ZPDI.DE vs. DXSC.DE
ZPDI.DE (State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)) and DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) are both Industrials Equities funds - ZPDI.DE tracks the S&P Industrials Select Sector Daily Capped 35/20 Index while DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35. Both are passively managed. Over the past 10 years, ZPDI.DE returned 13.36%/yr vs 10.45%/yr for DXSC.DE. A 0.53 correlation means they provide meaningful diversification when combined. ZPDI.DE charges 0.15%/yr vs 0.17%/yr for DXSC.DE.
Performance
ZPDI.DE vs. DXSC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPDI.DE achieves a 19.85% return, which is significantly higher than DXSC.DE's 4.68% return. Over the past 10 years, ZPDI.DE has outperformed DXSC.DE with an annualized return of 13.36%, while DXSC.DE has yielded a comparatively lower 10.45% annualized return.
ZPDI.DE
- 1D
- 0.17%
- 1M
- 4.99%
- 6M
- 15.05%
- YTD
- 19.85%
- 1Y
- 25.09%
- 3Y*
- 18.65%
- 5Y*
- 14.18%
- 10Y*
- 13.36%
DXSC.DE
- 1D
- 1.08%
- 1M
- -3.61%
- 6M
- 2.70%
- YTD
- 4.68%
- 1Y
- 5.52%
- 3Y*
- 8.16%
- 5Y*
- 3.55%
- 10Y*
- 10.45%
ZPDI.DE vs. DXSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPDI.DE State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) | 19.85% | 6.82% | 23.74% | 13.82% | -0.16% | 32.11% | -0.48% | 32.04% | -9.77% | 8.34% |
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 4.68% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
Correlation
The correlation between ZPDI.DE and DXSC.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.53 |
The correlation between ZPDI.DE and DXSC.DE shifts across timeframes, from 0.42 (3 years) to 0.53 (all time), reflecting how their relationship changes across market environments.
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
ZPDI.DE vs. DXSC.DE — Risk / Return Rank
ZPDI.DE
DXSC.DE
ZPDI.DE vs. DXSC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZPDI.DE | DXSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.06 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 0.30 | +2.45 |
| Martin ratioReturn relative to average drawdown | 8.98 | 1.04 | +7.94 |
Loading charts...
Drawdowns
ZPDI.DE vs. DXSC.DE - Drawdown Comparison
The maximum ZPDI.DE drawdown since its inception was -41.62%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for ZPDI.DE and DXSC.DE.
Loading charts...
Drawdown Indicators
| ZPDI.DE | DXSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -73.82% | +32.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -14.34% | +5.51% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -17.53% | -5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -25.63% | +3.09% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | -44.96% | +3.34% |
Current DrawdownCurrent decline from peak | -2.02% | -5.45% | +3.43% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -29.93% | +23.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 4.07% | -1.36% |
Volatility
ZPDI.DE vs. DXSC.DE - Volatility Comparison
The current volatility for State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) is 5.19%, while Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a volatility of 6.46%. This indicates that ZPDI.DE experiences smaller price fluctuations and is considered to be less risky than DXSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPDI.DE | DXSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 6.46% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 15.44% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 17.64% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 17.80% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 23.36% | -2.84% |
ZPDI.DE vs. DXSC.DE - Expense Ratio Comparison
ZPDI.DE has a 0.15% expense ratio, which is lower than DXSC.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
ZPDI.DE vs. DXSC.DE - Dividend Comparison
Neither ZPDI.DE nor DXSC.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDI.DE and DXSC.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDI.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDI.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for DXSC.DE.
ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for ZPDI.DE and 0.17% for DXSC.DE.
Find the right allocation for ZPDI.DE and DXSC.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