ZPDD.DE vs. MSFT
Compare and contrast key facts about SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) and Microsoft Corporation (MSFT).
ZPDD.DE is a passively managed fund by State Street that tracks the performance of the S&P Consumer Discretionary Select Sector. It was launched on Jul 7, 2015.
Performance
ZPDD.DE vs. MSFT - Performance Comparison
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ZPDD.DE vs. MSFT - 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 | -7.33% | -3.35% | 36.72% | 36.96% | -30.97% | 39.97% | 15.91% | 32.48% | 4.88% | 7.37% |
MSFT Microsoft Corporation | -22.27% | 1.87% | 20.38% | 53.45% | -23.56% | 63.88% | 30.79% | 61.12% | 26.47% | 23.44% |
Different Trading Currencies
ZPDD.DE is traded in EUR, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPDD.DE achieves a -7.33% return, which is significantly higher than MSFT's -22.07% return. Over the past 10 years, ZPDD.DE has underperformed MSFT with an annualized return of 12.25%, while MSFT has yielded a comparatively higher 22.26% annualized return.
ZPDD.DE
- 1D
- 1.99%
- 1M
- -2.60%
- YTD
- -7.33%
- 6M
- -5.83%
- 1Y
- 5.18%
- 3Y*
- 13.87%
- 5Y*
- 8.00%
- 10Y*
- 12.25%
MSFT
- 1D
- 0.00%
- 1M
- -6.10%
- YTD
- -22.07%
- 6M
- -27.43%
- 1Y
- -8.89%
- 3Y*
- 7.22%
- 5Y*
- 10.15%
- 10Y*
- 22.26%
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Return for Risk
ZPDD.DE vs. MSFT — Risk / Return Rank
ZPDD.DE
MSFT
ZPDD.DE vs. MSFT - 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 Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | -0.32 | +0.55 |
Sortino ratioReturn per unit of downside risk | 0.48 | -0.27 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.06 | 0.96 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | -0.21 | +0.55 |
Martin ratioReturn relative to average drawdown | 0.98 | -0.54 | +1.51 |
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 | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | -0.32 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.39 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.82 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.61 | -0.07 |
Correlation
The correlation between ZPDD.DE and MSFT is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ZPDD.DE vs. MSFT - Dividend Comparison
ZPDD.DE has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.94%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSFT Microsoft Corporation | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Drawdowns
ZPDD.DE vs. MSFT - Drawdown Comparison
The maximum ZPDD.DE drawdown since its inception was -37.03%, smaller than the maximum MSFT drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and MSFT.
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Drawdown Indicators
| ZPDD.DE | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -69.38% | +32.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -33.91% | +19.96% |
Max Drawdown (5Y)Largest decline over 5 years | -34.02% | -37.15% | +3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -37.15% | +0.12% |
Current DrawdownCurrent decline from peak | -14.28% | -31.58% | +17.30% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -21.77% | +13.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 12.61% | -7.78% |
Volatility
ZPDD.DE vs. MSFT - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) has a higher volatility of 6.90% compared to Microsoft Corporation (MSFT) at 5.50%. This indicates that ZPDD.DE's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDD.DE | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.50% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.22% | 19.06% | -5.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.84% | 28.02% | -5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.39% | 25.96% | -4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.47% | 27.30% | -6.83% |