ZPDS.DE vs. SC05.DE
ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) and SC05.DE (Invesco European Retail Sector UCITS ETF) are both Consumer Staples Equities funds - ZPDS.DE tracks the S&P Consumer Staples Select Sector while SC05.DE tracks the STOXX® Europe 600 Optimised Retail. Both are passively managed. Over the past 10 years, ZPDS.DE returned 6.84%/yr vs 4.56%/yr for SC05.DE. At a 0.29 correlation, their price movements are largely independent. ZPDS.DE charges 0.15%/yr vs 0.20%/yr for SC05.DE.
Performance
ZPDS.DE vs. SC05.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 SC05.DE's -2.73% return. Over the past 10 years, ZPDS.DE has outperformed SC05.DE with an annualized return of 6.84%, while SC05.DE has yielded a comparatively lower 4.56% 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%
SC05.DE
- 1D
- 1.07%
- 1M
- 8.22%
- YTD
- -2.73%
- 6M
- -1.05%
- 1Y
- -0.73%
- 3Y*
- 9.76%
- 5Y*
- -0.57%
- 10Y*
- 4.56%
ZPDS.DE vs. SC05.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% |
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | 12.03% | 11.17% | 39.11% | -12.09% | -1.89% |
Correlation
The correlation between ZPDS.DE and SC05.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.29 |
Over the past year, the correlation between ZPDS.DE and SC05.DE has dropped to 0.09 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
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Return for Risk
ZPDS.DE vs. SC05.DE — Risk / Return Rank
ZPDS.DE
SC05.DE
ZPDS.DE vs. SC05.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 Invesco European Retail Sector UCITS ETF (SC05.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 | SC05.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.01 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | -0.05 | +0.10 |
| Martin ratioReturn relative to average drawdown | 0.10 | -0.11 | +0.21 |
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 | SC05.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | -0.04 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | -0.03 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.22 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.30 | +0.18 |
Drawdowns
ZPDS.DE vs. SC05.DE - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -23.29%, smaller than the maximum SC05.DE drawdown of -51.51%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and SC05.DE.
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Drawdown Indicators
| ZPDS.DE | SC05.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.29% | -51.51% | +28.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -14.81% | +6.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -19.36% | +3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -51.51% | +34.97% |
Max Drawdown (10Y)Largest decline over 10 years | -23.29% | -51.51% | +28.22% |
Current DrawdownCurrent decline from peak | -7.67% | -5.67% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -11.73% | +5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 6.41% | -2.14% |
Volatility
ZPDS.DE vs. SC05.DE - Volatility Comparison
The current volatility for SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) is 6.04%, while Invesco European Retail Sector UCITS ETF (SC05.DE) has a volatility of 6.40%. This indicates that ZPDS.DE experiences smaller price fluctuations and is considered to be less risky than SC05.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 | SC05.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 6.40% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 15.78% | -4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 19.04% | -5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 22.11% | -8.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 20.24% | -6.26% |
ZPDS.DE vs. SC05.DE - Expense Ratio Comparison
ZPDS.DE has a 0.15% expense ratio, which is lower than SC05.DE's 0.20% 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. SC05.DE - Dividend Comparison
Neither ZPDS.DE nor SC05.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDS.DE and SC05.DE have a correlation of 0.09, 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 0.20% for SC05.DE.
ZPDS.DE tracks S&P Consumer Staples Select Sector, while SC05.DE tracks STOXX® Europe 600 Optimised Retail. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.15% for ZPDS.DE and 0.20% for SC05.DE.
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