ZPDS.DE vs. XDWS.DE
ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) and XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both Consumer Staples Equities funds - ZPDS.DE tracks the S&P Consumer Staples Select Sector while XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, ZPDS.DE returned 6.84%/yr vs 5.34%/yr for XDWS.DE. Their correlation of 0.92 suggests significant overlap in exposure. ZPDS.DE charges 0.15%/yr vs 0.25%/yr for XDWS.DE.
Performance
ZPDS.DE vs. XDWS.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 XDWS.DE's 4.43% return. Over the past 10 years, ZPDS.DE has outperformed XDWS.DE with an annualized return of 6.84%, while XDWS.DE has yielded a comparatively lower 5.34% 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%
XDWS.DE
- 1D
- -0.24%
- 1M
- -1.84%
- YTD
- 4.43%
- 6M
- 4.20%
- 1Y
- -0.89%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
ZPDS.DE vs. XDWS.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% |
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 22.38% | -1.96% | 25.94% | -5.88% | 2.82% |
Correlation
The correlation between ZPDS.DE and XDWS.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.92 |
The correlation between ZPDS.DE and XDWS.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
ZPDS.DE vs. XDWS.DE — Risk / Return Rank
ZPDS.DE
XDWS.DE
ZPDS.DE vs. XDWS.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 Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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 | XDWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.00 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | -0.10 | +0.15 |
| Martin ratioReturn relative to average drawdown | 0.10 | -0.20 | +0.30 |
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 | XDWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | -0.07 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.43 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.44 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.45 | +0.03 |
Drawdowns
ZPDS.DE vs. XDWS.DE - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -23.29%, roughly equal to the maximum XDWS.DE drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and XDWS.DE.
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Drawdown Indicators
| ZPDS.DE | XDWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.29% | -22.95% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -8.78% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -11.90% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -12.47% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -23.29% | -22.95% | -0.34% |
Current DrawdownCurrent decline from peak | -7.67% | -7.60% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -5.04% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 4.34% | -0.07% |
Volatility
ZPDS.DE vs. XDWS.DE - Volatility Comparison
SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a higher volatility of 6.04% compared to Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) at 5.00%. This indicates that ZPDS.DE's price experiences larger fluctuations and is considered to be riskier than XDWS.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 | XDWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 5.00% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 10.01% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 12.06% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 11.35% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 12.19% | +1.79% |
ZPDS.DE vs. XDWS.DE - Expense Ratio Comparison
ZPDS.DE has a 0.15% expense ratio, which is lower than XDWS.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. XDWS.DE - Dividend Comparison
Neither ZPDS.DE nor XDWS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, ZPDS.DE and XDWS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 XDWS.DE.
ZPDS.DE tracks S&P Consumer Staples Select Sector, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for ZPDS.DE and 0.25% for XDWS.DE.
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