ZPDH.DE vs. SPYM.DE
ZPDH.DE (SPDR S&P US Health Care Select Sector UCITS ETF) and SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) are both exchange-traded funds - ZPDH.DE is a Health & Biotech Equities fund tracking the S&P Health Care Select Sector, while SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, ZPDH.DE returned 8.92%/yr vs 9.90%/yr for SPYM.DE. At a 0.40 correlation, their price movements are largely independent. ZPDH.DE charges 0.15%/yr vs 0.18%/yr for SPYM.DE.
Performance
ZPDH.DE vs. SPYM.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 SPYM.DE's 27.39% return. Over the past 10 years, ZPDH.DE has underperformed SPYM.DE with an annualized return of 8.92%, while SPYM.DE has yielded a comparatively higher 9.90% 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%
SPYM.DE
- 1D
- -1.63%
- 1M
- 6.11%
- YTD
- 27.39%
- 6M
- 29.25%
- 1Y
- 50.03%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
ZPDH.DE vs. SPYM.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% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -11.26% | 19.74% |
Correlation
The correlation between ZPDH.DE and SPYM.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.40 |
Over the past year, the correlation between ZPDH.DE and SPYM.DE has dropped to 0.10 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
ZPDH.DE vs. SPYM.DE — Risk / Return Rank
ZPDH.DE
SPYM.DE
ZPDH.DE vs. SPYM.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 Emerging Markets UCITS ETF (SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.50 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 4.80 | -3.59 |
| Martin ratioReturn relative to average drawdown | 2.95 | 17.28 | -14.33 |
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 | SPYM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 2.79 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.50 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.54 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.34 | +0.11 |
Drawdowns
ZPDH.DE vs. SPYM.DE - Drawdown Comparison
The maximum ZPDH.DE drawdown since its inception was -26.61%, smaller than the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ZPDH.DE and SPYM.DE.
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Drawdown Indicators
| ZPDH.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.61% | -36.28% | +9.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -10.38% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -22.64% | -18.96% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -23.86% | +1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -26.61% | -31.69% | +5.08% |
Current DrawdownCurrent decline from peak | -7.28% | -2.74% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -9.95% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 2.89% | +1.52% |
Volatility
ZPDH.DE vs. SPYM.DE - Volatility Comparison
The current volatility for SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) is 5.13%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.34%. This indicates that ZPDH.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 7.34% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 15.16% | -5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 17.87% | -3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 16.78% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 18.40% | -2.63% |
ZPDH.DE vs. SPYM.DE - Expense Ratio Comparison
ZPDH.DE has a 0.15% expense ratio, which is lower than SPYM.DE's 0.18% 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. SPYM.DE - Dividend Comparison
Neither ZPDH.DE nor SPYM.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDH.DE and SPYM.DE have a correlation of 0.10, 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 0.18% for SPYM.DE.
ZPDH.DE is categorized as Health & Biotech Equities, while SPYM.DE is Emerging Markets Equities. ZPDH.DE tracks S&P Health Care Select Sector, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for ZPDH.DE and 0.18% for SPYM.DE.
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