ZPDD.DE vs. SPYM.DE
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) are both exchange-traded funds - ZPDD.DE is a Consumer Staples Equities fund tracking the S&P Consumer Discretionary Select Sector, while SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, ZPDD.DE returned 13.15%/yr vs 9.90%/yr for SPYM.DE. A 0.58 correlation means they provide meaningful diversification when combined. ZPDD.DE charges 0.15%/yr vs 0.18%/yr for SPYM.DE.
Performance
ZPDD.DE vs. SPYM.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 lower than SPYM.DE's 27.39% return. Over the past 10 years, ZPDD.DE has outperformed SPYM.DE with an annualized return of 13.15%, while SPYM.DE has yielded a comparatively lower 9.90% 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%
SPYM.DE
- 1D
- -1.63%
- 1M
- 6.11%
- YTD
- 27.39%
- 6M
- 29.25%
- 1Y
- 50.03%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
ZPDD.DE vs. SPYM.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% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -11.26% | 19.74% |
Correlation
The correlation between ZPDD.DE and SPYM.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.58 |
The correlation between ZPDD.DE and SPYM.DE shifts across timeframes, from 0.47 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDD.DE vs. SPYM.DE — Risk / Return Rank
ZPDD.DE
SPYM.DE
ZPDD.DE vs. SPYM.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 Emerging Markets UCITS ETF (SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.50 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 4.80 | -3.99 |
| Martin ratioReturn relative to average drawdown | 2.25 | 17.28 | -15.03 |
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 | SPYM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.79 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.50 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.54 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.34 | +0.23 |
Drawdowns
ZPDD.DE vs. SPYM.DE - Drawdown Comparison
The maximum ZPDD.DE drawdown since its inception was -37.03%, roughly equal to the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and SPYM.DE.
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Drawdown Indicators
| ZPDD.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -36.28% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -10.38% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -18.96% | -10.60% |
Max Drawdown (5Y)Largest decline over 5 years | -34.02% | -23.86% | -10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -31.69% | -5.34% |
Current DrawdownCurrent decline from peak | -7.19% | -2.74% | -4.45% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -9.95% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 2.89% | +2.14% |
Volatility
ZPDD.DE vs. SPYM.DE - Volatility Comparison
The current volatility for SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) is 5.49%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.34%. This indicates that ZPDD.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 7.34% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 15.16% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 17.87% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 16.78% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 18.40% | +2.15% |
ZPDD.DE vs. SPYM.DE - Expense Ratio Comparison
ZPDD.DE has a 0.15% expense ratio, which is lower than SPYM.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. SPYM.DE - Dividend Comparison
Neither ZPDD.DE nor SPYM.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDD.DE and SPYM.DE have a correlation of 0.49, 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 SPYM.DE.
ZPDD.DE is categorized as Consumer Staples Equities, while SPYM.DE is Emerging Markets Equities. ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for ZPDD.DE and 0.18% for SPYM.DE.
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