ZPDD.DE vs. ZPRX.DE
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - ZPDD.DE is a Consumer Staples Equities fund tracking the S&P Consumer Discretionary Select Sector, while ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, ZPDD.DE returned 13.15%/yr vs 8.15%/yr for ZPRX.DE. A 0.60 correlation means they provide meaningful diversification when combined. ZPDD.DE charges 0.15%/yr vs 0.30%/yr for ZPRX.DE.
Performance
ZPDD.DE vs. ZPRX.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 ZPRX.DE's 7.81% return. Over the past 10 years, ZPDD.DE has outperformed ZPRX.DE with an annualized return of 13.15%, while ZPRX.DE has yielded a comparatively lower 8.15% 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%
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
ZPDD.DE vs. ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
Correlation
The correlation between ZPDD.DE and ZPRX.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.60 |
The correlation between ZPDD.DE and ZPRX.DE has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.
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Return for Risk
ZPDD.DE vs. ZPRX.DE — Risk / Return Rank
ZPDD.DE
ZPRX.DE
ZPDD.DE vs. ZPRX.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 Small Cap Value Weighted UCITS ETF (ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.47 | -0.66 |
| Martin ratioReturn relative to average drawdown | 2.25 | 5.42 | -3.18 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.23 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.46 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.45 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.39 | +0.18 |
Drawdowns
ZPDD.DE vs. ZPRX.DE - Drawdown Comparison
The maximum ZPDD.DE drawdown since its inception was -37.03%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and ZPRX.DE.
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Drawdown Indicators
| ZPDD.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -43.93% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -11.63% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -15.95% | -13.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.02% | -27.52% | -6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -43.93% | +6.90% |
Current DrawdownCurrent decline from peak | -7.19% | -1.51% | -5.68% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -7.71% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 3.16% | +1.87% |
Volatility
ZPDD.DE vs. ZPRX.DE - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) has a higher volatility of 5.49% compared to SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) at 4.17%. This indicates that ZPDD.DE's price experiences larger fluctuations and is considered to be riskier than ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 4.17% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 11.30% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 13.94% | +4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 16.69% | +4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 18.14% | +2.41% |
ZPDD.DE vs. ZPRX.DE - Expense Ratio Comparison
ZPDD.DE has a 0.15% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
ZPDD.DE vs. ZPRX.DE - Dividend Comparison
Neither ZPDD.DE nor ZPRX.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDD.DE and ZPRX.DE have a correlation of 0.55, 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 0.30% for ZPRX.DE.
ZPDD.DE is categorized as Consumer Staples Equities, while ZPRX.DE is Europe Equities. ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.15% for ZPDD.DE and 0.30% for ZPRX.DE.
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