ZPDE.DE vs. IS0D.DE
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) and IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) are both Energy Equities funds - ZPDE.DE tracks the S&P Energy Select Sector while IS0D.DE tracks the S&P Commodity Producers Oil & Gas Exploration & Production. Both are passively managed. Over the past 10 years, ZPDE.DE returned 9.33%/yr vs 6.95%/yr for IS0D.DE. Their correlation of 0.92 suggests significant overlap in exposure. ZPDE.DE charges 0.15%/yr vs 0.55%/yr for IS0D.DE.
Performance
ZPDE.DE vs. IS0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDE.DE achieves a 32.72% return, which is significantly higher than IS0D.DE's 30.64% return. Over the past 10 years, ZPDE.DE has outperformed IS0D.DE with an annualized return of 9.33%, while IS0D.DE has yielded a comparatively lower 6.95% 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%
IS0D.DE
- 1D
- 0.10%
- 1M
- -3.31%
- YTD
- 30.64%
- 6M
- 23.16%
- 1Y
- 36.10%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
ZPDE.DE vs. IS0D.DE - 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% |
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
Correlation
The correlation between ZPDE.DE and IS0D.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.92 |
The correlation between ZPDE.DE and IS0D.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
ZPDE.DE vs. IS0D.DE — Risk / Return Rank
ZPDE.DE
IS0D.DE
ZPDE.DE vs. IS0D.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 Oil & Gas Exploration & Production UCITS ETF (IS0D.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 | IS0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.02 | +0.51 |
| Martin ratioReturn relative to average drawdown | 8.09 | 5.02 | +3.07 |
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 | IS0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.33 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.56 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.21 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.09 | +0.17 |
Drawdowns
ZPDE.DE vs. IS0D.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, smaller than the maximum IS0D.DE drawdown of -79.47%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and IS0D.DE.
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Drawdown Indicators
| ZPDE.DE | IS0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -79.47% | +13.89% |
Max Drawdown (1Y)Largest decline over 1 year | -17.16% | -17.75% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -30.80% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -32.34% | +5.37% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | -73.73% | +8.15% |
Current DrawdownCurrent decline from peak | -8.87% | -9.82% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -27.09% | +9.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 7.18% | -1.78% |
Volatility
ZPDE.DE vs. IS0D.DE - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) have volatilities of 7.53% and 7.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDE.DE | IS0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 7.78% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 22.48% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 26.99% | -3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 30.37% | -3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 33.12% | -4.23% |
ZPDE.DE vs. IS0D.DE - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is lower than IS0D.DE's 0.55% expense ratio.
Dividends
ZPDE.DE vs. IS0D.DE - Dividend Comparison
Neither ZPDE.DE nor IS0D.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDE.DE and IS0D.DE have a correlation of 0.86, 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 0.55% for IS0D.DE.
ZPDE.DE tracks S&P Energy Select Sector, while IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for ZPDE.DE and 0.55% for IS0D.DE.
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