ZPDK.DE vs. ZPRX.DE
ZPDK.DE (SPDR S&P U.S. Communication Services Select Sector UCITS ETF) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted 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 ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 5 years, ZPDK.DE returned 11.35%/yr vs 7.77%/yr for ZPRX.DE. At a 0.49 correlation, their price movements are largely independent. ZPDK.DE charges 0.15%/yr vs 0.30%/yr for ZPRX.DE.
Performance
ZPDK.DE vs. ZPRX.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 ZPRX.DE's 7.81% 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*
- —
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
ZPDK.DE vs. ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -17.25% |
Correlation
The correlation between ZPDK.DE and ZPRX.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2018 | 0.49 |
The correlation between ZPDK.DE and ZPRX.DE shifts across timeframes, from 0.35 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDK.DE vs. ZPRX.DE — Risk / Return Rank
ZPDK.DE
ZPRX.DE
ZPDK.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.47 | +0.78 |
| Martin ratioReturn relative to average drawdown | 7.91 | 5.42 | +2.49 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.23 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.46 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.39 | +0.29 |
Drawdowns
ZPDK.DE vs. ZPRX.DE - Drawdown Comparison
The maximum ZPDK.DE drawdown since its inception was -36.98%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for ZPDK.DE and ZPRX.DE.
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Drawdown Indicators
| ZPDK.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.98% | -43.93% | +6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -11.63% | +3.33% |
Max Drawdown (3Y)Largest decline over 3 years | -21.88% | -15.95% | -5.93% |
Max Drawdown (5Y)Largest decline over 5 years | -36.98% | -27.52% | -9.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.93% | — |
Current DrawdownCurrent decline from peak | -4.21% | -1.51% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -7.71% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 3.16% | -0.79% |
Volatility
ZPDK.DE vs. ZPRX.DE - Volatility Comparison
SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) have volatilities of 4.24% and 4.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDK.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.17% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 11.30% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 13.94% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 16.69% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 18.14% | +1.34% |
ZPDK.DE vs. ZPRX.DE - Expense Ratio Comparison
ZPDK.DE has a 0.15% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
ZPDK.DE vs. ZPRX.DE - Dividend Comparison
Neither ZPDK.DE nor ZPRX.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDK.DE and ZPRX.DE have a correlation of 0.35, 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 0.30% for ZPRX.DE.
ZPDK.DE is categorized as Communications Equities, while ZPRX.DE is Europe Equities. ZPDK.DE tracks S&P Communication Services Select Sector Daily Capped 25/20, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.15% for ZPDK.DE and 0.30% for ZPRX.DE.
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