a 0.15% expense ratio, which is lower than EXV5.DE's 0.46% expense ratio.
Dividends
ZPDD.DE vs. EXV5.DE - Dividend Comparison
ZPDD.DE has not paid dividends to shareholders, while EXV5.DE's dividend yield for the trailing twelve months is around 4.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV5.DE iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist | 4.01% | 4.34% | 4.96% | 5.38% | 4.39% | 2.94% | 0.77% | 4.11% | 3.44% | 3.97% | 2.88% | 2.82% |
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 EXV5.DE have a correlation of 0.43, 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 EXV5.DE.
ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while EXV5.DE tracks STOXX® Europe 600 Automobiles & Parts. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for ZPDD.DE and 0.46% for EXV5.DE.
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