ZPDM.DE vs. SPY5.DE
ZPDM.DE (State Street SPDR S&P U.S. Materials Select Sector UCITS ETF (Acc)) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - ZPDM.DE is a Materials fund tracking the S&P Materials Select Sector Daily Capped 35/20 Index, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, ZPDM.DE returned 9.03%/yr vs 14.35%/yr for SPY5.DE. A 0.73 correlation means they provide meaningful diversification when combined. ZPDM.DE charges 0.15%/yr vs 0.03%/yr for SPY5.DE.
Performance
ZPDM.DE vs. SPY5.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ZPDM.DE having a 13.05% return and SPY5.DE slightly higher at 13.19%. Over the past 10 years, ZPDM.DE has underperformed SPY5.DE with an annualized return of 9.03%, while SPY5.DE has yielded a comparatively higher 14.35% annualized return.
ZPDM.DE
- 1D
- 0.50%
- 1M
- -2.06%
- 6M
- 4.76%
- YTD
- 13.05%
- 1Y
- 18.63%
- 3Y*
- 7.66%
- 5Y*
- 6.76%
- 10Y*
- 9.03%
SPY5.DE
- 1D
- 0.08%
- 1M
- 1.79%
- 6M
- 10.62%
- YTD
- 13.19%
- 1Y
- 25.81%
- 3Y*
- 19.34%
- 5Y*
- 13.75%
- 10Y*
- 14.35%
ZPDM.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPDM.DE State Street SPDR S&P U.S. Materials Select Sector UCITS ETF (Acc) | 13.05% | -1.09% | 5.46% | 8.56% | -7.02% | 39.56% | 8.20% | 25.61% | -11.15% | 8.19% |
SPY5.DE SPDR S&P 500 UCITS ETF | 13.19% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.44% | -2.03% | 6.29% |
Correlation
The correlation between ZPDM.DE and SPY5.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.73 |
Over the past year, the correlation between ZPDM.DE and SPY5.DE has dropped to 0.42 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
ZPDM.DE vs. SPY5.DE — Risk / Return Rank
ZPDM.DE
SPY5.DE
ZPDM.DE vs. SPY5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Materials Select Sector UCITS ETF (Acc) (ZPDM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZPDM.DE | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.40 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.59 | -1.74 |
| Martin ratioReturn relative to average drawdown | 5.48 | 12.72 | -7.24 |
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Drawdowns
ZPDM.DE vs. SPY5.DE - Drawdown Comparison
The maximum ZPDM.DE drawdown since its inception was -34.87%, roughly equal to the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for ZPDM.DE and SPY5.DE.
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Drawdown Indicators
| ZPDM.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.87% | -33.86% | -1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -7.15% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -24.39% | -23.34% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -23.34% | -1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -33.86% | -1.01% |
Current DrawdownCurrent decline from peak | -3.11% | -0.12% | -2.99% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -3.90% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.02% | +1.37% |
Volatility
ZPDM.DE vs. SPY5.DE - Volatility Comparison
State Street SPDR S&P U.S. Materials Select Sector UCITS ETF (Acc) (ZPDM.DE) has a higher volatility of 5.17% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 2.74%. This indicates that ZPDM.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
| ZPDM.DE | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 2.74% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 7.89% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 11.82% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 15.22% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 16.07% | +3.44% |
ZPDM.DE vs. SPY5.DE - Expense Ratio Comparison
ZPDM.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
ZPDM.DE vs. SPY5.DE - Dividend Comparison
ZPDM.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.90% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.43% | 0.80% | 1.21% | 1.57% | 1.69% |
ZPDM.DE State Street SPDR S&P U.S. Materials Select Sector UCITS ETF (Acc) | 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
ZPDM.DE and SPY5.DE have a correlation of 0.42, 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 ZPDM.DE.
ZPDM.DE is categorized as Materials, while SPY5.DE is S&P 500. ZPDM.DE tracks S&P Materials Select Sector Daily Capped 35/20 Index, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.15% for ZPDM.DE and 0.03% for SPY5.DE.
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