ZPDS.DE vs. GLUX.DE
ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) and GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) are both Consumer Staples Equities funds - ZPDS.DE tracks the S&P Consumer Staples Select Sector while GLUX.DE tracks the S&P Global Luxury. Both are passively managed. Over the past 10 years, ZPDS.DE returned 6.84%/yr vs 9.44%/yr for GLUX.DE. At a 0.38 correlation, their price movements are largely independent. ZPDS.DE charges 0.15%/yr vs 0.25%/yr for GLUX.DE.
Performance
ZPDS.DE vs. GLUX.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 GLUX.DE's -7.03% return. Over the past 10 years, ZPDS.DE has underperformed GLUX.DE with an annualized return of 6.84%, while GLUX.DE has yielded a comparatively higher 9.44% 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%
GLUX.DE
- 1D
- -0.12%
- 1M
- 4.80%
- YTD
- -7.03%
- 6M
- -6.01%
- 1Y
- 2.52%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
ZPDS.DE vs. GLUX.DE - 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% |
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 32.41% | 23.80% | 33.53% | -9.13% | 22.10% |
Correlation
The correlation between ZPDS.DE and GLUX.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.38 |
Over the past year, the correlation between ZPDS.DE and GLUX.DE has dropped to 0.10 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
ZPDS.DE vs. GLUX.DE — Risk / Return Rank
ZPDS.DE
GLUX.DE
ZPDS.DE vs. GLUX.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 Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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 | GLUX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.04 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 0.16 | -0.11 |
| Martin ratioReturn relative to average drawdown | 0.10 | 0.39 | -0.29 |
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 | GLUX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.13 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.01 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.45 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.44 | +0.04 |
Drawdowns
ZPDS.DE vs. GLUX.DE - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -23.29%, smaller than the maximum GLUX.DE drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and GLUX.DE.
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Drawdown Indicators
| ZPDS.DE | GLUX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.29% | -43.20% | +19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -16.00% | +7.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -27.94% | +12.50% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -30.52% | +13.98% |
Max Drawdown (10Y)Largest decline over 10 years | -23.29% | -43.20% | +19.91% |
Current DrawdownCurrent decline from peak | -7.67% | -14.70% | +7.03% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -9.35% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 6.51% | -2.24% |
Volatility
ZPDS.DE vs. GLUX.DE - Volatility Comparison
SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a higher volatility of 6.04% compared to Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) at 5.55%. This indicates that ZPDS.DE's price experiences larger fluctuations and is considered to be riskier than GLUX.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 | GLUX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 5.55% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 15.60% | -4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 19.60% | -5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 21.08% | -7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 20.94% | -6.96% |
ZPDS.DE vs. GLUX.DE - Expense Ratio Comparison
ZPDS.DE has a 0.15% expense ratio, which is lower than GLUX.DE's 0.25% 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. GLUX.DE - Dividend Comparison
Neither ZPDS.DE nor GLUX.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDS.DE and GLUX.DE have a correlation of 0.10, 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 0.25% for GLUX.DE.
ZPDS.DE tracks S&P Consumer Staples Select Sector, while GLUX.DE tracks S&P Global Luxury. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.15% for ZPDS.DE and 0.25% for GLUX.DE.
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