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ZPDD.DE vs. VJPU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPDD.DE vs. VJPU.L - 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 Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). The values are adjusted to include any dividend payments, if applicable.

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ZPDD.DE vs. VJPU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
ZPDD.DE
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF
-7.33%-3.35%36.72%36.96%-12.49%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
11.30%15.92%31.97%31.58%-4.47%
Different Trading Currencies

ZPDD.DE is traded in EUR, while VJPU.L is traded in USD. To make them comparable, the VJPU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZPDD.DE achieves a -7.33% return, which is significantly lower than VJPU.L's 11.30% return.


ZPDD.DE

1D
1.99%
1M
-2.60%
YTD
-7.33%
6M
-5.83%
1Y
5.18%
3Y*
13.87%
5Y*
8.00%
10Y*
12.25%

VJPU.L

1D
4.72%
1M
-1.57%
YTD
11.30%
6M
24.47%
1Y
37.21%
3Y*
27.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPDD.DE vs. VJPU.L - Expense Ratio Comparison

ZPDD.DE has a 0.15% expense ratio, which is lower than VJPU.L's 0.20% 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%.


Return for Risk

ZPDD.DE vs. VJPU.L — 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: 1717
Overall Rank
ZPDD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ZPDD.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
ZPDD.DE Omega Ratio Rank: 1717
Omega Ratio Rank
ZPDD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
ZPDD.DE Martin Ratio Rank: 1818
Martin Ratio Rank

VJPU.L
VJPU.L Risk / Return Rank: 9494
Overall Rank
VJPU.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VJPU.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
VJPU.L Omega Ratio Rank: 9292
Omega Ratio Rank
VJPU.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
VJPU.L Martin Ratio Rank: 9696
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. VJPU.L - 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 Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). 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.DEVJPU.LDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.62

-1.39

Sortino ratio

Return per unit of downside risk

0.48

2.19

-1.72

Omega ratio

Gain probability vs. loss probability

1.06

1.31

-0.25

Calmar ratio

Return relative to maximum drawdown

0.34

5.00

-4.66

Martin ratio

Return relative to average drawdown

0.98

13.45

-12.47

ZPDD.DE vs. VJPU.L - Sharpe Ratio Comparison

The current ZPDD.DE Sharpe Ratio is 0.23, which is lower than the VJPU.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ZPDD.DE and VJPU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPDD.DEVJPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.62

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.09

-0.55

Correlation

The correlation between ZPDD.DE and VJPU.L is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ZPDD.DE vs. VJPU.L - Dividend Comparison

Neither ZPDD.DE nor VJPU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPDD.DE vs. VJPU.L - Drawdown Comparison

The maximum ZPDD.DE drawdown since its inception was -37.03%, which is greater than VJPU.L's maximum drawdown of -26.23%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and VJPU.L.


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Drawdown Indicators


ZPDD.DEVJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-25.40%

-11.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-11.93%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.02%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

Current Drawdown

Current decline from peak

-14.28%

-4.73%

-9.55%

Average Drawdown

Average peak-to-trough decline

-8.22%

-2.98%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

2.66%

+2.17%

Volatility

ZPDD.DE vs. VJPU.L - Volatility Comparison

The current volatility for SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) is 6.90%, while Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) has a volatility of 8.72%. This indicates that ZPDD.DE experiences smaller price fluctuations and is considered to be less risky than VJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDD.DEVJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

8.72%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

15.46%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

22.84%

22.93%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

20.71%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.47%

20.71%

-0.24%