ZPDS.DE vs. ^SIXR
Compare and contrast key facts about SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) and Consumer Staples Select Sector Index (^SIXR).
ZPDS.DE is a passively managed fund by State Street that tracks the performance of the S&P Consumer Staples Select Sector. It was launched on Jul 7, 2015.
Performance
ZPDS.DE vs. ^SIXR - Performance Comparison
Loading graphics...
ZPDS.DE vs. ^SIXR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPDS.DE SPDR S&P US Consumer Staples Select Sector UCITS ETF | 7.44% | -8.90% | 20.38% | -5.08% | 5.38% | 26.65% | -0.79% | 29.96% | -4.12% | -1.59% |
^SIXR Consumer Staples Select Sector Index | 6.40% | -12.89% | 16.67% | -6.33% | 3.10% | 22.43% | -1.63% | 26.97% | -6.52% | -3.43% |
Different Trading Currencies
ZPDS.DE is traded in EUR, while ^SIXR is traded in USD. To make them comparable, the ^SIXR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPDS.DE achieves a 7.44% return, which is significantly higher than ^SIXR's 6.40% return. Over the past 10 years, ZPDS.DE has outperformed ^SIXR with an annualized return of 6.87%, while ^SIXR has yielded a comparatively lower 4.16% annualized return.
ZPDS.DE
- 1D
- -0.96%
- 1M
- -6.51%
- YTD
- 7.44%
- 6M
- 8.35%
- 1Y
- -2.37%
- 3Y*
- 4.38%
- 5Y*
- 7.10%
- 10Y*
- 6.87%
^SIXR
- 1D
- -0.67%
- 1M
- -6.58%
- YTD
- 6.40%
- 6M
- 5.88%
- 1Y
- -6.51%
- 3Y*
- 0.84%
- 5Y*
- 4.13%
- 10Y*
- 4.16%
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
ZPDS.DE vs. ^SIXR — Risk / Return Rank
ZPDS.DE
^SIXR
ZPDS.DE vs. ^SIXR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) and Consumer Staples Select Sector Index (^SIXR). 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.
| ZPDS.DE | ^SIXR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.16 | -0.48 | +0.31 |
Sortino ratioReturn per unit of downside risk | -0.13 | -0.61 | +0.47 |
Omega ratioGain probability vs. loss probability | 0.98 | 0.93 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.48 | +0.27 |
Martin ratioReturn relative to average drawdown | -0.36 | -0.77 | +0.41 |
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 graphics...
Sharpe Ratios by Period
| ZPDS.DE | ^SIXR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -0.48 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.31 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.27 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.57 | -0.08 |
Correlation
The correlation between ZPDS.DE and ^SIXR is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Drawdowns
ZPDS.DE vs. ^SIXR - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -23.29%, roughly equal to the maximum ^SIXR drawdown of -24.20%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and ^SIXR.
Loading graphics...
Drawdown Indicators
| ZPDS.DE | ^SIXR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.29% | -24.93% | +1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -9.86% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -17.73% | +1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -23.29% | -24.93% | +1.64% |
Current DrawdownCurrent decline from peak | -7.72% | -9.26% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -4.12% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 4.38% | +1.29% |
Volatility
ZPDS.DE vs. ^SIXR - Volatility Comparison
SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a higher volatility of 4.68% compared to Consumer Staples Select Sector Index (^SIXR) at 4.02%. This indicates that ZPDS.DE's price experiences larger fluctuations and is considered to be riskier than ^SIXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ZPDS.DE | ^SIXR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 4.02% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 9.56% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 14.83% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.12% | 13.61% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.87% | 15.65% | -1.78% |