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ZPDS.DE vs. DXSK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPDS.DE vs. DXSK.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 Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPDS.DE vs. DXSK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DXSK.DE
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C
-2.61%-1.90%-8.81%1.36%-10.89%20.71%-6.08%29.68%-7.36%12.63%

Returns By Period

In the year-to-date period, ZPDS.DE achieves a 7.44% return, which is significantly higher than DXSK.DE's -2.61% return. Over the past 10 years, ZPDS.DE has outperformed DXSK.DE with an annualized return of 6.87%, while DXSK.DE has yielded a comparatively lower 1.95% 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%

DXSK.DE

1D
1.23%
1M
-10.90%
YTD
-2.61%
6M
-1.27%
1Y
-5.78%
3Y*
-6.25%
5Y*
-1.26%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPDS.DE vs. DXSK.DE - Expense Ratio Comparison

ZPDS.DE has a 0.15% expense ratio, which is lower than DXSK.DE's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

ZPDS.DE vs. DXSK.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: 88
Overall Rank
ZPDS.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ZPDS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
ZPDS.DE Omega Ratio Rank: 88
Omega Ratio Rank
ZPDS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ZPDS.DE Martin Ratio Rank: 99
Martin Ratio Rank

DXSK.DE
DXSK.DE Risk / Return Rank: 55
Overall Rank
DXSK.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DXSK.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
DXSK.DE Omega Ratio Rank: 55
Omega Ratio Rank
DXSK.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DXSK.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. DXSK.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 Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.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.DEDXSK.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.16

-0.37

+0.21

Sortino ratio

Return per unit of downside risk

-0.13

-0.41

+0.28

Omega ratio

Gain probability vs. loss probability

0.98

0.95

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.22

-0.36

+0.14

Martin ratio

Return relative to average drawdown

-0.36

-0.93

+0.57

ZPDS.DE vs. DXSK.DE - Sharpe Ratio Comparison

The current ZPDS.DE Sharpe Ratio is -0.16, which is higher than the DXSK.DE Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of ZPDS.DE and DXSK.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.DEDXSK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

-0.37

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

-0.09

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.14

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.38

+0.11

Correlation

The correlation between ZPDS.DE and DXSK.DE is 0.52, 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.


Dividends

ZPDS.DE vs. DXSK.DE - Dividend Comparison

Neither ZPDS.DE nor DXSK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPDS.DE vs. DXSK.DE - Drawdown Comparison

The maximum ZPDS.DE drawdown since its inception was -23.29%, smaller than the maximum DXSK.DE drawdown of -39.67%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and DXSK.DE.


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Drawdown Indicators


ZPDS.DEDXSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.29%

-39.67%

+16.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.22%

-16.96%

+6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-24.50%

+7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-23.29%

-29.70%

+6.41%

Current Drawdown

Current decline from peak

-7.72%

-22.39%

+14.67%

Average Drawdown

Average peak-to-trough decline

-6.14%

-7.84%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

6.51%

-0.84%

Volatility

ZPDS.DE vs. DXSK.DE - Volatility Comparison

SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a higher volatility of 4.68% compared to Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) at 3.90%. This indicates that ZPDS.DE's price experiences larger fluctuations and is considered to be riskier than DXSK.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.DEDXSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

3.90%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

11.12%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

15.41%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

13.50%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.87%

14.25%

-0.38%