ZPDI.DE vs. SC0S.DE
ZPDI.DE (State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)) and SC0S.DE (Invesco European Industrials Sector UCITS ETF Acc) are both Industrials Equities funds - ZPDI.DE tracks the S&P Industrials Select Sector Daily Capped 35/20 Index while SC0S.DE tracks the STOXX® Europe 600 Optimised Industrial Goods & Services. Both are passively managed. Over the past 10 years, ZPDI.DE returned 13.36%/yr vs 12.42%/yr for SC0S.DE. A 0.68 correlation means they provide meaningful diversification when combined. ZPDI.DE charges 0.15%/yr vs 0.20%/yr for SC0S.DE.
Performance
ZPDI.DE vs. SC0S.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 SC0S.DE's 9.92% return. Over the past 10 years, ZPDI.DE has outperformed SC0S.DE with an annualized return of 13.36%, while SC0S.DE has yielded a comparatively lower 12.42% 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%
SC0S.DE
- 1D
- -0.05%
- 1M
- 2.76%
- 6M
- 2.34%
- YTD
- 9.92%
- 1Y
- 14.12%
- 3Y*
- 19.43%
- 5Y*
- 11.14%
- 10Y*
- 12.42%
ZPDI.DE vs. SC0S.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% |
SC0S.DE Invesco European Industrials Sector UCITS ETF Acc | 9.92% | 24.49% | 14.80% | 23.83% | -17.98% | 25.69% | 6.90% | 36.37% | -14.66% | 16.39% |
Correlation
The correlation between ZPDI.DE and SC0S.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.68 |
The correlation between ZPDI.DE and SC0S.DE has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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Return for Risk
ZPDI.DE vs. SC0S.DE — Risk / Return Rank
ZPDI.DE
SC0S.DE
ZPDI.DE vs. SC0S.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 Invesco European Industrials Sector UCITS ETF Acc (SC0S.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 | SC0S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.05 | +1.70 |
| Martin ratioReturn relative to average drawdown | 8.98 | 3.62 | +5.36 |
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Drawdowns
ZPDI.DE vs. SC0S.DE - Drawdown Comparison
The maximum ZPDI.DE drawdown since its inception was -41.62%, roughly equal to the maximum SC0S.DE drawdown of -41.83%. Use the drawdown chart below to compare losses from any high point for ZPDI.DE and SC0S.DE.
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Drawdown Indicators
| ZPDI.DE | SC0S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -41.83% | +0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -12.63% | +3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -19.20% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -30.80% | +8.26% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | -41.83% | +0.21% |
Current DrawdownCurrent decline from peak | -2.02% | -3.75% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -6.63% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.68% | -0.97% |
Volatility
ZPDI.DE vs. SC0S.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 Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) has a volatility of 5.57%. This indicates that ZPDI.DE experiences smaller price fluctuations and is considered to be less risky than SC0S.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 | SC0S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.57% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 16.55% | -4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 19.90% | -4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 19.79% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 19.84% | +0.68% |
ZPDI.DE vs. SC0S.DE - Expense Ratio Comparison
ZPDI.DE has a 0.15% expense ratio, which is lower than SC0S.DE's 0.20% 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. SC0S.DE - Dividend Comparison
Neither ZPDI.DE nor SC0S.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDI.DE and SC0S.DE have a correlation of 0.63, 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 0.20% for SC0S.DE.
ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index, while SC0S.DE tracks STOXX® Europe 600 Optimised Industrial Goods & Services. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.15% for ZPDI.DE and 0.20% for SC0S.DE.
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