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ZPDH.DE vs. XLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDH.DE vs. XLV - 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 State Street Health Care Select Sector SPDR ETF (XLV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZPDH.DE is traded in EUR, while XLV is traded in USD. To make them comparable, the XLV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZPDH.DE achieves a -1.12% return, which is significantly lower than XLV's -0.23% return. Both investments have delivered pretty close results over the past 10 years, with ZPDH.DE having a 8.92% annualized return and XLV not far ahead at 9.23%.


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%

XLV

1D
2.93%
1M
5.36%
YTD
-0.23%
6M
-0.09%
1Y
14.18%
3Y*
4.08%
5Y*
7.17%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDH.DE vs. XLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XLV
State Street Health Care Select Sector SPDR ETF
-0.23%0.92%9.24%-0.99%3.99%35.46%3.96%23.17%11.27%6.81%

Correlation

The correlation between ZPDH.DE and XLV is 0.75, 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

0.75

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

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2015

0.65

The correlation between ZPDH.DE and XLV shifts across timeframes, from 0.64 (5 years) to 0.75 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ZPDH.DE vs. XLV — 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

XLV
XLV Risk / Return Rank: 3131
Overall Rank
XLV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 3434
Sortino Ratio Rank
XLV Omega Ratio Rank: 2929
Omega Ratio Rank
XLV Calmar Ratio Rank: 3232
Calmar Ratio Rank
XLV Martin Ratio Rank: 2727
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. XLV - 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 State Street Health Care Select Sector SPDR ETF (XLV). 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.DEXLVDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.21

1.31

-0.10

Martin ratioReturn relative to average drawdown

2.95

3.26

-0.31

ZPDH.DE vs. XLV - Sharpe Ratio Comparison

The current ZPDH.DE Sharpe Ratio is 0.89, which is comparable to the XLV Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ZPDH.DE and XLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZPDH.DEXLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.95

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.48

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.53

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.60

-0.15

Drawdowns

ZPDH.DE vs. XLV - Drawdown Comparison

The maximum ZPDH.DE drawdown since its inception was -26.61%, smaller than the maximum XLV drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for ZPDH.DE and XLV.


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Drawdown Indicators


ZPDH.DEXLVDifference

Max Drawdown

Largest peak-to-trough decline

-26.61%

-31.02%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-10.87%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-22.64%

-22.26%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-22.26%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-26.61%

-27.38%

+0.77%

Current Drawdown

Current decline from peak

-7.28%

-6.79%

-0.49%

Average Drawdown

Average peak-to-trough decline

-5.80%

-6.48%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

4.36%

+0.05%

Volatility

ZPDH.DE vs. XLV - Volatility Comparison

SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) and State Street Health Care Select Sector SPDR ETF (XLV) have volatilities of 5.13% and 5.36%, 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.


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Volatility by Period


ZPDH.DEXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

5.36%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

10.94%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.63%

15.00%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

15.11%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

17.33%

-1.56%

ZPDH.DE vs. XLV - Expense Ratio Comparison

ZPDH.DE has a 0.15% expense ratio, which is higher than XLV's 0.08% expense ratio. However, 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. XLV - Dividend Comparison

ZPDH.DE has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021202020192018201720162015
XLV
State Street Health Care Select Sector SPDR ETF
1.65%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%
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%0.00%0.00%

Frequently Asked Questions


ZPDH.DE and XLV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLV is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLV is cheaper with a 0.08% expense ratio, compared with 0.15% for ZPDH.DE.

ZPDH.DE tracks S&P Health Care Select Sector, while XLV tracks Health Care Select Sector Index. Their fees differ too: 0.15% for ZPDH.DE and 0.08% for XLV.

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