ZPDE.DE vs. SPPW.DE
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) and SPPW.DE (SPDR MSCI World UCITS ETF) are both exchange-traded funds - ZPDE.DE is a Energy Equities fund tracking the S&P Energy Select Sector, while SPPW.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, ZPDE.DE returned 21.32%/yr vs 13.03%/yr for SPPW.DE. At a 0.41 correlation, their price movements are largely independent. ZPDE.DE charges 0.15%/yr vs 0.12%/yr for SPPW.DE.
Performance
ZPDE.DE vs. SPPW.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 SPPW.DE's 10.85% 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%
SPPW.DE
- 1D
- -0.31%
- 1M
- 4.83%
- YTD
- 10.85%
- 6M
- 11.34%
- 1Y
- 23.90%
- 3Y*
- 17.79%
- 5Y*
- 13.03%
- 10Y*
- —
ZPDE.DE vs. SPPW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | -1.41% |
SPPW.DE SPDR MSCI World UCITS ETF | 10.85% | 8.03% | 26.09% | 20.25% | -13.28% | 32.66% | 5.27% | 17.24% |
Correlation
The correlation between ZPDE.DE and SPPW.DE is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2019 | 0.41 |
The correlation between ZPDE.DE and SPPW.DE shifts across timeframes, from -0.04 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDE.DE vs. SPPW.DE — Risk / Return Rank
ZPDE.DE
SPPW.DE
ZPDE.DE vs. SPPW.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 SPDR MSCI World UCITS ETF (SPPW.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 | SPPW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 3.66 | -1.12 |
| Martin ratioReturn relative to average drawdown | 8.09 | 14.69 | -6.60 |
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 | SPPW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.16 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.92 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.86 | -0.60 |
Drawdowns
ZPDE.DE vs. SPPW.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than SPPW.DE's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and SPPW.DE.
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Drawdown Indicators
| ZPDE.DE | SPPW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -33.69% | -31.89% |
Max Drawdown (1Y)Largest decline over 1 year | -17.16% | -6.51% | -10.65% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -21.62% | -5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -21.62% | -5.35% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | — | — |
Current DrawdownCurrent decline from peak | -8.87% | -0.31% | -8.56% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -4.43% | -12.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 1.63% | +3.77% |
Volatility
ZPDE.DE vs. SPPW.DE - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 7.53% compared to SPDR MSCI World UCITS ETF (SPPW.DE) at 2.70%. This indicates that ZPDE.DE's price experiences larger fluctuations and is considered to be riskier than SPPW.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.DE | SPPW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 2.70% | +4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 7.62% | +12.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 11.11% | +12.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 14.06% | +12.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 16.08% | +12.81% |
ZPDE.DE vs. SPPW.DE - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is higher than SPPW.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ZPDE.DE vs. SPPW.DE - Dividend Comparison
Neither ZPDE.DE nor SPPW.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDE.DE and SPPW.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPPW.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPW.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for ZPDE.DE.
ZPDE.DE is categorized as Energy Equities, while SPPW.DE is Global Equities. ZPDE.DE tracks S&P Energy Select Sector, while SPPW.DE tracks MSCI World. Their fees differ too: 0.15% for ZPDE.DE and 0.12% for SPPW.DE.
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