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ZPDK.DE vs. SC06.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDK.DE vs. SC06.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) and Invesco European Media Sector UCITS ETF (SC06.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDK.DE vs. SC06.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDK.DE
ZPDK.DE Risk / Return Rank: 4141
Overall Rank
ZPDK.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ZPDK.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ZPDK.DE Omega Ratio Rank: 3535
Omega Ratio Rank
ZPDK.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
ZPDK.DE Martin Ratio Rank: 4848
Martin Ratio Rank

SC06.DE
SC06.DE Risk / Return Rank: 33
Overall Rank
SC06.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SC06.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SC06.DE Omega Ratio Rank: 33
Omega Ratio Rank
SC06.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
SC06.DE Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESC06.DEDifference
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

ZPDK.DE vs. SC06.DE - Sharpe Ratio Comparison

The current ZPDK.DE Sharpe Ratio is 1.34, which is higher than the SC06.DE Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ZPDK.DE and SC06.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZPDK.DESC06.DEDifference

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.DESC06.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.21%

-24.67%

+20.46%

Average Drawdown

Average peak-to-trough decline

-7.91%

-9.06%

+1.15%

Ulcer Index

Depth 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.DESC06.DEDifference

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.


Tickers have no history of dividend payments

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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