ZPDH.DE vs. SC0T.DE
ZPDH.DE (SPDR S&P US Health Care Select Sector UCITS ETF) and SC0T.DE (Invesco European Health Care Sector UCITS ETF) are both Health & Biotech Equities funds - ZPDH.DE tracks the S&P Health Care Select Sector while SC0T.DE tracks the STOXX® Europe 600 Optimised Health Care. Both are passively managed. Over the past 10 years, ZPDH.DE returned 8.92%/yr vs 5.80%/yr for SC0T.DE. A 0.66 correlation means they provide meaningful diversification when combined. ZPDH.DE charges 0.15%/yr vs 0.20%/yr for SC0T.DE.
Performance
ZPDH.DE vs. SC0T.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPDH.DE achieves a -1.12% return, which is significantly higher than SC0T.DE's -3.57% return. Over the past 10 years, ZPDH.DE has outperformed SC0T.DE with an annualized return of 8.92%, while SC0T.DE has yielded a comparatively lower 5.80% 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%
SC0T.DE
- 1D
- 2.93%
- 1M
- 1.37%
- YTD
- -3.57%
- 6M
- -2.27%
- 1Y
- 3.14%
- 3Y*
- 2.80%
- 5Y*
- 4.81%
- 10Y*
- 5.80%
ZPDH.DE vs. SC0T.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% |
SC0T.DE Invesco European Health Care Sector UCITS ETF | -3.57% | 8.45% | 6.96% | 5.35% | -7.56% | 25.20% | -1.18% | 32.22% | -1.43% | 4.65% |
Correlation
The correlation between ZPDH.DE and SC0T.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.66 |
The correlation between ZPDH.DE and SC0T.DE shifts across timeframes, from 0.54 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPDH.DE vs. SC0T.DE — Risk / Return Rank
ZPDH.DE
SC0T.DE
ZPDH.DE vs. SC0T.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 Invesco European Health Care Sector UCITS ETF (SC0T.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 | SC0T.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.05 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.24 | +0.96 |
| Martin ratioReturn relative to average drawdown | 2.95 | 0.56 | +2.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPDH.DE | SC0T.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.20 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.32 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.37 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.63 | -0.17 |
Drawdowns
ZPDH.DE vs. SC0T.DE - Drawdown Comparison
The maximum ZPDH.DE drawdown since its inception was -26.61%, roughly equal to the maximum SC0T.DE drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for ZPDH.DE and SC0T.DE.
Loading charts...
Drawdown Indicators
| ZPDH.DE | SC0T.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.61% | -26.52% | -0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -12.87% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -22.64% | -21.67% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -21.67% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -26.61% | -26.52% | -0.09% |
Current DrawdownCurrent decline from peak | -7.28% | -9.59% | +2.31% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -6.03% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 5.58% | -1.17% |
Volatility
ZPDH.DE vs. SC0T.DE - Volatility Comparison
SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) and Invesco European Health Care Sector UCITS ETF (SC0T.DE) have volatilities of 5.13% and 5.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPDH.DE | SC0T.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 5.31% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 11.43% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 15.98% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 14.84% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 15.39% | +0.38% |
ZPDH.DE vs. SC0T.DE - Expense Ratio Comparison
ZPDH.DE has a 0.15% expense ratio, which is lower than SC0T.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ZPDH.DE vs. SC0T.DE - Dividend Comparison
Neither ZPDH.DE nor SC0T.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDH.DE and SC0T.DE have a correlation of 0.58, 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 0.20% for SC0T.DE.
ZPDH.DE tracks S&P Health Care Select Sector, while SC0T.DE tracks STOXX® Europe 600 Optimised Health Care. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.15% for ZPDH.DE and 0.20% for SC0T.DE.
Find the right allocation for ZPDH.DE and SC0T.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer