ZPDE.DE vs. 5MVW.DE
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both Energy Equities funds - ZPDE.DE tracks the S&P Energy Select Sector while 5MVW.DE tracks the MSCI World Energy. Both are passively managed. Over the past 5 years, ZPDE.DE returned 21.32%/yr vs 20.31%/yr for 5MVW.DE. With a 0.97 correlation, they move nearly in lockstep. ZPDE.DE charges 0.15%/yr vs 0.18%/yr for 5MVW.DE.
Performance
ZPDE.DE vs. 5MVW.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ZPDE.DE having a 32.72% return and 5MVW.DE slightly higher at 32.79%.
ZPDE.DE
- 1D
- -0.53%
- 1M
- -0.30%
- YTD
- 32.72%
- 6M
- 29.61%
- 1Y
- 43.77%
- 3Y*
- 14.16%
- 5Y*
- 21.32%
- 10Y*
- 9.33%
5MVW.DE
- 1D
- -0.61%
- 1M
- -0.86%
- YTD
- 32.79%
- 6M
- 29.07%
- 1Y
- 44.87%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
ZPDE.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPDE.DE SPDR S&P US Energy Select Sector UCITS ETF | 32.72% | -2.67% | 9.39% | -2.97% | 71.20% | 66.70% | -38.96% | 6.20% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
Correlation
The correlation between ZPDE.DE and 5MVW.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.97 |
The correlation between ZPDE.DE and 5MVW.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
ZPDE.DE vs. 5MVW.DE — Risk / Return Rank
ZPDE.DE
5MVW.DE
ZPDE.DE vs. 5MVW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.
| ZPDE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.97 | -0.43 |
| Martin ratioReturn relative to average drawdown | 8.09 | 9.81 | -1.72 |
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
| ZPDE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.10 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.84 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.45 | -0.19 |
Drawdowns
ZPDE.DE vs. 5MVW.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than 5MVW.DE's maximum drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and 5MVW.DE.
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Drawdown Indicators
| ZPDE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -56.87% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -17.16% | -15.05% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -23.76% | -3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -23.76% | -3.21% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | — | — |
Current DrawdownCurrent decline from peak | -8.87% | -7.49% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -13.53% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 4.56% | +0.84% |
Volatility
ZPDE.DE vs. 5MVW.DE - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 7.53% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) at 6.76%. This indicates that ZPDE.DE's price experiences larger fluctuations and is considered to be riskier than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 6.76% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 18.33% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 21.33% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 23.99% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 29.20% | -0.31% |
ZPDE.DE vs. 5MVW.DE - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is lower than 5MVW.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
ZPDE.DE vs. 5MVW.DE - Dividend Comparison
ZPDE.DE has not paid dividends to shareholders, while 5MVW.DE's dividend yield for the trailing twelve months is around 2.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
ZPDE.DE SPDR S&P US Energy Select Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, ZPDE.DE and 5MVW.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZPDE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDE.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for 5MVW.DE.
ZPDE.DE tracks S&P Energy Select Sector, while 5MVW.DE tracks MSCI World Energy. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for ZPDE.DE and 0.18% for 5MVW.DE.
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