ZPDI.DE vs. SPYI.DE
ZPDI.DE (State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)) and SPYI.DE (SPDR MSCI ACWI IMI UCITS ETF) are both exchange-traded funds - ZPDI.DE is a Industrials Equities fund tracking the S&P Industrials Select Sector Daily Capped 35/20 Index, while SPYI.DE is a Global Equities fund tracking the MSCI All Country World Investable Market (ACWI IMI). Both are passively managed. Over the past 10 years, ZPDI.DE returned 13.36%/yr vs 11.82%/yr for SPYI.DE. Their correlation of 0.81 suggests significant overlap in exposure. ZPDI.DE charges 0.15%/yr vs 0.17%/yr for SPYI.DE.
Performance
ZPDI.DE vs. SPYI.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 SPYI.DE's 14.83% return. Over the past 10 years, ZPDI.DE has outperformed SPYI.DE with an annualized return of 13.36%, while SPYI.DE has yielded a comparatively lower 11.82% 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%
SPYI.DE
- 1D
- 0.35%
- 1M
- 2.05%
- 6M
- 11.59%
- YTD
- 14.83%
- 1Y
- 27.47%
- 3Y*
- 18.14%
- 5Y*
- 11.57%
- 10Y*
- 11.82%
ZPDI.DE vs. SPYI.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% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 14.83% | 9.07% | 22.98% | 17.54% | -12.93% | 27.77% | 5.37% | 29.81% | -6.73% | 8.25% |
Correlation
The correlation between ZPDI.DE and SPYI.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.81 |
The correlation between ZPDI.DE and SPYI.DE shifts across timeframes, from 0.70 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDI.DE vs. SPYI.DE — Risk / Return Rank
ZPDI.DE
SPYI.DE
ZPDI.DE vs. SPYI.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 SPDR MSCI ACWI IMI UCITS ETF (SPYI.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 | SPYI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 4.11 | -1.36 |
| Martin ratioReturn relative to average drawdown | 8.98 | 16.24 | -7.26 |
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Drawdowns
ZPDI.DE vs. SPYI.DE - Drawdown Comparison
The maximum ZPDI.DE drawdown since its inception was -41.62%, roughly equal to the maximum SPYI.DE drawdown of -41.58%. Use the drawdown chart below to compare losses from any high point for ZPDI.DE and SPYI.DE.
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Drawdown Indicators
| ZPDI.DE | SPYI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -41.58% | -0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -6.45% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -21.64% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -21.64% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | -34.49% | -7.13% |
Current DrawdownCurrent decline from peak | -2.02% | -0.35% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -8.39% | +2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.64% | +1.07% |
Volatility
ZPDI.DE vs. SPYI.DE - Volatility Comparison
State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) has a higher volatility of 5.19% compared to SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) at 3.59%. This indicates that ZPDI.DE's price experiences larger fluctuations and is considered to be riskier than SPYI.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 | SPYI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 3.59% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 8.71% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 11.87% | +3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 13.97% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 15.92% | +4.60% |
ZPDI.DE vs. SPYI.DE - Expense Ratio Comparison
ZPDI.DE has a 0.15% expense ratio, which is lower than SPYI.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. SPYI.DE - Dividend Comparison
Neither ZPDI.DE nor SPYI.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDI.DE and SPYI.DE have a correlation of 0.70, 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 SPYI.DE.
ZPDI.DE is categorized as Industrials Equities, while SPYI.DE is Global Equities. ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index, while SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI). Their fees differ too: 0.15% for ZPDI.DE and 0.17% for SPYI.DE.
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