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ZPDE.DE vs. EXH1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDE.DE vs. EXH1.DE - 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 STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ZPDE.DE having a 32.72% return and EXH1.DE slightly lower at 32.64%. Over the past 10 years, ZPDE.DE has underperformed EXH1.DE with an annualized return of 9.33%, while EXH1.DE has yielded a comparatively higher 11.26% 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%

EXH1.DE

1D
-0.74%
1M
-4.62%
YTD
32.64%
6M
30.47%
1Y
55.62%
3Y*
21.27%
5Y*
19.54%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDE.DE vs. EXH1.DE - 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%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
32.64%27.13%-3.22%7.61%29.31%20.65%-21.80%11.26%-1.32%2.22%

Correlation

The correlation between ZPDE.DE and EXH1.DE is 0.65, 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

0.65

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

0.67

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

0.74

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

0.76

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

0.77

The correlation between ZPDE.DE and EXH1.DE shifts across timeframes, from 0.65 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZPDE.DE vs. EXH1.DE — 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

EXH1.DE
EXH1.DE Risk / Return Rank: 9090
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9494
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. EXH1.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 STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.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.DEEXH1.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.32

1.52

-0.21

Calmar ratioReturn relative to maximum drawdown

2.54

8.05

-5.52

Martin ratioReturn relative to average drawdown

8.09

26.11

-18.02

ZPDE.DE vs. EXH1.DE - Sharpe Ratio Comparison

The current ZPDE.DE Sharpe Ratio is 1.83, which is lower than the EXH1.DE Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of ZPDE.DE and EXH1.DE, 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.DEEXH1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

3.05

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.89

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.46

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.25

+0.01

Drawdowns

ZPDE.DE vs. EXH1.DE - Drawdown Comparison

The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than EXH1.DE's maximum drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and EXH1.DE.


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Drawdown Indicators


ZPDE.DEEXH1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-55.76%

-9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-17.16%

-6.87%

-10.29%

Max Drawdown (3Y)

Largest decline over 3 years

-26.97%

-20.96%

-6.01%

Max Drawdown (5Y)

Largest decline over 5 years

-26.97%

-20.96%

-6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-65.58%

-55.76%

-9.82%

Current Drawdown

Current decline from peak

-8.87%

-4.62%

-4.25%

Average Drawdown

Average peak-to-trough decline

-17.28%

-13.64%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

2.12%

+3.28%

Volatility

ZPDE.DE vs. EXH1.DE - Volatility Comparison

SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 7.53% compared to iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) at 5.94%. This indicates that ZPDE.DE's price experiences larger fluctuations and is considered to be riskier than EXH1.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.DEEXH1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

5.94%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

14.85%

+5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

18.20%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

21.63%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

24.08%

+4.81%

ZPDE.DE vs. EXH1.DE - Expense Ratio Comparison

ZPDE.DE has a 0.15% expense ratio, which is lower than EXH1.DE's 0.47% expense ratio.


Dividends

ZPDE.DE vs. EXH1.DE - Dividend Comparison

ZPDE.DE has not paid dividends to shareholders, while EXH1.DE's dividend yield for the trailing twelve months is around 2.98%.


PositionTTM20252024202320222021202020192018201720162015
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.98%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%
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 EXH1.DE have a correlation of 0.65, 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 0.47% for EXH1.DE.

ZPDE.DE tracks S&P Energy Select Sector, while EXH1.DE tracks STOXX® Europe 600 Oil & Gas. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for ZPDE.DE and 0.47% for EXH1.DE.

Portfolio Optimizer

Find the right allocation for ZPDE.DE and EXH1.DE

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