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

Performance

ZPDS.DE vs. XUCS.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 Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.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 lower than XUCS.DE's 7.99% 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%

XUCS.DE

1D
0.08%
1M
-1.95%
YTD
7.99%
6M
7.83%
1Y
0.97%
3Y*
5.59%
5Y*
8.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDS.DE vs. XUCS.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%3.75%
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
7.99%-7.97%21.47%-1.77%5.50%27.57%-0.49%29.85%-4.67%4.10%

Correlation

The correlation between ZPDS.DE and XUCS.DE is 1.00 - 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

1.00

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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

1.00

The correlation between ZPDS.DE and XUCS.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

ZPDS.DE vs. XUCS.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

XUCS.DE
XUCS.DE Risk / Return Rank: 1010
Overall Rank
XUCS.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XUCS.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
XUCS.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XUCS.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XUCS.DE Martin Ratio Rank: 1010
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. XUCS.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 USA Consumer Staples UCITS ETF 1D (XUCS.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.DEXUCS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.02

1.02

-0.01

Calmar ratioReturn relative to maximum drawdown

0.05

0.12

-0.07

Martin ratioReturn relative to average drawdown

0.10

0.23

-0.13

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

The current ZPDS.DE Sharpe Ratio is 0.03, which is lower than the XUCS.DE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of ZPDS.DE and XUCS.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.DEXUCS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.07

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.60

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.59

-0.11

Drawdowns

ZPDS.DE vs. XUCS.DE - Drawdown Comparison

The maximum ZPDS.DE drawdown since its inception was -23.29%, roughly equal to the maximum XUCS.DE drawdown of -23.46%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and XUCS.DE.


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Drawdown Indicators


ZPDS.DEXUCS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.29%

-23.46%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-8.36%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.44%

-15.64%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-15.64%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-23.29%

Current Drawdown

Current decline from peak

-7.67%

-7.31%

-0.36%

Average Drawdown

Average peak-to-trough decline

-6.14%

-5.50%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

4.17%

+0.10%

Volatility

ZPDS.DE vs. XUCS.DE - Volatility Comparison

SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) and Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) have volatilities of 6.04% and 6.10%, 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.DEXUCS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

6.10%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

11.47%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

14.08%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

13.41%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.98%

14.50%

-0.52%

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

ZPDS.DE has a 0.15% expense ratio, which is higher than XUCS.DE's 0.12% expense ratio. However, 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. XUCS.DE - Dividend Comparison

ZPDS.DE has not paid dividends to shareholders, while XUCS.DE's dividend yield for the trailing twelve months is around 1.94%.


PositionTTM20252024202320222021202020192018
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
1.94%2.17%2.09%3.35%3.11%1.88%3.02%2.37%0.78%
ZPDS.DE
SPDR S&P US Consumer Staples Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, ZPDS.DE and XUCS.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, XUCS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUCS.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for ZPDS.DE.

ZPDS.DE tracks S&P Consumer Staples Select Sector, while XUCS.DE tracks MSCI USA Consumer Staples. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for ZPDS.DE and 0.12% for XUCS.DE.

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