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

Performance

ZPDT.DE vs. SPYW.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 Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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 SPYW.DE's 5.36% return. Over the past 10 years, ZPDT.DE has outperformed SPYW.DE with an annualized return of 24.05%, while SPYW.DE has yielded a comparatively lower 6.79% 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%

SPYW.DE

1D
0.09%
1M
-0.36%
YTD
5.36%
6M
7.28%
1Y
7.88%
3Y*
13.21%
5Y*
8.07%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDT.DE vs. SPYW.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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
5.36%20.24%8.29%17.93%-11.23%14.36%-11.84%23.34%-8.58%11.23%

Correlation

The correlation between ZPDT.DE and SPYW.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.22

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

0.37

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

0.46

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

0.49

Over the past year, the correlation between ZPDT.DE and SPYW.DE has dropped to 0.21 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

ZPDT.DE vs. SPYW.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

SPYW.DE
SPYW.DE Risk / Return Rank: 2222
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2424
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. SPYW.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 Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.DESPYW.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.39

1.14

+0.25

Calmar ratioReturn relative to maximum drawdown

3.19

0.98

+2.20

Martin ratioReturn relative to average drawdown

8.35

3.14

+5.21

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

The current ZPDT.DE Sharpe Ratio is 2.43, which is higher than the SPYW.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ZPDT.DE and SPYW.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.DESPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

0.74

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.60

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.45

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.53

+0.50

Drawdowns

ZPDT.DE vs. SPYW.DE - Drawdown Comparison

The maximum ZPDT.DE drawdown since its inception was -31.48%, smaller than the maximum SPYW.DE drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for ZPDT.DE and SPYW.DE.


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Drawdown Indicators


ZPDT.DESPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.48%

-38.68%

+7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-7.99%

-7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-29.50%

-11.64%

-17.86%

Max Drawdown (5Y)

Largest decline over 5 years

-29.50%

-23.97%

-5.53%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

-38.68%

+7.20%

Current Drawdown

Current decline from peak

-3.09%

-2.54%

-0.55%

Average Drawdown

Average peak-to-trough decline

-5.68%

-5.62%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

2.50%

+3.41%

Volatility

ZPDT.DE vs. SPYW.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 Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 2.92%. This indicates that ZPDT.DE's price experiences larger fluctuations and is considered to be riskier than SPYW.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.DESPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

2.92%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

8.76%

+6.02%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

10.65%

+9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

13.27%

+9.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

14.88%

+6.50%

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

ZPDT.DE has a 0.15% expense ratio, which is lower than SPYW.DE's 0.30% expense ratio.


Dividends

ZPDT.DE vs. SPYW.DE - Dividend Comparison

ZPDT.DE has not paid dividends to shareholders, while SPYW.DE's dividend yield for the trailing twelve months is around 3.60%.


PositionTTM20252024202320222021202020192018201720162015
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.60%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%
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 SPYW.DE have a correlation of 0.21, 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 0.30% for SPYW.DE.

ZPDT.DE is categorized as Technology Equities, while SPYW.DE is Europe Equities. ZPDT.DE tracks S&P Technology Select Sector, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. Their fees differ too: 0.15% for ZPDT.DE and 0.30% for SPYW.DE.

Portfolio Optimizer

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