ZPDE.DE vs. QDVE.DE
Compare and contrast key facts about SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
ZPDE.DE and QDVE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPDE.DE is a passively managed fund by State Street that tracks the performance of the S&P Energy Select Sector. It was launched on Jul 7, 2015. QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both ZPDE.DE and QDVE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPDE.DE or QDVE.DE.
Key characteristics
| ZPDE.DE | QDVE.DE | |
|---|---|---|
| YTD Return | 18.48% | 40.47% |
| 1Y Return | 17.17% | 46.59% |
| 3Y Return (Ann) | 24.44% | 19.25% |
| 5Y Return (Ann) | 15.39% | 25.94% |
| Sharpe Ratio | 0.83 | 2.17 |
| Sortino Ratio | 1.21 | 2.81 |
| Omega Ratio | 1.16 | 1.38 |
| Calmar Ratio | 0.87 | 2.87 |
| Martin Ratio | 2.29 | 9.15 |
| Ulcer Index | 6.93% | 4.90% |
| Daily Std Dev | 19.09% | 20.61% |
| Max Drawdown | -65.58% | -31.45% |
| Current Drawdown | -2.24% | -0.32% |
Correlation
The correlation between ZPDE.DE and QDVE.DE is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ZPDE.DE vs. QDVE.DE - Performance Comparison
In the year-to-date period, ZPDE.DE achieves a 18.48% return, which is significantly lower than QDVE.DE's 40.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPDE.DE vs. QDVE.DE - Expense Ratio Comparison
Both ZPDE.DE and QDVE.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
ZPDE.DE vs. QDVE.DE - Risk-Adjusted Performance 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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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.
Dividends
ZPDE.DE vs. QDVE.DE - Dividend Comparison
Neither ZPDE.DE nor QDVE.DE has paid dividends to shareholders.
Drawdowns
ZPDE.DE vs. QDVE.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
ZPDE.DE vs. QDVE.DE - Volatility Comparison
The current volatility for SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) is 4.60%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 5.58%. This indicates that ZPDE.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.