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ZPDF.DE vs. QDVH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPDF.DE vs. QDVH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPDF.DE vs. QDVH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPDF.DE
SPDR S&P US Financials Select Sector UCITS ETF
-8.52%3.01%37.12%8.46%-6.12%48.31%-12.18%35.27%-10.30%7.53%
QDVH.DE
iShares S&P 500 Financials Sector UCITS ETF (Acc)
-8.53%3.01%37.13%8.44%-6.23%48.50%-12.20%35.41%-10.71%7.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with ZPDF.DE having a -8.52% return and QDVH.DE slightly lower at -8.53%. Both investments have delivered pretty close results over the past 10 years, with ZPDF.DE having a 11.96% annualized return and QDVH.DE not far ahead at 11.98%.


ZPDF.DE

1D
-13.21%
1M
-1.63%
YTD
-8.52%
6M
-5.01%
1Y
-5.88%
3Y*
14.81%
5Y*
9.58%
10Y*
11.96%

QDVH.DE

1D
1.38%
1M
-1.62%
YTD
-8.53%
6M
-4.97%
1Y
-5.86%
3Y*
14.81%
5Y*
9.56%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPDF.DE vs. QDVH.DE - Expense Ratio Comparison

Both ZPDF.DE and QDVH.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

ZPDF.DE vs. QDVH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDF.DE
ZPDF.DE Risk / Return Rank: 99
Overall Rank
ZPDF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ZPDF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
ZPDF.DE Omega Ratio Rank: 88
Omega Ratio Rank
ZPDF.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
ZPDF.DE Martin Ratio Rank: 1010
Martin Ratio Rank

QDVH.DE
QDVH.DE Risk / Return Rank: 88
Overall Rank
QDVH.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
QDVH.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
QDVH.DE Omega Ratio Rank: 66
Omega Ratio Rank
QDVH.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
QDVH.DE Martin Ratio Rank: 1111
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.

ZPDF.DE vs. QDVH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.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.


ZPDF.DEQDVH.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.20

-0.30

+0.09

Sortino ratio

Return per unit of downside risk

-0.10

-0.28

+0.18

Omega ratio

Gain probability vs. loss probability

0.98

0.96

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.00

-0.01

0.00

Martin ratio

Return relative to average drawdown

-0.01

-0.02

+0.01

ZPDF.DE vs. QDVH.DE - Sharpe Ratio Comparison

The current ZPDF.DE Sharpe Ratio is -0.20, which is higher than the QDVH.DE Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of ZPDF.DE and QDVH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPDF.DEQDVH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

-0.30

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.52

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.57

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.46

-0.02

Correlation

The correlation between ZPDF.DE and QDVH.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZPDF.DE vs. QDVH.DE - Dividend Comparison

Neither ZPDF.DE nor QDVH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPDF.DE vs. QDVH.DE - Drawdown Comparison

The maximum ZPDF.DE drawdown since its inception was -42.38%, roughly equal to the maximum QDVH.DE drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for ZPDF.DE and QDVH.DE.


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Drawdown Indicators


ZPDF.DEQDVH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.38%

-42.39%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-12.76%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.67%

-21.72%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.38%

-42.39%

+0.01%

Current Drawdown

Current decline from peak

-13.52%

-13.55%

+0.03%

Average Drawdown

Average peak-to-trough decline

-7.71%

-7.85%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

4.76%

-0.03%

Volatility

ZPDF.DE vs. QDVH.DE - Volatility Comparison

SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE) has a higher volatility of 21.85% compared to iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) at 4.34%. This indicates that ZPDF.DE's price experiences larger fluctuations and is considered to be riskier than QDVH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDF.DEQDVH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.85%

4.34%

+17.51%

Volatility (6M)

Calculated over the trailing 6-month period

23.60%

10.75%

+12.85%

Volatility (1Y)

Calculated over the trailing 1-year period

28.82%

19.63%

+9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

18.32%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.43%

20.99%

+1.44%