ZPDK.DE vs. SC06.DE
ZPDK.DE (SPDR S&P U.S. Communication Services Select Sector UCITS ETF) and SC06.DE (Invesco European Media Sector UCITS ETF) are both Communications Equities funds - ZPDK.DE tracks the S&P Communication Services Select Sector Daily Capped 25/20 while SC06.DE tracks the STOXX® Europe 600 Optimised Media. Both are passively managed. Over the past 5 years, ZPDK.DE returned 11.35%/yr vs 4.82%/yr for SC06.DE. At a 0.31 correlation, their price movements are largely independent. ZPDK.DE charges 0.15%/yr vs 0.20%/yr for SC06.DE.
Performance
ZPDK.DE vs. SC06.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDK.DE achieves a 3.41% return, which is significantly higher than SC06.DE's -5.54% return.
ZPDK.DE
- 1D
- 1.45%
- 1M
- -2.27%
- YTD
- 3.41%
- 6M
- 2.07%
- 1Y
- 18.77%
- 3Y*
- 22.06%
- 5Y*
- 11.35%
- 10Y*
- —
SC06.DE
- 1D
- 1.32%
- 1M
- 3.70%
- YTD
- -5.54%
- 6M
- -3.63%
- 1Y
- -16.83%
- 3Y*
- 4.36%
- 5Y*
- 4.82%
- 10Y*
- 4.46%
ZPDK.DE vs. SC06.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZPDK.DE SPDR S&P U.S. Communication Services Select Sector UCITS ETF | 3.41% | 13.23% | 39.09% | 48.24% | -33.43% | 26.14% | 15.70% | 33.80% | -15.00% |
SC06.DE Invesco European Media Sector UCITS ETF | -5.54% | -12.40% | 17.82% | 25.27% | -9.94% | 31.36% | -6.34% | 23.56% | -11.90% |
Correlation
The correlation between ZPDK.DE and SC06.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2018 | 0.31 |
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Return for Risk
ZPDK.DE vs. SC06.DE — Risk / Return Rank
ZPDK.DE
SC06.DE
ZPDK.DE vs. SC06.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) and Invesco European Media Sector UCITS ETF (SC06.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.
| ZPDK.DE | SC06.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.86 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | -0.55 | +2.80 |
| Martin ratioReturn relative to average drawdown | 7.91 | -1.04 | +8.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPDK.DE | SC06.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | -0.89 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.32 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.75 | -0.07 |
Drawdowns
ZPDK.DE vs. SC06.DE - Drawdown Comparison
The maximum ZPDK.DE drawdown since its inception was -36.98%, smaller than the maximum SC06.DE drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for ZPDK.DE and SC06.DE.
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Drawdown Indicators
| ZPDK.DE | SC06.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.98% | -38.98% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -30.58% | +22.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.88% | -36.62% | +14.74% |
Max Drawdown (5Y)Largest decline over 5 years | -36.98% | -36.62% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.98% | — |
Current DrawdownCurrent decline from peak | -4.21% | -24.67% | +20.46% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -9.06% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 16.14% | -13.77% |
Volatility
ZPDK.DE vs. SC06.DE - Volatility Comparison
The current volatility for SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) is 4.24%, while Invesco European Media Sector UCITS ETF (SC06.DE) has a volatility of 5.69%. This indicates that ZPDK.DE experiences smaller price fluctuations and is considered to be less risky than SC06.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDK.DE | SC06.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 5.69% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 15.63% | -6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 18.88% | -4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 20.79% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 26.41% | -6.93% |
ZPDK.DE vs. SC06.DE - Expense Ratio Comparison
ZPDK.DE has a 0.15% expense ratio, which is lower than SC06.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
ZPDK.DE vs. SC06.DE - Dividend Comparison
Neither ZPDK.DE nor SC06.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDK.DE and SC06.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDK.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC06.DE.
ZPDK.DE tracks S&P Communication Services Select Sector Daily Capped 25/20, while SC06.DE tracks STOXX® Europe 600 Optimised Media. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.15% for ZPDK.DE and 0.20% for SC06.DE.
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