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

Performance

ZPDT.DE vs. SPYM.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 MSCI Emerging Markets UCITS ETF (SPYM.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 lower than SPYM.DE's 27.39% return. Over the past 10 years, ZPDT.DE has outperformed SPYM.DE with an annualized return of 24.05%, while SPYM.DE has yielded a comparatively lower 9.90% 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%

SPYM.DE

1D
-1.63%
1M
6.11%
YTD
27.39%
6M
29.25%
1Y
50.03%
3Y*
21.15%
5Y*
8.45%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDT.DE vs. SPYM.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%
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
27.39%19.08%14.04%6.06%-14.90%5.27%6.28%22.30%-11.26%19.74%

Correlation

The correlation between ZPDT.DE and SPYM.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.57

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

0.56

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

0.61

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

0.62

The correlation between ZPDT.DE and SPYM.DE has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

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Return for Risk

ZPDT.DE vs. SPYM.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

SPYM.DE
SPYM.DE Risk / Return Rank: 8585
Overall Rank
SPYM.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 8585
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. SPYM.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 MSCI Emerging Markets UCITS ETF (SPYM.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.DESPYM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.39

1.50

-0.11

Calmar ratioReturn relative to maximum drawdown

3.19

4.80

-1.61

Martin ratioReturn relative to average drawdown

8.35

17.28

-8.93

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

The current ZPDT.DE Sharpe Ratio is 2.43, which is comparable to the SPYM.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of ZPDT.DE and SPYM.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.DESPYM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.79

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.50

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.54

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.34

+0.69

Drawdowns

ZPDT.DE vs. SPYM.DE - Drawdown Comparison

The maximum ZPDT.DE drawdown since its inception was -31.48%, smaller than the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ZPDT.DE and SPYM.DE.


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Drawdown Indicators


ZPDT.DESPYM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.48%

-36.28%

+4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-10.38%

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-29.50%

-18.96%

-10.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.50%

-23.86%

-5.64%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

-31.69%

+0.21%

Current Drawdown

Current decline from peak

-3.09%

-2.74%

-0.35%

Average Drawdown

Average peak-to-trough decline

-5.68%

-9.95%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

2.89%

+3.02%

Volatility

ZPDT.DE vs. SPYM.DE - Volatility Comparison

SPDR S&P US Technology Select Sector UCITS ETF (ZPDT.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) have volatilities of 7.06% and 7.34%, 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


ZPDT.DESPYM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

7.34%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

15.16%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

17.87%

+2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

16.78%

+5.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

18.40%

+2.98%

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

ZPDT.DE has a 0.15% expense ratio, which is lower than SPYM.DE's 0.18% 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

ZPDT.DE vs. SPYM.DE - Dividend Comparison

Neither ZPDT.DE nor SPYM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPDT.DE and SPYM.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDT.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDT.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for SPYM.DE.

ZPDT.DE is categorized as Technology Equities, while SPYM.DE is Emerging Markets Equities. ZPDT.DE tracks S&P Technology Select Sector, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for ZPDT.DE and 0.18% for SPYM.DE.

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