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ZPDE.DE vs. XDG7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDE.DE vs. XDG7.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 Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ZPDE.DE having a 32.72% return and XDG7.DE slightly higher at 34.27%.


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%

XDG7.DE

1D
-2.33%
1M
2.75%
YTD
34.27%
6M
33.93%
1Y
72.40%
3Y*
4.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDE.DE vs. XDG7.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ZPDE.DE
SPDR S&P US Energy Select Sector UCITS ETF
32.72%-2.67%9.39%-6.15%
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
34.27%23.57%-15.19%-25.56%

Correlation

The correlation between ZPDE.DE and XDG7.DE is -0.08, 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

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.15

The correlation between ZPDE.DE and XDG7.DE shifts across timeframes, from -0.08 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZPDE.DE vs. XDG7.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

XDG7.DE
XDG7.DE Risk / Return Rank: 7676
Overall Rank
XDG7.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDG7.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
XDG7.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XDG7.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
XDG7.DE Martin Ratio Rank: 6262
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. XDG7.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 Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.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.DEXDG7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.32

1.56

-0.24

Calmar ratioReturn relative to maximum drawdown

2.54

4.19

-1.65

Martin ratioReturn relative to average drawdown

8.09

10.86

-2.77

ZPDE.DE vs. XDG7.DE - Sharpe Ratio Comparison

The current ZPDE.DE Sharpe Ratio is 1.83, which is comparable to the XDG7.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of ZPDE.DE and XDG7.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.


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Sharpe Ratios by Period


ZPDE.DEXDG7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.40

-0.58

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

0.06

+0.20

Drawdowns

ZPDE.DE vs. XDG7.DE - Drawdown Comparison

The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than XDG7.DE's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and XDG7.DE.


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Drawdown Indicators


ZPDE.DEXDG7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-48.68%

-16.90%

Max Drawdown (1Y)

Largest decline over 1 year

-17.16%

-17.21%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.97%

-43.66%

+16.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.97%

Max Drawdown (10Y)

Largest decline over 10 years

-65.58%

Current Drawdown

Current decline from peak

-8.87%

-2.95%

-5.92%

Average Drawdown

Average peak-to-trough decline

-17.28%

-26.59%

+9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

6.64%

-1.24%

Volatility

ZPDE.DE vs. XDG7.DE - Volatility Comparison

SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) and Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) have volatilities of 7.53% and 7.88%, 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.DEXDG7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

7.88%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

13.49%

+6.86%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

30.00%

-6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

24.08%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

24.08%

+4.81%

ZPDE.DE vs. XDG7.DE - Expense Ratio Comparison

ZPDE.DE has a 0.15% expense ratio, which is lower than XDG7.DE's 0.35% expense ratio.


Dividends

ZPDE.DE vs. XDG7.DE - Dividend Comparison

Neither ZPDE.DE nor XDG7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPDE.DE and XDG7.DE have a correlation of -0.08, 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 0.35% for XDG7.DE.

ZPDE.DE tracks S&P Energy Select Sector, while XDG7.DE tracks MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for ZPDE.DE and 0.35% for XDG7.DE.

Portfolio Optimizer

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