ZPDS.DE vs. SC0R.DE
ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) and SC0R.DE (Invesco European Travel Sector UCITS ETF) are both Consumer Staples Equities funds - ZPDS.DE tracks the S&P Consumer Staples Select Sector while SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure. Both are passively managed. Over the past 10 years, ZPDS.DE returned 7.12%/yr vs 6.22%/yr for SC0R.DE. At a 0.24 correlation, their price movements are largely independent. ZPDS.DE charges 0.15%/yr vs 0.20%/yr for SC0R.DE.
Performance
ZPDS.DE vs. SC0R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDS.DE achieves a 12.99% return, which is significantly higher than SC0R.DE's 7.94% return. Over the past 10 years, ZPDS.DE has outperformed SC0R.DE with an annualized return of 7.12%, while SC0R.DE has yielded a comparatively lower 6.22% annualized return.
ZPDS.DE
- 1D
- 0.77%
- 1M
- 1.78%
- YTD
- 12.99%
- 6M
- 14.01%
- 1Y
- 11.62%
- 3Y*
- 6.57%
- 5Y*
- 7.93%
- 10Y*
- 7.12%
SC0R.DE
- 1D
- -1.37%
- 1M
- 8.40%
- YTD
- 7.94%
- 6M
- 7.71%
- 1Y
- 16.46%
- 3Y*
- 9.30%
- 5Y*
- 4.14%
- 10Y*
- 6.22%
ZPDS.DE vs. SC0R.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 | 12.99% | -8.91% | 20.39% | -5.08% | 5.38% | 26.65% | -0.81% | 30.02% | -4.16% | -1.56% |
SC0R.DE Invesco European Travel Sector UCITS ETF | 7.94% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | -13.70% | 23.30% | -14.12% | 19.55% |
Correlation
The correlation between ZPDS.DE and SC0R.DE is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.24 |
Over the past year, the correlation between ZPDS.DE and SC0R.DE has dropped to 0.01 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
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Return for Risk
ZPDS.DE vs. SC0R.DE — Risk / Return Rank
ZPDS.DE
SC0R.DE
ZPDS.DE vs. SC0R.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 Travel Sector UCITS ETF (SC0R.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZPDS.DE | SC0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.15 | +0.17 |
| Martin ratioReturn relative to average drawdown | 2.93 | 2.76 | +0.17 |
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Drawdowns
ZPDS.DE vs. SC0R.DE - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -27.11%, smaller than the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and SC0R.DE.
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Drawdown Indicators
| ZPDS.DE | SC0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.11% | -55.64% | +28.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -14.20% | +5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -24.76% | +9.32% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -38.34% | +21.82% |
Max Drawdown (10Y)Largest decline over 10 years | -27.11% | -55.64% | +28.53% |
Current DrawdownCurrent decline from peak | -2.97% | -1.37% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -10.19% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 5.96% | -2.00% |
Volatility
ZPDS.DE vs. SC0R.DE - Volatility Comparison
SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) and Invesco European Travel Sector UCITS ETF (SC0R.DE) have volatilities of 5.23% and 5.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDS.DE | SC0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 5.23% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 18.25% | -6.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 21.32% | -6.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.46% | 23.87% | -10.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 24.48% | -9.43% |
ZPDS.DE vs. SC0R.DE - Expense Ratio Comparison
ZPDS.DE has a 0.15% expense ratio, which is lower than SC0R.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. SC0R.DE - Dividend Comparison
Neither ZPDS.DE nor SC0R.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDS.DE and SC0R.DE have a correlation of 0.01, 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 SC0R.DE.
ZPDS.DE tracks S&P Consumer Staples Select Sector, while SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.15% for ZPDS.DE and 0.20% for SC0R.DE.
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