ZPDE.DE vs. UMI
Compare and contrast key facts about SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and USCF Midstream Energy Income Fund ETF (UMI).
ZPDE.DE and UMI 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. UMI is an actively managed fund by Wainwright, Inc.. It was launched on Mar 24, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPDE.DE or UMI.
Key characteristics
| ZPDE.DE | UMI | |
|---|---|---|
| YTD Return | 18.48% | 44.20% |
| 1Y Return | 17.17% | 50.65% |
| 3Y Return (Ann) | 24.44% | 24.11% |
| 5Y Return (Ann) | 15.39% | 17.94% |
| Sharpe Ratio | 0.83 | 4.03 |
| Sortino Ratio | 1.21 | 5.46 |
| Omega Ratio | 1.16 | 1.71 |
| Calmar Ratio | 0.87 | 8.88 |
| Martin Ratio | 2.29 | 32.34 |
| Ulcer Index | 6.93% | 1.60% |
| Daily Std Dev | 19.09% | 12.82% |
| Max Drawdown | -65.58% | -48.08% |
| Current Drawdown | -2.24% | 0.00% |
Correlation
The correlation between ZPDE.DE and UMI is 0.53, 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. UMI - Performance Comparison
In the year-to-date period, ZPDE.DE achieves a 18.48% return, which is significantly lower than UMI's 44.20% 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. UMI - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is lower than UMI's 0.85% expense ratio.
Risk-Adjusted Performance
ZPDE.DE vs. UMI - 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 USCF Midstream Energy Income Fund ETF (UMI). 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. UMI - Dividend Comparison
ZPDE.DE has not paid dividends to shareholders, while UMI's dividend yield for the trailing twelve months is around 3.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
ZPDE.DE SPDR S&P US Energy Select Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UMI USCF Midstream Energy Income Fund ETF | 3.94% | 4.67% | 4.78% | 3.37% | 2.18% | 2.47% | 2.48% | 0.15% |
Drawdowns
ZPDE.DE vs. UMI - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and UMI. For additional features, visit the drawdowns tool.
Volatility
ZPDE.DE vs. UMI - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 4.60% compared to USCF Midstream Energy Income Fund ETF (UMI) at 4.26%. This indicates that ZPDE.DE's price experiences larger fluctuations and is considered to be riskier than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.