ZPDS.DE vs. ZPDD.DE
ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) and ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) are both Consumer Staples Equities funds from State Street - ZPDS.DE tracks the S&P Consumer Staples Select Sector while ZPDD.DE tracks the S&P Consumer Discretionary Select Sector. Both are passively managed. Over the past 10 years, ZPDS.DE returned 6.84%/yr vs 13.15%/yr for ZPDD.DE. At a 0.44 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
ZPDS.DE vs. ZPDD.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 ZPDD.DE's 0.34% return. Over the past 10 years, ZPDS.DE has underperformed ZPDD.DE with an annualized return of 6.84%, while ZPDD.DE has yielded a comparatively higher 13.15% 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%
ZPDD.DE
- 1D
- 0.27%
- 1M
- -0.74%
- YTD
- 0.34%
- 6M
- 1.40%
- 1Y
- 11.32%
- 3Y*
- 13.95%
- 5Y*
- 10.34%
- 10Y*
- 13.15%
ZPDS.DE vs. ZPDD.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% |
ZPDD.DE SPDR S&P US Consumer Discretionary Select Sector UCITS ETF | 0.34% | -3.35% | 36.72% | 36.96% | -30.97% | 39.97% | 15.91% | 32.48% | 4.88% | 7.37% |
Correlation
The correlation between ZPDS.DE and ZPDD.DE is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.44 |
Over the past year, the correlation between ZPDS.DE and ZPDD.DE has dropped to 0.04 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
ZPDS.DE vs. ZPDD.DE — Risk / Return Rank
ZPDS.DE
ZPDD.DE
ZPDS.DE vs. ZPDD.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 S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.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 | ZPDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.12 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 0.81 | -0.76 |
| Martin ratioReturn relative to average drawdown | 0.10 | 2.25 | -2.15 |
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 | ZPDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.62 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.48 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.64 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.57 | -0.09 |
Drawdowns
ZPDS.DE vs. ZPDD.DE - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -23.29%, smaller than the maximum ZPDD.DE drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and ZPDD.DE.
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Drawdown Indicators
| ZPDS.DE | ZPDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.29% | -37.03% | +13.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -13.91% | +5.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -29.56% | +14.12% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -34.02% | +17.48% |
Max Drawdown (10Y)Largest decline over 10 years | -23.29% | -37.03% | +13.74% |
Current DrawdownCurrent decline from peak | -7.67% | -7.19% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -8.21% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 5.03% | -0.76% |
Volatility
ZPDS.DE vs. ZPDD.DE - Volatility Comparison
SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a higher volatility of 6.04% compared to SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) at 5.49%. This indicates that ZPDS.DE's price experiences larger fluctuations and is considered to be riskier than ZPDD.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 | ZPDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 5.49% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 13.47% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 18.17% | -4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 21.48% | -8.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 20.55% | -6.57% |
ZPDS.DE vs. ZPDD.DE - Expense Ratio Comparison
Both ZPDS.DE and ZPDD.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ZPDS.DE vs. ZPDD.DE - Dividend Comparison
Neither ZPDS.DE nor ZPDD.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDS.DE and ZPDD.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDS.DE and ZPDD.DE have the same expense ratio: 0.15% per year.
ZPDS.DE tracks S&P Consumer Staples Select Sector, while ZPDD.DE tracks S&P Consumer Discretionary Select Sector.
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