ZPDD.DE vs. SPYR.DE
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and SPYR.DE (SPDR MSCI Europe Consumer Discretionary UCITS ETF) are both Consumer Staples Equities funds from State Street - ZPDD.DE tracks the S&P Consumer Discretionary Select Sector while SPYR.DE tracks the MSCI Europe Consumer Discretionary 20/35 Capped. Both are passively managed. Over the past 10 years, ZPDD.DE returned 13.15%/yr vs 4.88%/yr for SPYR.DE. A 0.64 correlation means they provide meaningful diversification when combined. ZPDD.DE charges 0.15%/yr vs 0.18%/yr for SPYR.DE.
Performance
ZPDD.DE vs. SPYR.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 SPYR.DE's -11.04% return. Over the past 10 years, ZPDD.DE has outperformed SPYR.DE with an annualized return of 13.15%, while SPYR.DE has yielded a comparatively lower 4.88% 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%
SPYR.DE
- 1D
- 0.63%
- 1M
- 7.05%
- YTD
- -11.04%
- 6M
- -10.59%
- 1Y
- -5.58%
- 3Y*
- -2.86%
- 5Y*
- -1.70%
- 10Y*
- 4.88%
ZPDD.DE vs. SPYR.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% |
SPYR.DE SPDR MSCI Europe Consumer Discretionary UCITS ETF | -11.04% | 2.47% | 3.29% | 15.35% | -15.95% | 21.86% | 5.93% | 35.34% | -15.45% | 10.29% |
Correlation
The correlation between ZPDD.DE and SPYR.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.64 |
The correlation between ZPDD.DE and SPYR.DE shifts across timeframes, from 0.51 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDD.DE vs. SPYR.DE — Risk / Return Rank
ZPDD.DE
SPYR.DE
ZPDD.DE vs. SPYR.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 Discretionary UCITS ETF (SPYR.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 | SPYR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.97 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | -0.27 | +1.08 |
| Martin ratioReturn relative to average drawdown | 2.25 | -0.64 | +2.88 |
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 | SPYR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | -0.29 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | -0.08 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.23 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.29 | +0.28 |
Drawdowns
ZPDD.DE vs. SPYR.DE - Drawdown Comparison
The maximum ZPDD.DE drawdown since its inception was -37.03%, smaller than the maximum SPYR.DE drawdown of -41.59%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and SPYR.DE.
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Drawdown Indicators
| ZPDD.DE | SPYR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -41.59% | +4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -20.59% | +6.68% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -26.58% | -2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -34.02% | -29.92% | -4.10% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -41.59% | +4.56% |
Current DrawdownCurrent decline from peak | -7.19% | -18.77% | +11.58% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -9.33% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 8.74% | -3.71% |
Volatility
ZPDD.DE vs. SPYR.DE - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) have volatilities of 5.49% and 5.71%, 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 | SPYR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 5.71% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 15.42% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 19.29% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 21.07% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 20.80% | -0.25% |
ZPDD.DE vs. SPYR.DE - Expense Ratio Comparison
ZPDD.DE has a 0.15% expense ratio, which is lower than SPYR.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. SPYR.DE - Dividend Comparison
Neither ZPDD.DE nor SPYR.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDD.DE and SPYR.DE have a correlation of 0.51, 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 SPYR.DE.
ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while SPYR.DE tracks MSCI Europe Consumer Discretionary 20/35 Capped. Their fees differ too: 0.15% for ZPDD.DE and 0.18% for SPYR.DE.
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