ZPDE.DE vs. SPYM.DE
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) and SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) are both exchange-traded funds - ZPDE.DE is a Energy Equities fund tracking the S&P Energy Select Sector, while SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, ZPDE.DE returned 9.33%/yr vs 9.90%/yr for SPYM.DE. At a 0.39 correlation, their price movements are largely independent. ZPDE.DE charges 0.15%/yr vs 0.18%/yr for SPYM.DE.
Performance
ZPDE.DE vs. SPYM.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 SPYM.DE's 27.39% return. Over the past 10 years, ZPDE.DE has underperformed SPYM.DE with an annualized return of 9.33%, while SPYM.DE has yielded a comparatively higher 9.90% annualized return.
ZPDE.DE
- 1D
- -0.53%
- 1M
- 4.44%
- YTD
- 32.72%
- 6M
- 28.42%
- 1Y
- 44.87%
- 3Y*
- 14.16%
- 5Y*
- 21.32%
- 10Y*
- 9.33%
SPYM.DE
- 1D
- -1.63%
- 1M
- 3.70%
- YTD
- 27.39%
- 6M
- 27.92%
- 1Y
- 48.95%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
ZPDE.DE vs. SPYM.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% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -11.26% | 19.74% |
Correlation
The correlation between ZPDE.DE and SPYM.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.39 |
The correlation between ZPDE.DE and SPYM.DE shifts across timeframes, from -0.12 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDE.DE vs. SPYM.DE — Risk / Return Rank
ZPDE.DE
SPYM.DE
ZPDE.DE vs. SPYM.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 Emerging Markets UCITS ETF (SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.50 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.80 | -2.26 |
| Martin ratioReturn relative to average drawdown | 8.09 | 17.28 | -9.19 |
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 | SPYM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.79 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.50 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.54 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.34 | -0.08 |
Drawdowns
ZPDE.DE vs. SPYM.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than SPYM.DE's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and SPYM.DE.
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Drawdown Indicators
| ZPDE.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -36.28% | -29.30% |
Max Drawdown (1Y)Largest decline over 1 year | -17.16% | -10.38% | -6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -18.96% | -8.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -23.86% | -3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | -31.69% | -33.89% |
Current DrawdownCurrent decline from peak | -8.87% | -2.74% | -6.13% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -9.95% | -7.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 2.89% | +2.51% |
Volatility
ZPDE.DE vs. SPYM.DE - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) have volatilities of 7.53% and 7.34%, 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 | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 7.34% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 15.16% | +5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 17.87% | +6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 16.78% | +10.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 18.40% | +10.49% |
ZPDE.DE vs. SPYM.DE - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is lower than SPYM.DE's 0.18% expense ratio. Despite the difference, 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. SPYM.DE - Dividend Comparison
Neither ZPDE.DE nor SPYM.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDE.DE and SPYM.DE have a correlation of -0.12, 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 0.18% for SPYM.DE.
ZPDE.DE is categorized as Energy Equities, while SPYM.DE is Emerging Markets Equities. ZPDE.DE tracks S&P Energy Select Sector, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for ZPDE.DE and 0.18% for SPYM.DE.
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