ZPDD.DE vs. XZEC.DE
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) are both Consumer Staples Equities funds - ZPDD.DE tracks the S&P Consumer Discretionary Select Sector while XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. Both are passively managed. Over the past 3 years, ZPDD.DE returned 13.95%/yr vs 2.19%/yr for XZEC.DE. A 0.59 correlation means they provide meaningful diversification when combined. ZPDD.DE charges 0.15%/yr vs 0.17%/yr for XZEC.DE.
Performance
ZPDD.DE vs. XZEC.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 XZEC.DE's 3.52% 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%
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
ZPDD.DE vs. XZEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ZPDD.DE SPDR S&P US Consumer Discretionary Select Sector UCITS ETF | 0.34% | -3.35% | 36.72% | 36.96% | -30.97% | 18.11% |
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
Correlation
The correlation between ZPDD.DE and XZEC.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.59 |
The correlation between ZPDD.DE and XZEC.DE shifts across timeframes, from 0.48 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDD.DE vs. XZEC.DE — Risk / Return Rank
ZPDD.DE
XZEC.DE
ZPDD.DE vs. XZEC.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 Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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 | XZEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.98 | -0.17 |
| Martin ratioReturn relative to average drawdown | 2.25 | 2.63 | -0.38 |
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 | XZEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.73 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.06 | +0.51 |
Drawdowns
ZPDD.DE vs. XZEC.DE - Drawdown Comparison
The maximum ZPDD.DE drawdown since its inception was -37.03%, which is greater than XZEC.DE's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and XZEC.DE.
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Drawdown Indicators
| ZPDD.DE | XZEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -30.22% | -6.81% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -11.27% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -23.79% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -34.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | — | — |
Current DrawdownCurrent decline from peak | -7.19% | -4.58% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -10.22% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 4.19% | +0.84% |
Volatility
ZPDD.DE vs. XZEC.DE - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) has a higher volatility of 5.49% compared to Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) at 4.04%. This indicates that ZPDD.DE's price experiences larger fluctuations and is considered to be riskier than XZEC.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 | XZEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 4.04% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 11.07% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 15.07% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 20.02% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 20.02% | +0.53% |
ZPDD.DE vs. XZEC.DE - Expense Ratio Comparison
ZPDD.DE has a 0.15% expense ratio, which is lower than XZEC.DE's 0.17% 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. XZEC.DE - Dividend Comparison
Neither ZPDD.DE nor XZEC.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDD.DE and XZEC.DE have a correlation of 0.48, 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 0.17% for XZEC.DE.
ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for ZPDD.DE and 0.17% for XZEC.DE.
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