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

Performance

ZPDD.DE vs. QDVK.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 S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.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 QDVK.DE's -0.11% return. Both investments have delivered pretty close results over the past 10 years, with ZPDD.DE having a 13.15% annualized return and QDVK.DE not far behind at 12.66%.


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%

QDVK.DE

1D
0.33%
1M
-0.70%
YTD
-0.11%
6M
0.74%
1Y
9.98%
3Y*
13.82%
5Y*
9.12%
10Y*
12.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDD.DE vs. QDVK.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%
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)
-0.11%-5.11%38.60%38.90%-33.82%35.49%20.84%31.88%3.58%7.42%

Correlation

The correlation between ZPDD.DE and QDVK.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.99

The correlation between ZPDD.DE and QDVK.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

ZPDD.DE vs. QDVK.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

QDVK.DE
QDVK.DE Risk / Return Rank: 1818
Overall Rank
QDVK.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QDVK.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
QDVK.DE Omega Ratio Rank: 1818
Omega Ratio Rank
QDVK.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
QDVK.DE Martin Ratio Rank: 1919
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. QDVK.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 S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.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.DEQDVK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.12

1.11

+0.01

Calmar ratioReturn relative to maximum drawdown

0.81

0.73

+0.08

Martin ratioReturn relative to average drawdown

2.25

2.00

+0.25

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

The current ZPDD.DE Sharpe Ratio is 0.62, which is comparable to the QDVK.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ZPDD.DE and QDVK.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.DEQDVK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.56

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.41

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.61

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.53

+0.05

Drawdowns

ZPDD.DE vs. QDVK.DE - Drawdown Comparison

The maximum ZPDD.DE drawdown since its inception was -37.03%, roughly equal to the maximum QDVK.DE drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and QDVK.DE.


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Drawdown Indicators


ZPDD.DEQDVK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-37.28%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-13.65%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-29.56%

-30.81%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-34.02%

-37.28%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

-37.28%

+0.25%

Current Drawdown

Current decline from peak

-7.19%

-10.02%

+2.83%

Average Drawdown

Average peak-to-trough decline

-8.21%

-9.22%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

4.99%

+0.04%

Volatility

ZPDD.DE vs. QDVK.DE - Volatility Comparison

SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) have volatilities of 5.49% and 5.33%, 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.DEQDVK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

5.33%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

13.18%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

17.90%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

21.84%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

20.62%

-0.07%

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

Both ZPDD.DE and QDVK.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ZPDD.DE vs. QDVK.DE - Dividend Comparison

Neither ZPDD.DE nor QDVK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, ZPDD.DE and QDVK.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDD.DE and QDVK.DE have the same expense ratio: 0.15% per year.

ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary. They also come from different issuers: State Street and iShares.

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