ZPDF.DE vs. ZPRX.DE
Compare and contrast key facts about SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE).
ZPDF.DE and ZPRX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPDF.DE is a passively managed fund by State Street that tracks the performance of the S&P Financials Select Sector. It was launched on Jul 7, 2015. ZPRX.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Small Cap Value Weighted. It was launched on Feb 18, 2015. Both ZPDF.DE and ZPRX.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZPDF.DE vs. ZPRX.DE - Performance Comparison
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ZPDF.DE vs. ZPRX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | -1.78% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
Returns By Period
In the year-to-date period, ZPDF.DE achieves a -8.52% return, which is significantly lower than ZPRX.DE's -1.78% return. Over the past 10 years, ZPDF.DE has outperformed ZPRX.DE with an annualized return of 11.96%, while ZPRX.DE has yielded a comparatively lower 7.62% annualized return.
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%
ZPRX.DE
- 1D
- -0.34%
- 1M
- -3.08%
- YTD
- -1.78%
- 6M
- 3.10%
- 1Y
- 15.75%
- 3Y*
- 12.10%
- 5Y*
- 7.25%
- 10Y*
- 7.62%
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ZPDF.DE vs. ZPRX.DE - Expense Ratio Comparison
ZPDF.DE has a 0.15% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Return for Risk
ZPDF.DE vs. ZPRX.DE — Risk / Return Rank
ZPDF.DE
ZPRX.DE
ZPDF.DE vs. ZPRX.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 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.
| ZPDF.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.20 | 0.98 | -1.18 |
Sortino ratioReturn per unit of downside risk | -0.10 | 1.35 | -1.45 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.00 | 1.64 | -1.65 |
Martin ratioReturn relative to average drawdown | -0.01 | 6.49 | -6.50 |
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
| ZPDF.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 0.98 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.43 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.42 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.35 | +0.09 |
Correlation
The correlation between ZPDF.DE and ZPRX.DE is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ZPDF.DE vs. ZPRX.DE - Dividend Comparison
Neither ZPDF.DE nor ZPRX.DE has paid dividends to shareholders.
Drawdowns
ZPDF.DE vs. ZPRX.DE - Drawdown Comparison
The maximum ZPDF.DE drawdown since its inception was -42.38%, roughly equal to the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for ZPDF.DE and ZPRX.DE.
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Drawdown Indicators
| ZPDF.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.38% | -43.93% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -11.63% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -21.67% | -27.52% | +5.85% |
Max Drawdown (10Y)Largest decline over 10 years | -42.38% | -43.93% | +1.55% |
Current DrawdownCurrent decline from peak | -13.52% | -8.13% | -5.39% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -7.79% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 2.95% | +1.78% |
Volatility
ZPDF.DE vs. ZPRX.DE - Volatility Comparison
SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE) has a higher volatility of 21.85% compared to SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) at 6.15%. This indicates that ZPDF.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
| ZPDF.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.85% | 6.15% | +15.70% |
Volatility (6M)Calculated over the trailing 6-month period | 23.60% | 10.21% | +13.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.82% | 16.09% | +12.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 16.56% | +4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.43% | 18.09% | +4.34% |