ZPDI.DE vs. SPYM.DE
ZPDI.DE (State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)) and SPYM.DE (SPDR MSCI Emerging Markets 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 SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, ZPDI.DE returned 13.36%/yr vs 9.12%/yr for SPYM.DE. A 0.55 correlation means they provide meaningful diversification when combined. ZPDI.DE charges 0.15%/yr vs 0.18%/yr for SPYM.DE.
Performance
ZPDI.DE vs. SPYM.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 lower than SPYM.DE's 26.12% return. Over the past 10 years, ZPDI.DE has outperformed SPYM.DE with an annualized return of 13.36%, while SPYM.DE has yielded a comparatively lower 9.12% 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%
SPYM.DE
- 1D
- 0.07%
- 1M
- -0.23%
- 6M
- 20.19%
- YTD
- 26.12%
- 1Y
- 44.85%
- 3Y*
- 21.21%
- 5Y*
- 8.51%
- 10Y*
- 9.12%
ZPDI.DE vs. SPYM.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% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 26.12% | 19.06% | 14.05% | 6.05% | -14.90% | 5.28% | 6.27% | 22.31% | -11.26% | 19.74% |
Correlation
The correlation between ZPDI.DE and SPYM.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.55 |
The correlation between ZPDI.DE and SPYM.DE shifts across timeframes, from 0.44 (5 years) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDI.DE vs. SPYM.DE — Risk / Return Rank
ZPDI.DE
SPYM.DE
ZPDI.DE vs. SPYM.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 Emerging Markets UCITS ETF (SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 4.24 | -1.48 |
| Martin ratioReturn relative to average drawdown | 8.98 | 13.27 | -4.29 |
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Drawdowns
ZPDI.DE vs. SPYM.DE - Drawdown Comparison
The maximum ZPDI.DE drawdown since its inception was -41.62%, smaller than the maximum SPYM.DE drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for ZPDI.DE and SPYM.DE.
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Drawdown Indicators
| ZPDI.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -44.83% | +3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -10.38% | +1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -18.95% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -23.25% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | -31.69% | -9.93% |
Current DrawdownCurrent decline from peak | -2.02% | -6.21% | +4.19% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -17.59% | +11.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.32% | -0.61% |
Volatility
ZPDI.DE vs. SPYM.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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 9.34%. This indicates that ZPDI.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 9.34% | -4.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 17.72% | -5.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 20.19% | -5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 17.29% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 18.53% | +1.99% |
ZPDI.DE vs. SPYM.DE - Expense Ratio Comparison
ZPDI.DE has a 0.15% expense ratio, which is lower than SPYM.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. SPYM.DE - Dividend Comparison
Neither ZPDI.DE nor SPYM.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDI.DE and SPYM.DE have a correlation of 0.48, 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 SPYM.DE.
ZPDI.DE is categorized as Industrials Equities, while SPYM.DE is Emerging Markets Equities. ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for ZPDI.DE and 0.18% for SPYM.DE.
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