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ZPDS.DE vs. 6TVL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPDS.DE vs. 6TVL.DE - 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 Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPDS.DE vs. 6TVL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPDS.DE
SPDR S&P US Consumer Staples Select Sector UCITS ETF
8.45%-8.90%20.38%-5.08%5.38%26.65%-0.79%29.96%-4.12%-1.59%
6TVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist
-14.00%1.54%-4.24%21.08%-11.83%0.40%-15.62%20.36%-16.90%13.75%

Returns By Period

In the year-to-date period, ZPDS.DE achieves a 8.45% return, which is significantly higher than 6TVL.DE's -14.00% return. Over the past 10 years, ZPDS.DE has outperformed 6TVL.DE with an annualized return of 6.97%, while 6TVL.DE has yielded a comparatively lower -1.62% annualized return.


ZPDS.DE

1D
-13.15%
1M
-4.62%
YTD
8.45%
6M
9.29%
1Y
-1.11%
3Y*
4.51%
5Y*
7.30%
10Y*
6.97%

6TVL.DE

1D
-0.23%
1M
-3.75%
YTD
-14.00%
6M
-10.64%
1Y
-9.39%
3Y*
-4.91%
5Y*
-5.34%
10Y*
-1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPDS.DE vs. 6TVL.DE - Expense Ratio Comparison

ZPDS.DE has a 0.15% expense ratio, which is lower than 6TVL.DE's 0.30% expense ratio.


Return for Risk

ZPDS.DE vs. 6TVL.DE — 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: 1111
Overall Rank
ZPDS.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ZPDS.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ZPDS.DE Omega Ratio Rank: 1111
Omega Ratio Rank
ZPDS.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ZPDS.DE Martin Ratio Rank: 1111
Martin Ratio Rank

6TVL.DE
6TVL.DE Risk / Return Rank: 44
Overall Rank
6TVL.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
6TVL.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
6TVL.DE Omega Ratio Rank: 44
Omega Ratio Rank
6TVL.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
6TVL.DE Martin Ratio Rank: 44
Martin Ratio Rank
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. 6TVL.DE - 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 Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.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.


ZPDS.DE6TVL.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.04

-0.51

+0.47

Sortino ratio

Return per unit of downside risk

0.11

-0.60

+0.72

Omega ratio

Gain probability vs. loss probability

1.02

0.93

+0.09

Calmar ratio

Return relative to maximum drawdown

-0.01

-0.31

+0.30

Martin ratio

Return relative to average drawdown

-0.03

-0.88

+0.85

ZPDS.DE vs. 6TVL.DE - Sharpe Ratio Comparison

The current ZPDS.DE Sharpe Ratio is -0.04, which is higher than the 6TVL.DE Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of ZPDS.DE and 6TVL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPDS.DE6TVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

-0.51

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.24

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

-0.07

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.27

+0.18

Correlation

The correlation between ZPDS.DE and 6TVL.DE is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ZPDS.DE vs. 6TVL.DE - Dividend Comparison

ZPDS.DE has not paid dividends to shareholders, while 6TVL.DE's dividend yield for the trailing twelve months is around 2.29%.


TTM20252024202320222021
ZPDS.DE
SPDR S&P US Consumer Staples Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
6TVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist
2.29%1.97%1.46%0.80%1.63%0.05%

Drawdowns

ZPDS.DE vs. 6TVL.DE - Drawdown Comparison

The maximum ZPDS.DE drawdown since its inception was -23.29%, smaller than the maximum 6TVL.DE drawdown of -55.51%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and 6TVL.DE.


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Drawdown Indicators


ZPDS.DE6TVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.29%

-55.51%

+32.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-18.82%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-40.56%

+24.02%

Max Drawdown (10Y)

Largest decline over 10 years

-23.29%

-55.51%

+32.22%

Current Drawdown

Current decline from peak

-13.15%

-28.30%

+15.15%

Average Drawdown

Average peak-to-trough decline

-6.14%

-13.19%

+7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

6.66%

-1.53%

Volatility

ZPDS.DE vs. 6TVL.DE - Volatility Comparison

SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a higher volatility of 20.92% compared to Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.DE) at 6.02%. This indicates that ZPDS.DE's price experiences larger fluctuations and is considered to be riskier than 6TVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDS.DE6TVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.92%

6.02%

+14.90%

Volatility (6M)

Calculated over the trailing 6-month period

22.40%

12.56%

+9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

24.59%

18.28%

+6.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

24.50%

-8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.23%

25.76%

-10.53%