ZPDK.DE vs. SPY5.DE
ZPDK.DE (SPDR S&P U.S. Communication Services Select Sector UCITS ETF) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - ZPDK.DE is a Communications Equities fund tracking the S&P Communication Services Select Sector Daily Capped 25/20, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ZPDK.DE returned 11.35%/yr vs 14.76%/yr for SPY5.DE. A 0.79 correlation means they provide meaningful diversification when combined. ZPDK.DE charges 0.15%/yr vs 0.03%/yr for SPY5.DE.
Performance
ZPDK.DE vs. SPY5.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 lower than SPY5.DE's 11.39% 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*
- —
SPY5.DE
- 1D
- -0.13%
- 1M
- 5.22%
- YTD
- 11.39%
- 6M
- 11.43%
- 1Y
- 25.61%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
ZPDK.DE vs. SPY5.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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | -11.08% |
Correlation
The correlation between ZPDK.DE and SPY5.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2018 | 0.79 |
Over the past year, the correlation between ZPDK.DE and SPY5.DE has dropped to 0.57 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
ZPDK.DE vs. SPY5.DE — Risk / Return Rank
ZPDK.DE
SPY5.DE
ZPDK.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.57 | -1.31 |
| Martin ratioReturn relative to average drawdown | 7.91 | 12.77 | -4.86 |
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 | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 2.22 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.96 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.97 | -0.29 |
Drawdowns
ZPDK.DE vs. SPY5.DE - Drawdown Comparison
The maximum ZPDK.DE drawdown since its inception was -36.98%, which is greater than SPY5.DE's maximum drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for ZPDK.DE and SPY5.DE.
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Drawdown Indicators
| ZPDK.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.98% | -33.86% | -3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -7.15% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -21.88% | -23.34% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -36.98% | -23.34% | -13.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.86% | — |
Current DrawdownCurrent decline from peak | -4.21% | -0.44% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -3.95% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.00% | +0.37% |
Volatility
ZPDK.DE vs. SPY5.DE - Volatility Comparison
SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) has a higher volatility of 4.24% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 2.66%. This indicates that ZPDK.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 2.66% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 7.54% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 11.51% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 15.18% | +3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 16.07% | +3.41% |
ZPDK.DE vs. SPY5.DE - Expense Ratio Comparison
ZPDK.DE has a 0.15% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio. However, 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. SPY5.DE - Dividend Comparison
ZPDK.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
ZPDK.DE SPDR S&P U.S. Communication Services Select Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPDK.DE and SPY5.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for ZPDK.DE.
ZPDK.DE is categorized as Communications Equities, while SPY5.DE is S&P 500. ZPDK.DE tracks S&P Communication Services Select Sector Daily Capped 25/20, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.15% for ZPDK.DE and 0.03% for SPY5.DE.
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