ZPDH.DE vs. ^GSPC
Compare and contrast key facts about SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) and S&P 500 (^GSPC).
ZPDH.DE is a passively managed fund by State Street that tracks the performance of the S&P Health Care Select Sector. It was launched on Jul 7, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPDH.DE or ^GSPC.
Key characteristics
| ZPDH.DE | ^GSPC | |
|---|---|---|
| YTD Return | 14.66% | 25.70% |
| 1Y Return | 20.19% | 37.91% |
| 3Y Return (Ann) | 8.07% | 8.59% |
| 5Y Return (Ann) | 11.70% | 14.18% |
| Sharpe Ratio | 1.89 | 2.97 |
| Sortino Ratio | 2.76 | 3.97 |
| Omega Ratio | 1.35 | 1.56 |
| Calmar Ratio | 1.77 | 3.93 |
| Martin Ratio | 9.17 | 19.39 |
| Ulcer Index | 2.18% | 1.90% |
| Daily Std Dev | 10.62% | 12.38% |
| Max Drawdown | -26.61% | -56.78% |
| Current Drawdown | -1.50% | 0.00% |
Correlation
The correlation between ZPDH.DE and ^GSPC is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ZPDH.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, ZPDH.DE achieves a 14.66% return, which is significantly lower than ^GSPC's 25.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ZPDH.DE vs. ^GSPC - Risk-Adjusted Performance 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 S&P 500 (^GSPC). 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.
Drawdowns
ZPDH.DE vs. ^GSPC - Drawdown Comparison
The maximum ZPDH.DE drawdown since its inception was -26.61%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ZPDH.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
ZPDH.DE vs. ^GSPC - Volatility Comparison
The current volatility for SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) is 2.73%, while S&P 500 (^GSPC) has a volatility of 3.92%. This indicates that ZPDH.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.