ZPDD.DE vs. ZPDS.DE
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) are both Consumer Staples Equities funds from State Street - ZPDD.DE tracks the S&P Consumer Discretionary Select Sector while ZPDS.DE tracks the S&P Consumer Staples Select Sector. Both are passively managed. Over the past 10 years, ZPDD.DE returned 13.15%/yr vs 6.84%/yr for ZPDS.DE. At a 0.44 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
ZPDD.DE vs. ZPDS.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 ZPDS.DE's 7.50% return. Over the past 10 years, ZPDD.DE has outperformed ZPDS.DE with an annualized return of 13.15%, while ZPDS.DE has yielded a comparatively lower 6.84% 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%
ZPDS.DE
- 1D
- 0.01%
- 1M
- -2.00%
- YTD
- 7.50%
- 6M
- 7.22%
- 1Y
- 0.43%
- 3Y*
- 4.36%
- 5Y*
- 6.72%
- 10Y*
- 6.84%
ZPDD.DE vs. ZPDS.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% |
ZPDS.DE SPDR S&P US Consumer Staples Select Sector UCITS ETF | 7.50% | -8.90% | 20.38% | -5.08% | 5.38% | 26.65% | -0.79% | 29.96% | -4.12% | -1.59% |
Correlation
The correlation between ZPDD.DE and ZPDS.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.44 |
Over the past year, the correlation between ZPDD.DE and ZPDS.DE has dropped to 0.04 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
ZPDD.DE vs. ZPDS.DE — Risk / Return Rank
ZPDD.DE
ZPDS.DE
ZPDD.DE vs. ZPDS.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 S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.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 | ZPDS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.02 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.05 | +0.76 |
| Martin ratioReturn relative to average drawdown | 2.25 | 0.10 | +2.15 |
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 | ZPDS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.03 | +0.59 |
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 | 0.49 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.48 | +0.09 |
Drawdowns
ZPDD.DE vs. ZPDS.DE - Drawdown Comparison
The maximum ZPDD.DE drawdown since its inception was -37.03%, which is greater than ZPDS.DE's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and ZPDS.DE.
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Drawdown Indicators
| ZPDD.DE | ZPDS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -23.29% | -13.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -8.74% | -5.17% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -15.44% | -14.12% |
Max Drawdown (5Y)Largest decline over 5 years | -34.02% | -16.54% | -17.48% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -23.29% | -13.74% |
Current DrawdownCurrent decline from peak | -7.19% | -7.67% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -6.14% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 4.27% | +0.76% |
Volatility
ZPDD.DE vs. ZPDS.DE - Volatility Comparison
The current volatility for SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) is 5.49%, while SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a volatility of 6.04%. This indicates that ZPDD.DE experiences smaller price fluctuations and is considered to be less risky than ZPDS.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 | ZPDS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.04% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 11.46% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 14.02% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 13.37% | +8.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 13.98% | +6.57% |
ZPDD.DE vs. ZPDS.DE - Expense Ratio Comparison
Both ZPDD.DE and ZPDS.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ZPDD.DE vs. ZPDS.DE - Dividend Comparison
Neither ZPDD.DE nor ZPDS.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDD.DE and ZPDS.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDD.DE and ZPDS.DE have the same expense ratio: 0.15% per year.
ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while ZPDS.DE tracks S&P Consumer Staples Select Sector.
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