PortfoliosLab logoPortfoliosLab logo
ZPDE.DE vs. SPYM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDE.DE vs. SPYM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDE.DE vs. SPYM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZPDE.DE vs. SPYM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDE.DE
ZPDE.DE Risk / Return Rank: 5151
Overall Rank
ZPDE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ZPDE.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZPDE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPDE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZPDE.DE Martin Ratio Rank: 4949
Martin Ratio Rank

SPYM.DE
SPYM.DE Risk / Return Rank: 8585
Overall Rank
SPYM.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESPYM.DEDifference
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

ZPDE.DE vs. SPYM.DE - Sharpe Ratio Comparison

The current ZPDE.DE Sharpe Ratio is 1.83, which is lower than the SPYM.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of ZPDE.DE and SPYM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ZPDE.DESPYM.DEDifference

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.


Loading charts...

Drawdown Indicators


ZPDE.DESPYM.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.87%

-2.74%

-6.13%

Average Drawdown

Average peak-to-trough decline

-17.28%

-9.95%

-7.33%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


ZPDE.DESPYM.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for ZPDE.DE and SPYM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer