ZPDE.DE vs. EPOL
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) and EPOL (iShares MSCI Poland ETF) are both exchange-traded funds - ZPDE.DE is a Energy Equities fund tracking the S&P Energy Select Sector, while EPOL is a Europe Equities fund tracking the MSCI Poland Investable Market Index. Both are passively managed. Over the past 10 years, ZPDE.DE returned 9.33%/yr vs 11.19%/yr for EPOL. At a 0.20 correlation, their price movements are largely independent. ZPDE.DE charges 0.15%/yr vs 0.61%/yr for EPOL.
Performance
ZPDE.DE vs. EPOL - Performance Comparison
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Different Trading Currencies
ZPDE.DE is traded in EUR, while EPOL is traded in USD. To make them comparable, the EPOL 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 EPOL's 16.00% return. Over the past 10 years, ZPDE.DE has underperformed EPOL with an annualized return of 9.33%, while EPOL has yielded a comparatively higher 11.19% 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%
EPOL
- 1D
- 0.84%
- 1M
- 4.61%
- YTD
- 16.00%
- 6M
- 24.76%
- 1Y
- 38.10%
- 3Y*
- 32.54%
- 5Y*
- 17.08%
- 10Y*
- 11.19%
ZPDE.DE vs. EPOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EPOL iShares MSCI Poland ETF | 16.00% | 56.29% | 3.82% | 46.18% | -19.95% | 20.60% | -15.93% | -4.01% | -9.71% | 33.70% |
Correlation
The correlation between ZPDE.DE and EPOL is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.20 |
The correlation between ZPDE.DE and EPOL shifts across timeframes, from -0.09 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDE.DE vs. EPOL — Risk / Return Rank
ZPDE.DE
EPOL
ZPDE.DE vs. EPOL - 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 Poland ETF (EPOL). 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 | EPOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.22 | -1.68 |
| Martin ratioReturn relative to average drawdown | 8.09 | 10.90 | -2.81 |
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 | EPOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.81 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.66 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.44 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.25 | +0.01 |
Drawdowns
ZPDE.DE vs. EPOL - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than EPOL's maximum drawdown of -52.18%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and EPOL.
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Drawdown Indicators
| ZPDE.DE | EPOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -52.18% | -13.40% |
Max Drawdown (1Y)Largest decline over 1 year | -17.16% | -9.08% | -8.08% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -17.83% | -9.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -45.52% | +18.55% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | -52.18% | -13.40% |
Current DrawdownCurrent decline from peak | -8.87% | -0.28% | -8.59% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -16.63% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 3.51% | +1.89% |
Volatility
ZPDE.DE vs. EPOL - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 7.53% compared to iShares MSCI Poland ETF (EPOL) at 6.84%. This indicates that ZPDE.DE's price experiences larger fluctuations and is considered to be riskier than EPOL 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 | EPOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 6.84% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 15.45% | +4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 21.20% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 26.07% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 25.34% | +3.55% |
ZPDE.DE vs. EPOL - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is lower than EPOL's 0.61% expense ratio.
Dividends
ZPDE.DE vs. EPOL - Dividend Comparison
ZPDE.DE has not paid dividends to shareholders, while EPOL's dividend yield for the trailing twelve months is around 4.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 4.17% | 4.78% | 6.04% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPDE.DE and EPOL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.61% for EPOL.
ZPDE.DE is categorized as Energy Equities, while EPOL is Europe Equities. ZPDE.DE tracks S&P Energy Select Sector, while EPOL tracks MSCI Poland Investable Market Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for ZPDE.DE and 0.61% for EPOL.
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