PortfoliosLab logoPortfoliosLab logo
ZPDU.DE vs. WELD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPDU.DE vs. WELD.DE - 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 Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ZPDU.DE vs. WELD.DE - 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%2.15%
WELD.DE
Amundi S&P Global Utilities ESG UCITS ETF EUR Acc
11.75%18.60%10.09%1.57%9.15%

Returns By Period

In the year-to-date period, ZPDU.DE achieves a 9.18% return, which is significantly lower than WELD.DE's 11.75% 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%

WELD.DE

1D
0.87%
1M
-1.12%
YTD
11.75%
6M
15.67%
1Y
24.96%
3Y*
13.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ZPDU.DE vs. WELD.DE - Expense Ratio Comparison

ZPDU.DE has a 0.15% expense ratio, which is lower than WELD.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%.


Return for Risk

ZPDU.DE vs. WELD.DE — 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

WELD.DE
WELD.DE Risk / Return Rank: 8181
Overall Rank
WELD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WELD.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
WELD.DE Omega Ratio Rank: 7878
Omega Ratio Rank
WELD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
WELD.DE Martin Ratio Rank: 8282
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. WELD.DE - 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 Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.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.


ZPDU.DEWELD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.72

-1.09

Sortino ratio

Return per unit of downside risk

0.95

2.23

-1.28

Omega ratio

Gain probability vs. loss probability

1.13

1.31

-0.19

Calmar ratio

Return relative to maximum drawdown

1.06

2.53

-1.47

Martin ratio

Return relative to average drawdown

2.39

10.14

-7.75

ZPDU.DE vs. WELD.DE - Sharpe Ratio Comparison

The current ZPDU.DE Sharpe Ratio is 0.63, which is lower than the WELD.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ZPDU.DE and WELD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ZPDU.DEWELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.72

-1.09

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

1.11

-0.58

Correlation

The correlation between ZPDU.DE and WELD.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZPDU.DE vs. WELD.DE - Dividend Comparison

Neither ZPDU.DE nor WELD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPDU.DE vs. WELD.DE - Drawdown Comparison

The maximum ZPDU.DE drawdown since its inception was -35.80%, which is greater than WELD.DE's maximum drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for ZPDU.DE and WELD.DE.


Loading graphics...

Drawdown Indicators


ZPDU.DEWELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.80%

-14.07%

-21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-9.74%

-1.98%

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%

-2.20%

-0.99%

Average Drawdown

Average peak-to-trough decline

-8.70%

-3.19%

-5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.43%

+2.01%

Volatility

ZPDU.DE vs. WELD.DE - Volatility Comparison

SPDR S&P US Utilities Select Sector UCITS ETF (ZPDU.DE) and Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.DE) have volatilities of 5.45% and 5.39%, 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.


Loading graphics...

Volatility by Period


ZPDU.DEWELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.39%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

8.98%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

14.45%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

13.30%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

13.30%

+4.95%