ZPDS.DE vs. SPYM.DE
ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) and SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) are both exchange-traded funds - ZPDS.DE is a Consumer Staples Equities fund tracking the S&P Consumer Staples Select Sector, while SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, ZPDS.DE returned 6.84%/yr vs 9.90%/yr for SPYM.DE. At a 0.28 correlation, their price movements are largely independent. ZPDS.DE charges 0.15%/yr vs 0.18%/yr for SPYM.DE.
Performance
ZPDS.DE vs. SPYM.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 lower than SPYM.DE's 27.39% return. Over the past 10 years, ZPDS.DE has underperformed SPYM.DE with an annualized return of 6.84%, while SPYM.DE has yielded a comparatively higher 9.90% 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%
SPYM.DE
- 1D
- -1.63%
- 1M
- 6.11%
- YTD
- 27.39%
- 6M
- 29.25%
- 1Y
- 50.03%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
ZPDS.DE vs. SPYM.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% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -11.26% | 19.74% |
Correlation
The correlation between ZPDS.DE and SPYM.DE is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.28 |
The correlation between ZPDS.DE and SPYM.DE shifts across timeframes, from -0.05 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDS.DE vs. SPYM.DE — Risk / Return Rank
ZPDS.DE
SPYM.DE
ZPDS.DE vs. SPYM.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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.54 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.50 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 4.80 | -4.75 |
| Martin ratioReturn relative to average drawdown | 0.10 | 17.28 | -17.18 |
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 | SPYM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 2.79 | -2.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.50 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.54 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.34 | +0.14 |
Drawdowns
ZPDS.DE vs. SPYM.DE - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -23.29%, smaller than the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and SPYM.DE.
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Drawdown Indicators
| ZPDS.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.29% | -36.28% | +12.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -10.38% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -18.96% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -23.86% | +7.32% |
Max Drawdown (10Y)Largest decline over 10 years | -23.29% | -31.69% | +8.40% |
Current DrawdownCurrent decline from peak | -7.67% | -2.74% | -4.93% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -9.95% | +3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 2.89% | +1.38% |
Volatility
ZPDS.DE vs. SPYM.DE - Volatility Comparison
The current volatility for SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) is 6.04%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.34%. This indicates that ZPDS.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 7.34% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 15.16% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 17.87% | -3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 16.78% | -3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 18.40% | -4.42% |
ZPDS.DE vs. SPYM.DE - Expense Ratio Comparison
ZPDS.DE has a 0.15% expense ratio, which is lower than SPYM.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. SPYM.DE - Dividend Comparison
Neither ZPDS.DE nor SPYM.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDS.DE and SPYM.DE have a correlation of -0.05, 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 SPYM.DE.
ZPDS.DE is categorized as Consumer Staples Equities, while SPYM.DE is Emerging Markets Equities. ZPDS.DE tracks S&P Consumer Staples Select Sector, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for ZPDS.DE and 0.18% for SPYM.DE.
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