ZPDH.DE vs. SPYI.DE
ZPDH.DE (SPDR S&P US Health Care Select Sector UCITS ETF) and SPYI.DE (SPDR MSCI ACWI IMI UCITS ETF) are both exchange-traded funds - ZPDH.DE is a Health & Biotech Equities fund tracking the S&P Health Care Select Sector, while SPYI.DE is a Global Equities fund tracking the MSCI All Country World Investable Market (ACWI IMI). Both are passively managed. Over the past 10 years, ZPDH.DE returned 8.92%/yr vs 12.12%/yr for SPYI.DE. A 0.62 correlation means they provide meaningful diversification when combined. ZPDH.DE charges 0.15%/yr vs 0.17%/yr for SPYI.DE.
Performance
ZPDH.DE vs. SPYI.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 lower than SPYI.DE's 13.27% return. Over the past 10 years, ZPDH.DE has underperformed SPYI.DE with an annualized return of 8.92%, while SPYI.DE has yielded a comparatively higher 12.12% 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%
SPYI.DE
- 1D
- -0.12%
- 1M
- 5.15%
- YTD
- 13.27%
- 6M
- 13.93%
- 1Y
- 27.79%
- 3Y*
- 17.57%
- 5Y*
- 12.01%
- 10Y*
- 12.12%
ZPDH.DE vs. SPYI.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% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 13.27% | 9.10% | 22.92% | 17.54% | -12.90% | 27.74% | 5.39% | 29.64% | -6.71% | 8.46% |
Correlation
The correlation between ZPDH.DE and SPYI.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.62 |
Over the past year, the correlation between ZPDH.DE and SPYI.DE has dropped to 0.30 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
ZPDH.DE vs. SPYI.DE — Risk / Return Rank
ZPDH.DE
SPYI.DE
ZPDH.DE vs. SPYI.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 SPDR MSCI ACWI IMI UCITS ETF (SPYI.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 | SPYI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.45 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 4.32 | -3.11 |
| Martin ratioReturn relative to average drawdown | 2.95 | 17.43 | -14.48 |
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 | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 2.41 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.85 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.81 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.84 | -0.38 |
Drawdowns
ZPDH.DE vs. SPYI.DE - Drawdown Comparison
The maximum ZPDH.DE drawdown since its inception was -26.61%, smaller than the maximum SPYI.DE drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for ZPDH.DE and SPYI.DE.
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Drawdown Indicators
| ZPDH.DE | SPYI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.61% | -34.60% | +7.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -6.41% | -4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -22.64% | -21.66% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -21.66% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -26.61% | -34.60% | +7.99% |
Current DrawdownCurrent decline from peak | -7.28% | -0.56% | -6.72% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -4.34% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 1.59% | +2.82% |
Volatility
ZPDH.DE vs. SPYI.DE - Volatility Comparison
SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) has a higher volatility of 5.13% compared to SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) at 3.11%. This indicates that ZPDH.DE's price experiences larger fluctuations and is considered to be riskier than SPYI.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 | SPYI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.11% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 8.21% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 11.48% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 13.90% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 15.18% | +0.59% |
ZPDH.DE vs. SPYI.DE - Expense Ratio Comparison
ZPDH.DE has a 0.15% expense ratio, which is lower than SPYI.DE's 0.17% 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. SPYI.DE - Dividend Comparison
Neither ZPDH.DE nor SPYI.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDH.DE and SPYI.DE have a correlation of 0.30, 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 0.17% for SPYI.DE.
ZPDH.DE is categorized as Health & Biotech Equities, while SPYI.DE is Global Equities. ZPDH.DE tracks S&P Health Care Select Sector, while SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI). Their fees differ too: 0.15% for ZPDH.DE and 0.17% for SPYI.DE.
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