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

Performance

ZPDS.DE vs. LFOD.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 Food & Beverage UCITS ETF Acc (LFOD.DE). The values are adjusted to include any dividend payments, if applicable.

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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 LFOD.DE's -2.18% return. Over the past 10 years, ZPDS.DE has outperformed LFOD.DE with an annualized return of 6.84%, while LFOD.DE has yielded a comparatively lower 2.55% 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%

LFOD.DE

1D
-0.88%
1M
-1.60%
YTD
-2.18%
6M
-1.99%
1Y
-5.63%
3Y*
-2.00%
5Y*
-1.16%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
LFOD.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc
-2.18%6.07%-3.94%-1.97%-13.19%23.20%-6.14%23.36%-2.67%12.60%

Correlation

The correlation between ZPDS.DE and LFOD.DE is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2015

0.53

The correlation between ZPDS.DE and LFOD.DE shifts across timeframes, from 0.45 (3 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ZPDS.DE vs. LFOD.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: 99
Overall Rank
ZPDS.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ZPDS.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
ZPDS.DE Omega Ratio Rank: 99
Omega Ratio Rank
ZPDS.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
ZPDS.DE Martin Ratio Rank: 99
Martin Ratio Rank

LFOD.DE
LFOD.DE Risk / Return Rank: 55
Overall Rank
LFOD.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LFOD.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
LFOD.DE Omega Ratio Rank: 55
Omega Ratio Rank
LFOD.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
LFOD.DE Martin Ratio Rank: 55
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. LFOD.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 Food & Beverage UCITS ETF Acc (LFOD.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.DELFOD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.02

0.94

+0.08

Calmar ratioReturn relative to maximum drawdown

0.05

-0.47

+0.52

Martin ratioReturn relative to average drawdown

0.10

-0.93

+1.03

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

The current ZPDS.DE Sharpe Ratio is 0.03, which is higher than the LFOD.DE Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of ZPDS.DE and LFOD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZPDS.DELFOD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

-0.43

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

-0.09

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.18

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.42

+0.06

Drawdowns

ZPDS.DE vs. LFOD.DE - Drawdown Comparison

The maximum ZPDS.DE drawdown since its inception was -23.29%, smaller than the maximum LFOD.DE drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and LFOD.DE.


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Drawdown Indicators


ZPDS.DELFOD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.29%

-41.53%

+18.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-11.84%

+3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-15.44%

-13.51%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-21.91%

+5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-23.29%

-30.44%

+7.15%

Current Drawdown

Current decline from peak

-7.67%

-16.55%

+8.88%

Average Drawdown

Average peak-to-trough decline

-6.14%

-8.05%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

6.04%

-1.77%

Volatility

ZPDS.DE vs. LFOD.DE - Volatility Comparison

SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a higher volatility of 6.04% compared to Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE) at 4.46%. This indicates that ZPDS.DE's price experiences larger fluctuations and is considered to be riskier than LFOD.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.DELFOD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

4.46%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

10.51%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

13.00%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

13.29%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.98%

14.18%

-0.20%

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

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


Dividends

ZPDS.DE vs. LFOD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ZPDS.DE and LFOD.DE have a correlation of 0.58, 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 0.30% for LFOD.DE.

ZPDS.DE tracks S&P Consumer Staples Select Sector, while LFOD.DE tracks STOXX® Europe 600 Food & Beverage. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.15% for ZPDS.DE and 0.30% for LFOD.DE.

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