ZPDI.DE vs. ESIN.DE
ZPDI.DE (State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)) and ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) are both Industrials Equities funds - ZPDI.DE tracks the S&P Industrials Select Sector Daily Capped 35/20 Index while ESIN.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 5 years, ZPDI.DE returned 14.18%/yr vs 12.53%/yr for ESIN.DE. A 0.63 correlation means they provide meaningful diversification when combined. ZPDI.DE charges 0.15%/yr vs 0.18%/yr for ESIN.DE.
Performance
ZPDI.DE vs. ESIN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDI.DE achieves a 19.85% return, which is significantly higher than ESIN.DE's 9.97% 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%
ESIN.DE
- 1D
- -0.10%
- 1M
- 2.02%
- 6M
- 3.34%
- YTD
- 9.97%
- 1Y
- 15.66%
- 3Y*
- 20.62%
- 5Y*
- 12.53%
- 10Y*
- —
ZPDI.DE vs. ESIN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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% | 10.58% |
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 9.97% | 25.25% | 14.45% | 27.14% | -16.98% | 13.36% |
Correlation
The correlation between ZPDI.DE and ESIN.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.63 |
The correlation between ZPDI.DE and ESIN.DE has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.
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Return for Risk
ZPDI.DE vs. ESIN.DE — Risk / Return Rank
ZPDI.DE
ESIN.DE
ZPDI.DE vs. ESIN.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 iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.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 | ESIN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.15 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.13 | +1.62 |
| Martin ratioReturn relative to average drawdown | 8.98 | 4.04 | +4.94 |
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Drawdowns
ZPDI.DE vs. ESIN.DE - Drawdown Comparison
The maximum ZPDI.DE drawdown since its inception was -41.62%, which is greater than ESIN.DE's maximum drawdown of -29.11%. Use the drawdown chart below to compare losses from any high point for ZPDI.DE and ESIN.DE.
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Drawdown Indicators
| ZPDI.DE | ESIN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -29.11% | -12.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -13.17% | +4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -18.28% | -4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -29.11% | +6.57% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | — | — |
Current DrawdownCurrent decline from peak | -2.02% | -4.10% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -6.21% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.69% | -0.98% |
Volatility
ZPDI.DE vs. ESIN.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 iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a volatility of 6.28%. This indicates that ZPDI.DE experiences smaller price fluctuations and is considered to be less risky than ESIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDI.DE | ESIN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 6.28% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 17.08% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 20.28% | -5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 19.05% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 18.90% | +1.62% |
ZPDI.DE vs. ESIN.DE - Expense Ratio Comparison
ZPDI.DE has a 0.15% expense ratio, which is lower than ESIN.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
ZPDI.DE vs. ESIN.DE - Dividend Comparison
Neither ZPDI.DE nor ESIN.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDI.DE and ESIN.DE have a correlation of 0.66, 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 0.18% for ESIN.DE.
ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index, while ESIN.DE tracks MSCI World/Materials NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for ZPDI.DE and 0.18% for ESIN.DE.
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