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ZPDE.DE vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDE.DE vs. EPOL - 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 MSCI Poland ETF (EPOL). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDE.DE vs. EPOL - 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%
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

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

EPOL
EPOL Risk / Return Rank: 5757
Overall Rank
EPOL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 5252
Sortino Ratio Rank
EPOL Omega Ratio Rank: 4848
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7474
Calmar Ratio Rank
EPOL Martin Ratio Rank: 5858
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. 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.DEEPOLDifference
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

ZPDE.DE vs. EPOL - Sharpe Ratio Comparison

The current ZPDE.DE Sharpe Ratio is 1.83, which is comparable to the EPOL Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ZPDE.DE and EPOL, 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.DEEPOLDifference

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.DEEPOLDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.87%

-0.28%

-8.59%

Average Drawdown

Average peak-to-trough decline

-17.28%

-16.63%

-0.65%

Ulcer Index

Depth 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.DEEPOLDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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