ZPDE.DE vs. QDVF.DE
Compare and contrast key facts about SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE).
ZPDE.DE and QDVF.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. QDVF.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Energy. It was launched on Nov 20, 2015. Both ZPDE.DE and QDVF.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 QDVF.DE.
Key characteristics
| ZPDE.DE | QDVF.DE | |
|---|---|---|
| YTD Return | 18.48% | 18.53% |
| 1Y Return | 17.17% | 16.84% |
| 3Y Return (Ann) | 24.44% | 24.44% |
| 5Y Return (Ann) | 15.39% | 14.97% |
| Sharpe Ratio | 0.83 | 0.82 |
| Sortino Ratio | 1.21 | 1.19 |
| Omega Ratio | 1.16 | 1.16 |
| Calmar Ratio | 0.87 | 0.83 |
| Martin Ratio | 2.29 | 2.27 |
| Ulcer Index | 6.93% | 6.94% |
| Daily Std Dev | 19.09% | 19.04% |
| Max Drawdown | -65.58% | -65.81% |
| Current Drawdown | -2.24% | -2.36% |
Correlation
The correlation between ZPDE.DE and QDVF.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ZPDE.DE vs. QDVF.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with ZPDE.DE having a 18.48% return and QDVF.DE slightly higher at 18.53%. 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. QDVF.DE - Expense Ratio Comparison
Both ZPDE.DE and QDVF.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. QDVF.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 Energy Sector UCITS ETF (Acc) (QDVF.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. QDVF.DE - Dividend Comparison
Neither ZPDE.DE nor QDVF.DE has paid dividends to shareholders.
Drawdowns
ZPDE.DE vs. QDVF.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, roughly equal to the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and QDVF.DE. For additional features, visit the drawdowns tool.
Volatility
ZPDE.DE vs. QDVF.DE - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) have volatilities of 4.60% and 4.40%, 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.