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ZPDU.DE vs. VJPU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPDU.DE vs. VJPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P US Utilities Select Sector UCITS ETF (ZPDU.DE) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). The values are adjusted to include any dividend payments, if applicable.

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ZPDU.DE vs. VJPU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
ZPDU.DE
SPDR S&P US Utilities Select Sector UCITS ETF
9.18%2.83%29.87%-11.25%-2.62%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
11.30%15.92%31.97%31.58%-4.47%
Different Trading Currencies

ZPDU.DE is traded in EUR, while VJPU.L is traded in USD. To make them comparable, the VJPU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZPDU.DE achieves a 9.18% return, which is significantly lower than VJPU.L's 11.30% return.


ZPDU.DE

1D
0.40%
1M
-2.05%
YTD
9.18%
6M
6.76%
1Y
10.69%
3Y*
11.28%
5Y*
10.63%
10Y*
9.05%

VJPU.L

1D
4.72%
1M
-1.57%
YTD
11.30%
6M
24.47%
1Y
37.21%
3Y*
27.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPDU.DE vs. VJPU.L - Expense Ratio Comparison

ZPDU.DE has a 0.15% expense ratio, which is lower than VJPU.L's 0.20% 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%.


Return for Risk

ZPDU.DE vs. VJPU.L — Risk / Return Rank

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

ZPDU.DE
ZPDU.DE Risk / Return Rank: 2929
Overall Rank
ZPDU.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ZPDU.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZPDU.DE Omega Ratio Rank: 2828
Omega Ratio Rank
ZPDU.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZPDU.DE Martin Ratio Rank: 2626
Martin Ratio Rank

VJPU.L
VJPU.L Risk / Return Rank: 9494
Overall Rank
VJPU.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VJPU.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
VJPU.L Omega Ratio Rank: 9292
Omega Ratio Rank
VJPU.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
VJPU.L Martin Ratio Rank: 9696
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.

ZPDU.DE vs. VJPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Utilities Select Sector UCITS ETF (ZPDU.DE) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). 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.


ZPDU.DEVJPU.LDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.62

-0.99

Sortino ratio

Return per unit of downside risk

0.95

2.19

-1.24

Omega ratio

Gain probability vs. loss probability

1.13

1.31

-0.19

Calmar ratio

Return relative to maximum drawdown

1.06

5.00

-3.94

Martin ratio

Return relative to average drawdown

2.39

13.45

-11.06

ZPDU.DE vs. VJPU.L - Sharpe Ratio Comparison

The current ZPDU.DE Sharpe Ratio is 0.63, which is lower than the VJPU.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ZPDU.DE and VJPU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPDU.DEVJPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.62

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.09

-0.57

Correlation

The correlation between ZPDU.DE and VJPU.L is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ZPDU.DE vs. VJPU.L - Dividend Comparison

Neither ZPDU.DE nor VJPU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPDU.DE vs. VJPU.L - Drawdown Comparison

The maximum ZPDU.DE drawdown since its inception was -35.80%, which is greater than VJPU.L's maximum drawdown of -26.23%. Use the drawdown chart below to compare losses from any high point for ZPDU.DE and VJPU.L.


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Drawdown Indicators


ZPDU.DEVJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.80%

-25.40%

-10.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-11.93%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-29.76%

Max Drawdown (10Y)

Largest decline over 10 years

-35.80%

Current Drawdown

Current decline from peak

-3.19%

-4.73%

+1.54%

Average Drawdown

Average peak-to-trough decline

-8.70%

-2.98%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.66%

+1.78%

Volatility

ZPDU.DE vs. VJPU.L - Volatility Comparison

The current volatility for SPDR S&P US Utilities Select Sector UCITS ETF (ZPDU.DE) is 5.45%, while Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) has a volatility of 8.72%. This indicates that ZPDU.DE experiences smaller price fluctuations and is considered to be less risky than VJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDU.DEVJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

8.72%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

15.46%

-5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

22.93%

-5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

20.71%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

20.71%

-2.46%