ZPDK.DE vs. XWTS.DE
ZPDK.DE (SPDR S&P U.S. Communication Services Select Sector UCITS ETF) and XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) are both Communications Equities funds - ZPDK.DE tracks the S&P Communication Services Select Sector Daily Capped 25/20 while XWTS.DE tracks the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 5 years, ZPDK.DE returned 11.35%/yr vs 11.82%/yr for XWTS.DE. Their correlation of 0.94 suggests significant overlap in exposure. ZPDK.DE charges 0.15%/yr vs 0.25%/yr for XWTS.DE.
Performance
ZPDK.DE vs. XWTS.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 XWTS.DE's 4.97% 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*
- —
XWTS.DE
- 1D
- 0.93%
- 1M
- -0.66%
- YTD
- 4.97%
- 6M
- 3.43%
- 1Y
- 22.43%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
ZPDK.DE vs. XWTS.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% |
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.59% |
Correlation
The correlation between ZPDK.DE and XWTS.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2018 | 0.94 |
The correlation between ZPDK.DE and XWTS.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
ZPDK.DE vs. XWTS.DE — Risk / Return Rank
ZPDK.DE
XWTS.DE
ZPDK.DE vs. XWTS.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 Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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 | XWTS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 2.43 | -0.18 |
| Martin ratioReturn relative to average drawdown | 7.91 | 9.13 | -1.22 |
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 | XWTS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.61 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.64 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.63 | +0.05 |
Drawdowns
ZPDK.DE vs. XWTS.DE - Drawdown Comparison
The maximum ZPDK.DE drawdown since its inception was -36.98%, roughly equal to the maximum XWTS.DE drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for ZPDK.DE and XWTS.DE.
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Drawdown Indicators
| ZPDK.DE | XWTS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.98% | -36.66% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -9.17% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -21.88% | -23.94% | +2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -36.98% | -36.66% | -0.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.66% | — |
Current DrawdownCurrent decline from peak | -4.21% | -3.18% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -8.67% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.45% | -0.08% |
Volatility
ZPDK.DE vs. XWTS.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 Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) at 3.84%. This indicates that ZPDK.DE's price experiences larger fluctuations and is considered to be riskier than XWTS.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 | XWTS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.84% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 9.72% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 13.91% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 18.16% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 17.73% | +1.75% |
ZPDK.DE vs. XWTS.DE - Expense Ratio Comparison
ZPDK.DE has a 0.15% expense ratio, which is lower than XWTS.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
ZPDK.DE vs. XWTS.DE - Dividend Comparison
Neither ZPDK.DE nor XWTS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, ZPDK.DE and XWTS.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, 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 0.25% for XWTS.DE.
ZPDK.DE tracks S&P Communication Services Select Sector Daily Capped 25/20, while XWTS.DE tracks MSCI World/Comm Services NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for ZPDK.DE and 0.25% for XWTS.DE.
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