ZPDS.DE vs. ^SIXR

Last updated Jun 5, 2026

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. Over the past 10 years, ZPDS.DE returned 6.84%/yr vs 4.22%/yr for ^SIXR. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

ZPDS.DE vs. ^SIXR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) and Consumer Staples Select Sector Index (^SIXR). The values are adjusted to include any dividend payments, if applicable.

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 7.50% return, which is significantly higher than ^SIXR's 6.58% return. Over the past 10 years, ZPDS.DE has outperformed ^SIXR with an annualized return of 6.84%, while ^SIXR has yielded a comparatively lower 4.22% annualized return.

ZPDS.DE

• 1D: 0.01%
• 1M: -2.00%
• YTD: 7.50%
• 6M: 7.22%
• 1Y: 0.43%
• 3Y*: 4.36%
• 5Y*: 6.72%
• 10Y*: 6.84%

^SIXR

• 1D: 0.63%
• 1M: -1.62%
• YTD: 6.58%
• 6M: 5.17%
• 1Y: -1.61%
• 3Y*: 1.10%
• 5Y*: 3.87%
• 10Y*: 4.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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	7.50%	-8.90%	20.38%	-5.08%	5.38%	26.65%	-0.79%	29.96%	-4.12%	-1.59%
^SIXR Consumer Staples Select Sector Index	6.58%	-12.89%	16.67%	-6.33%	3.10%	22.43%	-1.63%	26.97%	-6.52%	-3.43%

Correlation

The correlation between ZPDS.DE and ^SIXR is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.66
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015	0.66

The correlation between ZPDS.DE and ^SIXR has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.

Return for Risk

ZPDS.DE vs. ^SIXR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDS.DE

ZPDS.DE Risk / Return Rank: 9
ZPDS.DE Sharpe Ratio Rank: 10
ZPDS.DE Sortino Ratio Rank: 9
ZPDS.DE Omega Ratio Rank: 9
ZPDS.DE Calmar Ratio Rank: 10
ZPDS.DE Martin Ratio Rank: 9

^SIXR

^SIXR Risk / Return Rank: 10
^SIXR Sharpe Ratio Rank: 10
^SIXR Sortino Ratio Rank: 8
^SIXR Omega Ratio Rank: 8
^SIXR Calmar Ratio Rank: 10
^SIXR Martin Ratio Rank: 11

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	0.03	-0.21	+0.24
Sortino ratio: Return per unit of downside risk	0.15	-0.21	+0.35
Omega ratio: Gain probability vs. loss probability	1.02	0.98	+0.04
Calmar ratio: Return relative to maximum drawdown	0.05	-0.27	+0.32
Martin ratio: Return relative to average drawdown	0.10	-0.50	+0.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZPDS.DE vs. ^SIXR - Sharpe Ratio Comparison

The current ZPDS.DE Sharpe Ratio is 0.03, which is higher than the ^SIXR Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of ZPDS.DE and ^SIXR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ZPDS.DE	^SIXR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.03	-0.21	+0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.28	+0.21
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	0.48	0.57	-0.09

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.

Drawdown Indicators

	ZPDS.DE	^SIXR	Difference
Max Drawdown Largest peak-to-trough decline	-23.29%	-24.20%	+0.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.74%	-9.72%	+0.98%
Max Drawdown (3Y) Largest decline over 3 years	-15.44%	-18.21%	+2.77%
Max Drawdown (5Y) Largest decline over 5 years	-16.54%	-18.21%	+1.67%
Max Drawdown (10Y) Largest decline over 10 years	-23.29%	-24.20%	+0.91%
Current Drawdown Current decline from peak	-7.67%	-11.67%	+4.00%
Average Drawdown Average peak-to-trough decline	-6.14%	-6.07%	-0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.27%	5.95%	-1.68%

Volatility

ZPDS.DE vs. ^SIXR - Volatility Comparison

SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a higher volatility of 6.04% compared to Consumer Staples Select Sector Index (^SIXR) at 4.25%. 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.

Volatility by Period

	ZPDS.DE	^SIXR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.04%	4.25%	+1.79%
Volatility (6M) Calculated over the trailing 6-month period	11.46%	10.36%	+1.10%
Volatility (1Y) Calculated over the trailing 1-year period	14.02%	12.97%	+1.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.37%	13.77%	-0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.98%	15.70%	-1.72%

Frequently Asked Questions

Can I hold both ZPDS.DE and ^SIXR in my portfolio?

ZPDS.DE and ^SIXR have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.