PortfoliosLab logoPortfoliosLab logo
ZPDH.DE vs. WRNA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDH.DE vs. WRNA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) and WisdomTree BioRevolution UCITS ETF USD Acc (WRNA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZPDH.DE achieves a -1.12% return, which is significantly lower than WRNA.DE's 10.48% 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%

WRNA.DE

1D
4.08%
1M
4.18%
YTD
10.48%
6M
10.41%
1Y
48.70%
3Y*
0.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDH.DE vs. WRNA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZPDH.DE
SPDR S&P US Health Care Select Sector UCITS ETF
-1.12%1.73%8.46%-1.73%3.31%5.06%
WRNA.DE
WisdomTree BioRevolution UCITS ETF USD Acc
10.48%9.13%-10.92%-3.37%-22.01%-0.98%

Correlation

The correlation between ZPDH.DE and WRNA.DE is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.51

The correlation between ZPDH.DE and WRNA.DE has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

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. WRNA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDH.DE
ZPDH.DE Risk / Return Rank: 2525
Overall Rank
ZPDH.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ZPDH.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
ZPDH.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ZPDH.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
ZPDH.DE Martin Ratio Rank: 2424
Martin Ratio Rank

WRNA.DE
WRNA.DE Risk / Return Rank: 5656
Overall Rank
WRNA.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WRNA.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WRNA.DE Omega Ratio Rank: 4848
Omega Ratio Rank
WRNA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
WRNA.DE Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZPDH.DE vs. WRNA.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 WisdomTree BioRevolution UCITS ETF USD Acc (WRNA.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.DEWRNA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.16

1.30

-0.14

Calmar ratioReturn relative to maximum drawdown

1.21

3.61

-2.41

Martin ratioReturn relative to average drawdown

2.95

9.63

-6.68

ZPDH.DE vs. WRNA.DE - Sharpe Ratio Comparison

The current ZPDH.DE Sharpe Ratio is 0.89, which is lower than the WRNA.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ZPDH.DE and WRNA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ZPDH.DEWRNA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.75

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

-0.20

+0.65

Drawdowns

ZPDH.DE vs. WRNA.DE - Drawdown Comparison

The maximum ZPDH.DE drawdown since its inception was -26.61%, smaller than the maximum WRNA.DE drawdown of -52.35%. Use the drawdown chart below to compare losses from any high point for ZPDH.DE and WRNA.DE.


Loading charts...

Drawdown Indicators


ZPDH.DEWRNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.61%

-52.35%

+25.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-13.42%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-22.64%

-40.06%

+17.42%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-26.61%

Current Drawdown

Current decline from peak

-7.28%

-20.73%

+13.45%

Average Drawdown

Average peak-to-trough decline

-5.80%

-27.26%

+21.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

5.04%

-0.63%

Volatility

ZPDH.DE vs. WRNA.DE - Volatility Comparison

The current volatility for SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) is 5.13%, while WisdomTree BioRevolution UCITS ETF USD Acc (WRNA.DE) has a volatility of 6.73%. This indicates that ZPDH.DE experiences smaller price fluctuations and is considered to be less risky than WRNA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZPDH.DEWRNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

6.73%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

17.21%

-7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.63%

27.70%

-13.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

24.22%

-9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

24.22%

-8.45%

ZPDH.DE vs. WRNA.DE - Expense Ratio Comparison

ZPDH.DE has a 0.15% expense ratio, which is lower than WRNA.DE's 0.45% expense ratio.


Dividends

ZPDH.DE vs. WRNA.DE - Dividend Comparison

Neither ZPDH.DE nor WRNA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPDH.DE and WRNA.DE have a correlation of 0.51, 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 0.45% for WRNA.DE.

ZPDH.DE tracks S&P Health Care Select Sector, while WRNA.DE tracks WisdomTree BioRevolution ESG Screened. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.15% for ZPDH.DE and 0.45% for WRNA.DE.

Portfolio Optimizer

Find the right allocation for ZPDH.DE and WRNA.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