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ZPDT.DE vs. SPY5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDT.DE vs. SPY5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P US Technology Select Sector UCITS ETF (ZPDT.DE) and SPDR S&P 500 UCITS ETF (SPY5.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, ZPDT.DE achieves a 24.09% return, which is significantly higher than SPY5.DE's 11.39% return. Over the past 10 years, ZPDT.DE has outperformed SPY5.DE with an annualized return of 24.05%, while SPY5.DE has yielded a comparatively lower 15.13% annualized return.


ZPDT.DE

1D
-2.28%
1M
13.81%
YTD
24.09%
6M
23.15%
1Y
49.52%
3Y*
26.33%
5Y*
22.38%
10Y*
24.05%

SPY5.DE

1D
-0.13%
1M
5.22%
YTD
11.39%
6M
11.43%
1Y
25.61%
3Y*
18.89%
5Y*
14.76%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDT.DE vs. SPY5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPDT.DE
SPDR S&P US Technology Select Sector UCITS ETF
24.09%11.31%29.30%52.02%-25.52%47.48%30.46%53.58%1.75%17.29%
SPY5.DE
SPDR S&P 500 UCITS ETF
11.39%4.75%32.36%22.42%-14.24%40.60%6.73%34.93%0.25%6.69%

Correlation

The correlation between ZPDT.DE and SPY5.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

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

0.87

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

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2015

0.89

The correlation between ZPDT.DE and SPY5.DE has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

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Return for Risk

ZPDT.DE vs. SPY5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDT.DE
ZPDT.DE Risk / Return Rank: 6565
Overall Rank
ZPDT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ZPDT.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
ZPDT.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ZPDT.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
ZPDT.DE Martin Ratio Rank: 5050
Martin Ratio Rank

SPY5.DE
SPY5.DE Risk / Return Rank: 6969
Overall Rank
SPY5.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPY5.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPY5.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPY5.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPY5.DE Martin Ratio Rank: 6969
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.

ZPDT.DE vs. SPY5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Technology Select Sector UCITS ETF (ZPDT.DE) and SPDR S&P 500 UCITS ETF (SPY5.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.


ZPDT.DESPY5.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

3.19

3.57

-0.38

Martin ratioReturn relative to average drawdown

8.35

12.77

-4.42

ZPDT.DE vs. SPY5.DE - Sharpe Ratio Comparison

The current ZPDT.DE Sharpe Ratio is 2.43, which is comparable to the SPY5.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ZPDT.DE and SPY5.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


ZPDT.DESPY5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.22

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.96

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.93

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.97

+0.06

Drawdowns

ZPDT.DE vs. SPY5.DE - Drawdown Comparison

The maximum ZPDT.DE drawdown since its inception was -31.48%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for ZPDT.DE and SPY5.DE.


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Drawdown Indicators


ZPDT.DESPY5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.48%

-33.86%

+2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-7.15%

-8.32%

Max Drawdown (3Y)

Largest decline over 3 years

-29.50%

-23.34%

-6.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.50%

-23.34%

-6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

-33.86%

+2.38%

Current Drawdown

Current decline from peak

-3.09%

-0.44%

-2.65%

Average Drawdown

Average peak-to-trough decline

-5.68%

-3.95%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

2.00%

+3.91%

Volatility

ZPDT.DE vs. SPY5.DE - Volatility Comparison

SPDR S&P US Technology Select Sector UCITS ETF (ZPDT.DE) has a higher volatility of 7.06% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 2.66%. This indicates that ZPDT.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDT.DESPY5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

2.66%

+4.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

7.54%

+7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

11.51%

+8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

15.18%

+7.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

16.07%

+5.31%

ZPDT.DE vs. SPY5.DE - Expense Ratio Comparison

ZPDT.DE has a 0.15% expense ratio, which is higher than SPY5.DE's 0.03% 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

ZPDT.DE vs. SPY5.DE - Dividend Comparison

ZPDT.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
SPY5.DE
SPDR S&P 500 UCITS ETF
0.89%0.99%1.03%1.22%1.42%0.95%1.37%1.74%3.30%1.59%1.57%1.69%
ZPDT.DE
SPDR S&P US Technology Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZPDT.DE and SPY5.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for ZPDT.DE.

ZPDT.DE is categorized as Technology Equities, while SPY5.DE is S&P 500. ZPDT.DE tracks S&P Technology Select Sector, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.15% for ZPDT.DE and 0.03% for SPY5.DE.

Portfolio Optimizer

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