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

Performance

ZPDF.DE vs. XLF - 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 State Street Financial Select Sector SPDR ETF (XLF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZPDF.DE is traded in EUR, while XLF is traded in USD. To make them comparable, the XLF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZPDF.DE achieves a -4.18% return, which is significantly lower than XLF's -3.13% return. Both investments have delivered pretty close results over the past 10 years, with ZPDF.DE having a 11.95% annualized return and XLF not far ahead at 12.35%.


ZPDF.DE

1D
3.08%
1M
2.03%
YTD
-4.18%
6M
-1.66%
1Y
1.82%
3Y*
15.32%
5Y*
9.00%
10Y*
11.95%

XLF

1D
2.45%
1M
1.84%
YTD
-3.13%
6M
-1.63%
1Y
2.59%
3Y*
15.69%
5Y*
9.16%
10Y*
12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDF.DE vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPDF.DE
SPDR S&P US Financials Select Sector UCITS ETF
-4.18%3.01%37.12%8.46%-6.12%48.31%-12.18%35.27%-10.30%7.53%
XLF
State Street Financial Select Sector SPDR ETF
-3.13%1.27%39.17%8.67%-5.05%44.88%-9.83%34.86%-8.97%7.01%

Correlation

The correlation between ZPDF.DE and XLF is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

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

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2015

0.65

The correlation between ZPDF.DE and XLF has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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Return for Risk

ZPDF.DE vs. XLF — 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: 1111
Overall Rank
ZPDF.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ZPDF.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ZPDF.DE Omega Ratio Rank: 1010
Omega Ratio Rank
ZPDF.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ZPDF.DE Martin Ratio Rank: 1111
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1313
Overall Rank
XLF Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1313
Sortino Ratio Rank
XLF Omega Ratio Rank: 1313
Omega Ratio Rank
XLF Calmar Ratio Rank: 1313
Calmar Ratio Rank
XLF Martin Ratio Rank: 1313
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. XLF - 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 State Street Financial Select Sector SPDR ETF (XLF). 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.DEXLFDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.03

1.04

-0.01

Calmar ratioReturn relative to maximum drawdown

0.14

0.19

-0.05

Martin ratioReturn relative to average drawdown

0.33

0.46

-0.14

ZPDF.DE vs. XLF - Sharpe Ratio Comparison

The current ZPDF.DE Sharpe Ratio is 0.12, which is comparable to the XLF Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ZPDF.DE and XLF, 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


ZPDF.DEXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

0.17

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.49

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.55

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.21

+0.26

Drawdowns

ZPDF.DE vs. XLF - Drawdown Comparison

The maximum ZPDF.DE drawdown since its inception was -42.38%, smaller than the maximum XLF drawdown of -79.76%. Use the drawdown chart below to compare losses from any high point for ZPDF.DE and XLF.


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Drawdown Indicators


ZPDF.DEXLFDifference

Max Drawdown

Largest peak-to-trough decline

-42.38%

-79.76%

+37.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-13.46%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-21.67%

-20.87%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.67%

-20.87%

-0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-42.38%

-42.37%

-0.01%

Current Drawdown

Current decline from peak

-9.42%

-8.94%

-0.48%

Average Drawdown

Average peak-to-trough decline

-7.77%

-21.77%

+14.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

5.61%

-0.06%

Volatility

ZPDF.DE vs. XLF - Volatility Comparison

SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE) has a higher volatility of 4.24% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.01%. This indicates that ZPDF.DE's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDF.DEXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.01%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

11.40%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

15.26%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.20%

18.60%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

22.67%

-1.49%

ZPDF.DE vs. XLF - Expense Ratio Comparison

ZPDF.DE has a 0.15% expense ratio, which is higher than XLF's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ZPDF.DE vs. XLF - Dividend Comparison

ZPDF.DE has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.52%.


PositionTTM20252024202320222021202020192018201720162015
XLF
State Street Financial Select Sector SPDR ETF
1.52%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%
ZPDF.DE
SPDR S&P US Financials Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZPDF.DE and XLF have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLF is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLF is cheaper with a 0.08% expense ratio, compared with 0.15% for ZPDF.DE.

ZPDF.DE tracks S&P Financials Select Sector, while XLF tracks Financial Select Sector Index. Their fees differ too: 0.15% for ZPDF.DE and 0.08% for XLF.

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