ZPDH.DE vs. EHLT.DE
ZPDH.DE (SPDR S&P US Health Care Select Sector UCITS ETF) and EHLT.DE (Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist) are both Health & Biotech Equities funds - ZPDH.DE tracks the S&P Health Care Select Sector while EHLT.DE tracks the STOXX® Europe 600 Health Care. Both are passively managed. Over the past 10 years, ZPDH.DE returned 8.92%/yr vs 5.72%/yr for EHLT.DE. A 0.63 correlation means they provide meaningful diversification when combined. ZPDH.DE charges 0.15%/yr vs 0.30%/yr for EHLT.DE.
Performance
ZPDH.DE vs. EHLT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDH.DE achieves a -1.12% return, which is significantly higher than EHLT.DE's -2.49% return. Over the past 10 years, ZPDH.DE has outperformed EHLT.DE with an annualized return of 8.92%, while EHLT.DE has yielded a comparatively lower 5.72% annualized return.
ZPDH.DE
- 1D
- 2.83%
- 1M
- 5.48%
- YTD
- -1.12%
- 6M
- -0.21%
- 1Y
- 13.04%
- 3Y*
- 3.67%
- 5Y*
- 6.73%
- 10Y*
- 8.92%
EHLT.DE
- 1D
- 3.08%
- 1M
- 1.35%
- YTD
- -2.49%
- 6M
- -0.83%
- 1Y
- 5.03%
- 3Y*
- 1.80%
- 5Y*
- 4.71%
- 10Y*
- 5.72%
ZPDH.DE vs. EHLT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPDH.DE SPDR S&P US Health Care Select Sector UCITS ETF | -1.12% | 1.73% | 8.46% | -1.73% | 3.31% | 37.77% | 1.69% | 24.37% | 9.07% | 6.98% |
EHLT.DE Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist | -2.49% | 7.09% | 4.20% | 4.76% | -4.33% | 24.01% | -2.02% | 32.89% | -1.18% | 4.24% |
Correlation
The correlation between ZPDH.DE and EHLT.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.63 |
The correlation between ZPDH.DE and EHLT.DE shifts across timeframes, from 0.52 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDH.DE vs. EHLT.DE — Risk / Return Rank
ZPDH.DE
EHLT.DE
ZPDH.DE vs. EHLT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) and Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.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.
| ZPDH.DE | EHLT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.07 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.40 | +0.80 |
| Martin ratioReturn relative to average drawdown | 2.95 | 0.89 | +2.05 |
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
| ZPDH.DE | EHLT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.30 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.30 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.37 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.56 | -0.10 |
Drawdowns
ZPDH.DE vs. EHLT.DE - Drawdown Comparison
The maximum ZPDH.DE drawdown since its inception was -26.61%, roughly equal to the maximum EHLT.DE drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for ZPDH.DE and EHLT.DE.
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Drawdown Indicators
| ZPDH.DE | EHLT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.61% | -26.14% | -0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -12.46% | +1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -22.64% | -26.14% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -26.14% | +3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -26.61% | -26.14% | -0.47% |
Current DrawdownCurrent decline from peak | -7.28% | -11.58% | +4.30% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -6.90% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 5.62% | -1.21% |
Volatility
ZPDH.DE vs. EHLT.DE - Volatility Comparison
The current volatility for SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) is 5.13%, while Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) has a volatility of 5.56%. This indicates that ZPDH.DE experiences smaller price fluctuations and is considered to be less risky than EHLT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDH.DE | EHLT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 5.56% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 11.62% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 16.76% | -2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 16.55% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 16.19% | -0.42% |
ZPDH.DE vs. EHLT.DE - Expense Ratio Comparison
ZPDH.DE has a 0.15% expense ratio, which is lower than EHLT.DE's 0.30% expense ratio.
Dividends
ZPDH.DE vs. EHLT.DE - Dividend Comparison
ZPDH.DE has not paid dividends to shareholders, while EHLT.DE's dividend yield for the trailing twelve months is around 1.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EHLT.DE Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist | 1.33% | 1.30% | 1.78% | 0.00% | 2.28% | 1.89% | 2.32% | 1.88% | 2.32% | 0.49% |
ZPDH.DE SPDR S&P US Health Care Select Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPDH.DE and EHLT.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDH.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for EHLT.DE.
ZPDH.DE tracks S&P Health Care Select Sector, while EHLT.DE tracks STOXX® Europe 600 Health Care. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.15% for ZPDH.DE and 0.30% for EHLT.DE.
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