ZPDD.DE vs. QDVK.DE
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) are both Consumer Staples Equities funds - ZPDD.DE tracks the S&P Consumer Discretionary Select Sector while QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary. Both are passively managed. Over the past 10 years, ZPDD.DE returned 13.15%/yr vs 12.66%/yr for QDVK.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.15% expense ratio.
Performance
ZPDD.DE vs. QDVK.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 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%
ZPDD.DE vs. QDVK.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% |
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
ZPDD.DE
QDVK.DE
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.DE | QDVK.DE | Difference | |
|---|---|---|---|
| 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 |
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 | QDVK.DE | Difference | |
|---|---|---|---|
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.DE | QDVK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.19% | -10.02% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -9.22% | +1.01% |
Ulcer IndexDepth 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.DE | QDVK.DE | Difference | |
|---|---|---|---|
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.
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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