ZPDD.DE vs. SPYC.DE
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds from State Street - ZPDD.DE tracks the S&P Consumer Discretionary Select Sector while SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped. Both are passively managed. Over the past 10 years, ZPDD.DE returned 13.15%/yr vs 2.96%/yr for SPYC.DE. At a 0.42 correlation, their price movements are largely independent. ZPDD.DE charges 0.15%/yr vs 0.18%/yr for SPYC.DE.
Performance
ZPDD.DE vs. SPYC.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 SPYC.DE's -1.74% return. Over the past 10 years, ZPDD.DE has outperformed SPYC.DE with an annualized return of 13.15%, while SPYC.DE has yielded a comparatively lower 2.96% 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%
SPYC.DE
- 1D
- -0.47%
- 1M
- -0.91%
- YTD
- -1.74%
- 6M
- -1.52%
- 1Y
- -4.67%
- 3Y*
- -0.28%
- 5Y*
- 0.74%
- 10Y*
- 2.96%
ZPDD.DE vs. SPYC.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% |
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | -1.74% | 7.08% | -2.32% | 0.74% | -8.67% | 20.59% | -3.72% | 25.93% | -8.92% | 8.62% |
Correlation
The correlation between ZPDD.DE and SPYC.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.42 |
Over the past year, the correlation between ZPDD.DE and SPYC.DE has dropped to 0.13 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
ZPDD.DE vs. SPYC.DE — Risk / Return Rank
ZPDD.DE
SPYC.DE
ZPDD.DE vs. SPYC.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 SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.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 | SPYC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.95 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | -0.37 | +1.18 |
| Martin ratioReturn relative to average drawdown | 2.25 | -0.79 | +3.03 |
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 | SPYC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | -0.36 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.06 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.22 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.32 | +0.26 |
Drawdowns
ZPDD.DE vs. SPYC.DE - Drawdown Comparison
The maximum ZPDD.DE drawdown since its inception was -37.03%, which is greater than SPYC.DE's maximum drawdown of -24.80%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and SPYC.DE.
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Drawdown Indicators
| ZPDD.DE | SPYC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -24.80% | -12.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -12.47% | -1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -12.47% | -17.09% |
Max Drawdown (5Y)Largest decline over 5 years | -34.02% | -15.06% | -18.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -24.80% | -12.23% |
Current DrawdownCurrent decline from peak | -7.19% | -11.20% | +4.01% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -5.99% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 5.89% | -0.86% |
Volatility
ZPDD.DE vs. SPYC.DE - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) has a higher volatility of 5.49% compared to SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) at 4.54%. This indicates that ZPDD.DE's price experiences larger fluctuations and is considered to be riskier than SPYC.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.DE | SPYC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 4.54% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 10.59% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 12.98% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 12.45% | +9.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 13.38% | +7.17% |
ZPDD.DE vs. SPYC.DE - Expense Ratio Comparison
ZPDD.DE has a 0.15% expense ratio, which is lower than SPYC.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ZPDD.DE vs. SPYC.DE - Dividend Comparison
Neither ZPDD.DE nor SPYC.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDD.DE and SPYC.DE have a correlation of 0.13, 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 0.18% for SPYC.DE.
ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped. Their fees differ too: 0.15% for ZPDD.DE and 0.18% for SPYC.DE.
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