ZPDE.DE vs. WNDY.DE
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) and WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) are both Energy Equities funds - ZPDE.DE tracks the S&P Energy Select Sector while WNDY.DE tracks the Solactive Wind Energy. Both are passively managed. Over the past 3 years, ZPDE.DE returned 14.16%/yr vs -0.54%/yr for WNDY.DE. At a 0.14 correlation, their price movements are largely independent. ZPDE.DE charges 0.15%/yr vs 0.50%/yr for WNDY.DE.
Performance
ZPDE.DE vs. WNDY.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 WNDY.DE's 17.83% 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%
WNDY.DE
- 1D
- -2.17%
- 1M
- -7.34%
- YTD
- 17.83%
- 6M
- 18.89%
- 1Y
- 39.65%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
ZPDE.DE vs. WNDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZPDE.DE SPDR S&P US Energy Select Sector UCITS ETF | 32.72% | -2.67% | 9.39% | -2.97% | 39.72% |
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 17.83% | 17.05% | -14.98% | -22.01% | -8.38% |
Correlation
The correlation between ZPDE.DE and WNDY.DE is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.14 |
The correlation between ZPDE.DE and WNDY.DE shifts across timeframes, from -0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDE.DE vs. WNDY.DE — Risk / Return Rank
ZPDE.DE
WNDY.DE
ZPDE.DE vs. WNDY.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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 | WNDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.67 | -2.13 |
| Martin ratioReturn relative to average drawdown | 8.09 | 14.81 | -6.72 |
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 | WNDY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.96 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
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 | -0.19 | +0.45 |
Drawdowns
ZPDE.DE vs. WNDY.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than WNDY.DE's maximum drawdown of -52.12%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and WNDY.DE.
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Drawdown Indicators
| ZPDE.DE | WNDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -52.12% | -13.46% |
Max Drawdown (1Y)Largest decline over 1 year | -17.16% | -8.45% | -8.71% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -38.56% | +11.59% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | — | — |
Current DrawdownCurrent decline from peak | -8.87% | -23.24% | +14.37% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -30.02% | +12.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 2.67% | +2.73% |
Volatility
ZPDE.DE vs. WNDY.DE - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 7.53% compared to Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) at 5.39%. This indicates that ZPDE.DE's price experiences larger fluctuations and is considered to be riskier than WNDY.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 | WNDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 5.39% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 14.34% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 20.15% | +3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 21.04% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 21.04% | +7.85% |
ZPDE.DE vs. WNDY.DE - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is lower than WNDY.DE's 0.50% expense ratio.
Dividends
ZPDE.DE vs. WNDY.DE - Dividend Comparison
Neither ZPDE.DE nor WNDY.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDE.DE and WNDY.DE have a correlation of -0.03, 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 0.50% for WNDY.DE.
ZPDE.DE tracks S&P Energy Select Sector, while WNDY.DE tracks Solactive Wind Energy. They also come from different issuers: State Street and Global X. Their fees differ too: 0.15% for ZPDE.DE and 0.50% for WNDY.DE.
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