ZPDE.DE vs. ZPRX.DE
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - ZPDE.DE is a Energy Equities fund tracking the S&P Energy Select Sector, while ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, ZPDE.DE returned 9.33%/yr vs 8.15%/yr for ZPRX.DE. At a 0.44 correlation, their price movements are largely independent. ZPDE.DE charges 0.15%/yr vs 0.30%/yr for ZPRX.DE.
Performance
ZPDE.DE vs. ZPRX.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 ZPRX.DE's 7.81% return. Over the past 10 years, ZPDE.DE has outperformed ZPRX.DE with an annualized return of 9.33%, while ZPRX.DE has yielded a comparatively lower 8.15% annualized 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%
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
ZPDE.DE vs. ZPRX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
Correlation
The correlation between ZPDE.DE and ZPRX.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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.44 |
The correlation between ZPDE.DE and ZPRX.DE shifts across timeframes, from -0.12 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDE.DE vs. ZPRX.DE — Risk / Return Rank
ZPDE.DE
ZPRX.DE
ZPDE.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.47 | +1.07 |
| Martin ratioReturn relative to average drawdown | 8.09 | 5.42 | +2.67 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.23 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.46 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.45 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.39 | -0.13 |
Drawdowns
ZPDE.DE vs. ZPRX.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than ZPRX.DE's maximum drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and ZPRX.DE.
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Drawdown Indicators
| ZPDE.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -43.93% | -21.65% |
Max Drawdown (1Y)Largest decline over 1 year | -17.16% | -11.63% | -5.53% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -15.95% | -11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -27.52% | +0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | -43.93% | -21.65% |
Current DrawdownCurrent decline from peak | -8.87% | -1.51% | -7.36% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -7.71% | -9.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 3.16% | +2.24% |
Volatility
ZPDE.DE vs. ZPRX.DE - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 7.53% compared to SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) at 4.17%. This indicates that ZPDE.DE's price experiences larger fluctuations and is considered to be riskier than ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 4.17% | +3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 11.30% | +9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 13.94% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 16.69% | +10.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 18.14% | +10.75% |
ZPDE.DE vs. ZPRX.DE - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
ZPDE.DE vs. ZPRX.DE - Dividend Comparison
Neither ZPDE.DE nor ZPRX.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDE.DE and ZPRX.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 0.30% for ZPRX.DE.
ZPDE.DE is categorized as Energy Equities, while ZPRX.DE is Europe Equities. ZPDE.DE tracks S&P Energy Select Sector, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.15% for ZPDE.DE and 0.30% for ZPRX.DE.
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