ZPDS.DE vs. ^SIXR
ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) is Consumer Staples Equities fund tracking the S&P Consumer Staples Select Sector, while ^SIXR (Consumer Staples Select Sector Index) is an index.
Performance
ZPDS.DE vs. ^SIXR - Performance Comparison
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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
ZPDS.DE
- 1D
- 0.77%
- 1M
- 1.78%
- YTD
- 12.99%
- 6M
- 14.01%
- 1Y
- 11.62%
- 3Y*
- 6.57%
- 5Y*
- 7.93%
- 10Y*
- 7.12%
^SIXR
- 1D
- 0.53%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZPDS.DE vs. ^SIXR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ZPDS.DE SPDR S&P US Consumer Staples Select Sector UCITS ETF | 0.77% |
^SIXR Consumer Staples Select Sector Index | 0.53% |
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Return for Risk
ZPDS.DE vs. ^SIXR — Risk / Return Rank
ZPDS.DE
^SIXR
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| ZPDS.DE | ^SIXR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | — | — |
| Martin ratioReturn relative to average drawdown | 2.93 | — | — |
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Drawdowns
ZPDS.DE vs. ^SIXR - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -27.11%, which is greater than ^SIXR's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and ^SIXR.
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Drawdown Indicators
| ZPDS.DE | ^SIXR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.11% | 0.00% | -27.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.11% | — | — |
Current DrawdownCurrent decline from peak | -2.97% | 0.00% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -7.87% | 0.00% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | — | — |
Volatility
ZPDS.DE vs. ^SIXR - Volatility Comparison
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Volatility by Period
| ZPDS.DE | ^SIXR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.46% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | — | — |
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