ZPDK.DE vs. SPYM.DE
ZPDK.DE (SPDR S&P U.S. Communication Services Select Sector UCITS ETF) and SPYM.DE (SPDR MSCI Emerging Markets 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 SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, ZPDK.DE returned 11.35%/yr vs 8.45%/yr for SPYM.DE. A 0.51 correlation means they provide meaningful diversification when combined. ZPDK.DE charges 0.15%/yr vs 0.18%/yr for SPYM.DE.
Performance
ZPDK.DE vs. SPYM.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPDK.DE achieves a 3.41% return, which is significantly lower than SPYM.DE's 27.39% 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*
- —
SPYM.DE
- 1D
- -1.63%
- 1M
- 6.11%
- YTD
- 27.39%
- 6M
- 29.25%
- 1Y
- 50.03%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
ZPDK.DE vs. SPYM.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% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -6.40% |
Correlation
The correlation between ZPDK.DE and SPYM.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2018 | 0.51 |
Over the past year, the correlation between ZPDK.DE and SPYM.DE has dropped to 0.28 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPDK.DE vs. SPYM.DE — Risk / Return Rank
ZPDK.DE
SPYM.DE
ZPDK.DE vs. SPYM.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 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.
| ZPDK.DE | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.50 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 4.80 | -2.55 |
| Martin ratioReturn relative to average drawdown | 7.91 | 17.28 | -9.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPDK.DE | SPYM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 2.79 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.50 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.34 | +0.34 |
Drawdowns
ZPDK.DE vs. SPYM.DE - Drawdown Comparison
The maximum ZPDK.DE drawdown since its inception was -36.98%, roughly equal to the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ZPDK.DE and SPYM.DE.
Loading charts...
Drawdown Indicators
| ZPDK.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.98% | -36.28% | -0.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -10.38% | +2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.88% | -18.96% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -36.98% | -23.86% | -13.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.69% | — |
Current DrawdownCurrent decline from peak | -4.21% | -2.74% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -9.95% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.89% | -0.52% |
Volatility
ZPDK.DE vs. SPYM.DE - Volatility Comparison
The current volatility for SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) is 4.24%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.34%. This indicates that ZPDK.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.
Loading charts...
Volatility by Period
| ZPDK.DE | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 7.34% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 15.16% | -5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 17.87% | -3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 16.78% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 18.40% | +1.08% |
ZPDK.DE vs. SPYM.DE - Expense Ratio Comparison
ZPDK.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
ZPDK.DE vs. SPYM.DE - Dividend Comparison
Neither ZPDK.DE nor SPYM.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDK.DE and SPYM.DE have a correlation of 0.28, 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 0.18% for SPYM.DE.
ZPDK.DE is categorized as Communications Equities, while SPYM.DE is Emerging Markets Equities. ZPDK.DE tracks S&P Communication Services Select Sector Daily Capped 25/20, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for ZPDK.DE and 0.18% for SPYM.DE.
Find the right allocation for ZPDK.DE and SPYM.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer