ZPDS.DE vs. ESIS.DE
ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) and ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) are both Consumer Staples Equities funds - ZPDS.DE tracks the S&P Consumer Staples Select Sector while ESIS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 5 years, ZPDS.DE returned 6.72%/yr vs 0.75%/yr for ESIS.DE. At a 0.45 correlation, their price movements are largely independent. ZPDS.DE charges 0.15%/yr vs 0.18%/yr for ESIS.DE.
Performance
ZPDS.DE vs. ESIS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDS.DE achieves a 7.50% return, which is significantly higher than ESIS.DE's -1.50% 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%
ESIS.DE
- 1D
- -0.44%
- 1M
- -0.58%
- YTD
- -1.50%
- 6M
- -1.76%
- 1Y
- -4.64%
- 3Y*
- -0.30%
- 5Y*
- 0.75%
- 10Y*
- —
ZPDS.DE vs. ESIS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZPDS.DE SPDR S&P US Consumer Staples Select Sector UCITS ETF | 7.50% | -8.90% | 20.38% | -5.08% | 5.38% | 26.65% | -1.51% |
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -1.50% | 6.81% | -2.47% | 0.99% | -8.57% | 19.70% | 2.50% |
Correlation
The correlation between ZPDS.DE and ESIS.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.45 |
The correlation between ZPDS.DE and ESIS.DE has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.
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Return for Risk
ZPDS.DE vs. ESIS.DE — Risk / Return Rank
ZPDS.DE
ESIS.DE
ZPDS.DE vs. ESIS.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 iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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.DE | ESIS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.96 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | -0.37 | +0.41 |
| Martin ratioReturn relative to average drawdown | 0.10 | -0.77 | +0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPDS.DE | ESIS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | -0.33 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.06 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.22 | +0.26 |
Drawdowns
ZPDS.DE vs. ESIS.DE - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -23.29%, which is greater than ESIS.DE's maximum drawdown of -15.05%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and ESIS.DE.
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Drawdown Indicators
| ZPDS.DE | ESIS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.29% | -15.05% | -8.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -12.66% | +3.92% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -12.66% | -2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -15.05% | -1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -23.29% | — | — |
Current DrawdownCurrent decline from peak | -7.67% | -11.44% | +3.77% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -6.63% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 6.00% | -1.73% |
Volatility
ZPDS.DE vs. ESIS.DE - Volatility Comparison
SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a higher volatility of 6.04% compared to iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) at 4.80%. This indicates that ZPDS.DE's price experiences larger fluctuations and is considered to be riskier than ESIS.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.DE | ESIS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.80% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 11.24% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 14.03% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 12.93% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 12.96% | +1.02% |
ZPDS.DE vs. ESIS.DE - Expense Ratio Comparison
ZPDS.DE has a 0.15% expense ratio, which is lower than ESIS.DE's 0.18% 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%.
Dividends
ZPDS.DE vs. ESIS.DE - Dividend Comparison
Neither ZPDS.DE nor ESIS.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDS.DE and ESIS.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDS.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIS.DE.
ZPDS.DE tracks S&P Consumer Staples Select Sector, while ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for ZPDS.DE and 0.18% for ESIS.DE.
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