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ZPDE.DE vs. CSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDE.DE vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ZPDE.DE achieves a 32.72% return, which is significantly higher than CSPX.L's 11.58% return. Over the past 10 years, ZPDE.DE has underperformed CSPX.L with an annualized return of 9.33%, while CSPX.L has yielded a comparatively higher 14.96% annualized return.


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%

CSPX.L

1D
-0.13%
1M
5.21%
YTD
11.58%
6M
11.45%
1Y
25.70%
3Y*
18.92%
5Y*
14.77%
10Y*
14.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDE.DE vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%13.17%-14.79%-13.20%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
11.58%3.52%33.52%22.94%-13.69%39.03%7.93%33.50%-1.02%6.66%

Correlation

The correlation between ZPDE.DE and CSPX.L is -0.03, 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

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2015

0.45

The correlation between ZPDE.DE and CSPX.L shifts across timeframes, from -0.03 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZPDE.DE vs. CSPX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDE.DE
ZPDE.DE Risk / Return Rank: 5151
Overall Rank
ZPDE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ZPDE.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZPDE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPDE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZPDE.DE Martin Ratio Rank: 4949
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 7373
Overall Rank
CSPX.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7777
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.

ZPDE.DE vs. CSPX.L - 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 Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.


ZPDE.DECSPX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratioReturn relative to maximum drawdown

2.54

3.56

-1.02

Martin ratioReturn relative to average drawdown

8.09

12.33

-4.24

ZPDE.DE vs. CSPX.L - Sharpe Ratio Comparison

The current ZPDE.DE Sharpe Ratio is 1.83, which is comparable to the CSPX.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ZPDE.DE and CSPX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZPDE.DECSPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.02

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.92

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.90

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.92

-0.66

Drawdowns

ZPDE.DE vs. CSPX.L - Drawdown Comparison

The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than CSPX.L's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and CSPX.L.


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Drawdown Indicators


ZPDE.DECSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-33.40%

-32.18%

Max Drawdown (1Y)

Largest decline over 1 year

-17.16%

-7.09%

-10.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.97%

-22.56%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-26.97%

-22.56%

-4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-65.58%

-33.40%

-32.18%

Current Drawdown

Current decline from peak

-8.87%

-0.39%

-8.48%

Average Drawdown

Average peak-to-trough decline

-17.28%

-4.12%

-13.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

2.06%

+3.34%

Volatility

ZPDE.DE vs. CSPX.L - Volatility Comparison

SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 7.53% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.06%. This indicates that ZPDE.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDE.DECSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

3.06%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

8.74%

+11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

12.53%

+11.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

15.93%

+10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

16.61%

+12.28%

ZPDE.DE vs. CSPX.L - Expense Ratio Comparison

ZPDE.DE has a 0.15% expense ratio, which is higher than CSPX.L's 0.07% expense ratio. However, 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. CSPX.L - Dividend Comparison

Neither ZPDE.DE nor CSPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPDE.DE and CSPX.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.15% for ZPDE.DE.

ZPDE.DE is categorized as Energy Equities, while CSPX.L is S&P 500. ZPDE.DE tracks S&P Energy Select Sector, while CSPX.L tracks S&P 500 Index. They also come from different issuers: State Street and BlackRock. Their fees differ too: 0.15% for ZPDE.DE and 0.07% for CSPX.L.

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