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

Performance

ZPDT.DE vs. XUTC.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 Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ZPDT.DE having a 24.09% return and XUTC.DE slightly higher at 24.28%.


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%

XUTC.DE

1D
-2.26%
1M
14.39%
YTD
24.28%
6M
23.11%
1Y
49.23%
3Y*
30.49%
5Y*
24.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDT.DE vs. XUTC.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%9.72%
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
24.28%9.83%44.60%52.37%-27.42%44.01%32.64%53.18%3.08%10.00%

Correlation

The correlation between ZPDT.DE and XUTC.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.99

The correlation between ZPDT.DE and XUTC.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

ZPDT.DE vs. XUTC.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

XUTC.DE
XUTC.DE Risk / Return Rank: 6363
Overall Rank
XUTC.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XUTC.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XUTC.DE Omega Ratio Rank: 6464
Omega Ratio Rank
XUTC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XUTC.DE Martin Ratio Rank: 4848
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. XUTC.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 Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.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.DEXUTC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.39

1.38

+0.01

Calmar ratioReturn relative to maximum drawdown

3.19

3.03

+0.15

Martin ratioReturn relative to average drawdown

8.35

7.84

+0.51

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

The current ZPDT.DE Sharpe Ratio is 2.43, which is comparable to the XUTC.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ZPDT.DE and XUTC.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.DEXUTC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.37

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.03

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.10

-0.08

Drawdowns

ZPDT.DE vs. XUTC.DE - Drawdown Comparison

The maximum ZPDT.DE drawdown since its inception was -31.48%, roughly equal to the maximum XUTC.DE drawdown of -31.79%. Use the drawdown chart below to compare losses from any high point for ZPDT.DE and XUTC.DE.


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Drawdown Indicators


ZPDT.DEXUTC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.48%

-31.79%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-16.16%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-29.50%

-30.48%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-29.50%

-30.48%

+0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

Current Drawdown

Current decline from peak

-3.09%

-3.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-5.68%

-6.37%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

6.26%

-0.35%

Volatility

ZPDT.DE vs. XUTC.DE - Volatility Comparison

SPDR S&P US Technology Select Sector UCITS ETF (ZPDT.DE) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) have volatilities of 7.06% and 7.31%, 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.DEXUTC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

7.31%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

15.12%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

20.70%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

23.01%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

22.97%

-1.59%

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

ZPDT.DE has a 0.15% expense ratio, which is higher than XUTC.DE's 0.12% 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. XUTC.DE - Dividend Comparison

ZPDT.DE has not paid dividends to shareholders, while XUTC.DE's dividend yield for the trailing twelve months is around 0.26%.


PositionTTM20252024202320222021202020192018
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.26%0.34%0.36%0.53%1.14%0.51%0.64%0.59%0.58%
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%

Frequently Asked Questions


With a correlation of 1.00, ZPDT.DE and XUTC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XUTC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUTC.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for ZPDT.DE.

ZPDT.DE tracks S&P Technology Select Sector, while XUTC.DE tracks MSCI USA Information Technology 20/35 Custom. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for ZPDT.DE and 0.12% for XUTC.DE.

Portfolio Optimizer

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