ZPDE.DE vs. SXR8.DE
Compare and contrast key facts about SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
ZPDE.DE and SXR8.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. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both ZPDE.DE and SXR8.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 SXR8.DE.
Key characteristics
| ZPDE.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 3.22% | 17.58% |
| 1Y Return | -8.18% | 22.12% |
| 3Y Return (Ann) | 26.52% | 11.34% |
| 5Y Return (Ann) | 11.96% | 14.62% |
| Sharpe Ratio | -0.37 | 1.97 |
| Daily Std Dev | 18.93% | 11.61% |
| Max Drawdown | -65.58% | -33.78% |
| Current Drawdown | -14.83% | -2.54% |
Correlation
The correlation between ZPDE.DE and SXR8.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ZPDE.DE vs. SXR8.DE - Performance Comparison
In the year-to-date period, ZPDE.DE achieves a 3.22% return, which is significantly lower than SXR8.DE's 17.58% 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. SXR8.DE - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is higher than SXR8.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%.
Risk-Adjusted Performance
ZPDE.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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. SXR8.DE - Dividend Comparison
Neither ZPDE.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
ZPDE.DE vs. SXR8.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
ZPDE.DE vs. SXR8.DE - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 5.86% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 4.26%. This indicates that ZPDE.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.