ZPDI.DE vs. XDWI.DE
ZPDI.DE (State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)) and XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) are both Industrials Equities funds - ZPDI.DE tracks the S&P Industrials Select Sector Daily Capped 35/20 Index while XDWI.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, ZPDI.DE returned 13.36%/yr vs 11.99%/yr for XDWI.DE. Their correlation of 0.93 suggests significant overlap in exposure. ZPDI.DE charges 0.15%/yr vs 0.25%/yr for XDWI.DE.
Performance
ZPDI.DE vs. XDWI.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 XDWI.DE's 15.73% return. Over the past 10 years, ZPDI.DE has outperformed XDWI.DE with an annualized return of 13.36%, while XDWI.DE has yielded a comparatively lower 11.99% 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%
XDWI.DE
- 1D
- 0.08%
- 1M
- 3.58%
- 6M
- 10.00%
- YTD
- 15.73%
- 1Y
- 22.51%
- 3Y*
- 18.54%
- 5Y*
- 12.77%
- 10Y*
- 11.99%
ZPDI.DE vs. XDWI.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% |
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 15.73% | 12.06% | 19.50% | 19.04% | -7.86% | 26.23% | 1.52% | 31.53% | -11.19% | 10.04% |
Correlation
The correlation between ZPDI.DE and XDWI.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.93 |
The correlation between ZPDI.DE and XDWI.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
ZPDI.DE vs. XDWI.DE — Risk / Return Rank
ZPDI.DE
XDWI.DE
ZPDI.DE vs. XDWI.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 World Industrials UCITS ETF 1C (XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.36 | +0.39 |
| Martin ratioReturn relative to average drawdown | 8.98 | 8.43 | +0.55 |
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Drawdowns
ZPDI.DE vs. XDWI.DE - Drawdown Comparison
The maximum ZPDI.DE drawdown since its inception was -41.62%, smaller than the maximum XDWI.DE drawdown of -47.66%. Use the drawdown chart below to compare losses from any high point for ZPDI.DE and XDWI.DE.
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Drawdown Indicators
| ZPDI.DE | XDWI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -47.66% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -9.28% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -19.09% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -19.09% | -3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | -38.08% | -3.54% |
Current DrawdownCurrent decline from peak | -2.02% | -2.51% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -9.10% | +3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.60% | +0.11% |
Volatility
ZPDI.DE vs. XDWI.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 Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) at 4.88%. This indicates that ZPDI.DE's price experiences larger fluctuations and is considered to be riskier than XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 4.88% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 12.37% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 15.17% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 15.42% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 17.57% | +2.95% |
ZPDI.DE vs. XDWI.DE - Expense Ratio Comparison
ZPDI.DE has a 0.15% expense ratio, which is lower than XDWI.DE's 0.25% 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. XDWI.DE - Dividend Comparison
Neither ZPDI.DE nor XDWI.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, ZPDI.DE and XDWI.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.25% for XDWI.DE.
ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index, while XDWI.DE tracks MSCI World/Materials NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for ZPDI.DE and 0.25% for XDWI.DE.
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