ZPDS.DE vs. ZPRX.DE
ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - ZPDS.DE is a Consumer Staples Equities fund tracking the S&P Consumer Staples Select Sector, while ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, ZPDS.DE returned 6.84%/yr vs 8.15%/yr for ZPRX.DE. At a 0.27 correlation, their price movements are largely independent. ZPDS.DE charges 0.15%/yr vs 0.30%/yr for ZPRX.DE.
Performance
ZPDS.DE vs. ZPRX.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ZPDS.DE having a 7.50% return and ZPRX.DE slightly higher at 7.81%. Over the past 10 years, ZPDS.DE has underperformed ZPRX.DE with an annualized return of 6.84%, while ZPRX.DE has yielded a comparatively higher 8.15% 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%
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
ZPDS.DE vs. ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
Correlation
The correlation between ZPDS.DE and ZPRX.DE is 0.00, 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 | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.27 |
Over the past year, the correlation between ZPDS.DE and ZPRX.DE has dropped to 0.00 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
ZPDS.DE vs. ZPRX.DE — Risk / Return Rank
ZPDS.DE
ZPRX.DE
ZPDS.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.22 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 1.47 | -1.42 |
| Martin ratioReturn relative to average drawdown | 0.10 | 5.42 | -5.32 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 1.23 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.46 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.45 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.39 | +0.09 |
Drawdowns
ZPDS.DE vs. ZPRX.DE - Drawdown Comparison
The maximum ZPDS.DE drawdown since its inception was -23.29%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for ZPDS.DE and ZPRX.DE.
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Drawdown Indicators
| ZPDS.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.29% | -43.93% | +20.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -11.63% | +2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -15.95% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -27.52% | +10.98% |
Max Drawdown (10Y)Largest decline over 10 years | -23.29% | -43.93% | +20.64% |
Current DrawdownCurrent decline from peak | -7.67% | -1.51% | -6.16% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -7.71% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 3.16% | +1.11% |
Volatility
ZPDS.DE vs. ZPRX.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 MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) at 4.17%. This indicates that ZPDS.DE's price experiences larger fluctuations and is considered to be riskier than ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.17% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 11.30% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 13.94% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 16.69% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 18.14% | -4.16% |
ZPDS.DE vs. ZPRX.DE - Expense Ratio Comparison
ZPDS.DE has a 0.15% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
ZPDS.DE vs. ZPRX.DE - Dividend Comparison
Neither ZPDS.DE nor ZPRX.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDS.DE and ZPRX.DE have a correlation of 0.00, 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 0.30% for ZPRX.DE.
ZPDS.DE is categorized as Consumer Staples Equities, while ZPRX.DE is Europe Equities. ZPDS.DE tracks S&P Consumer Staples Select Sector, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.15% for ZPDS.DE and 0.30% for ZPRX.DE.
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