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ZPDW.DE vs. SC0I.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDW.DE vs. SC0I.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) and Invesco MSCI Japan UCITS ETF (SC0I.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, ZPDW.DE achieves a 16.76% return, which is significantly higher than SC0I.DE's 14.80% return. Over the past 10 years, ZPDW.DE has outperformed SC0I.DE with an annualized return of 14.04%, while SC0I.DE has yielded a comparatively lower 8.52% annualized return.


ZPDW.DE

1D
-2.48%
1M
-4.34%
6M
9.40%
YTD
16.76%
1Y
43.91%
3Y*
25.04%
5Y*
19.19%
10Y*
14.04%

SC0I.DE

1D
-2.54%
1M
-4.40%
6M
7.55%
YTD
14.80%
1Y
32.01%
3Y*
15.32%
5Y*
9.37%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDW.DE vs. SC0I.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPDW.DE
State Street SPDR MSCI Japan EUR Hdg UCITS ETF
16.76%27.50%22.78%33.59%-5.96%12.63%7.91%16.59%-16.65%19.02%
SC0I.DE
Invesco MSCI Japan UCITS ETF
14.80%12.31%13.65%16.36%-12.51%9.85%5.13%22.22%-9.86%9.04%

Correlation

The correlation between ZPDW.DE and SC0I.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.87

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

0.82

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

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2015

0.84

The correlation between ZPDW.DE and SC0I.DE shifts across timeframes, from 0.82 (5 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ZPDW.DE vs. SC0I.DE — Risk / Return Rank

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

ZPDW.DE
ZPDW.DE Risk / Return Rank: 8787
Overall Rank
ZPDW.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ZPDW.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
ZPDW.DE Omega Ratio Rank: 8585
Omega Ratio Rank
ZPDW.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
ZPDW.DE Martin Ratio Rank: 8989
Martin Ratio Rank

SC0I.DE
SC0I.DE Risk / Return Rank: 7070
Overall Rank
SC0I.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SC0I.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
SC0I.DE Omega Ratio Rank: 6666
Omega Ratio Rank
SC0I.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SC0I.DE Martin Ratio Rank: 7373
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.

ZPDW.DE vs. SC0I.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) and Invesco MSCI Japan UCITS ETF (SC0I.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZPDW.DESC0I.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.39

1.30

+0.09

Calmar ratioReturn relative to maximum drawdown

4.53

3.11

+1.42

Martin ratioReturn relative to average drawdown

14.78

9.87

+4.91

ZPDW.DE vs. SC0I.DE - Sharpe Ratio Comparison

The current ZPDW.DE Sharpe Ratio is 2.11, which is higher than the SC0I.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ZPDW.DE and SC0I.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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Drawdowns

ZPDW.DE vs. SC0I.DE - Drawdown Comparison

The maximum ZPDW.DE drawdown since its inception was -34.37%, smaller than the maximum SC0I.DE drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for ZPDW.DE and SC0I.DE.


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Drawdown Indicators


ZPDW.DESC0I.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-41.87%

+7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-10.24%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-21.70%

-16.83%

-4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-19.11%

-2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-28.00%

-6.37%

Current Drawdown

Current decline from peak

-6.47%

-7.18%

+0.71%

Average Drawdown

Average peak-to-trough decline

-7.46%

-13.49%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.23%

-0.27%

Volatility

ZPDW.DE vs. SC0I.DE - Volatility Comparison

State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) and Invesco MSCI Japan UCITS ETF (SC0I.DE) have volatilities of 6.94% and 6.75%, 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


ZPDW.DESC0I.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

6.75%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

16.47%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

19.87%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

16.92%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

17.35%

+1.10%

ZPDW.DE vs. SC0I.DE - Expense Ratio Comparison

ZPDW.DE has a 0.17% expense ratio, which is lower than SC0I.DE's 0.19% 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

ZPDW.DE vs. SC0I.DE - Dividend Comparison

Neither ZPDW.DE nor SC0I.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, ZPDW.DE and SC0I.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, ZPDW.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDW.DE is cheaper with a 0.17% expense ratio, compared with 0.19% for SC0I.DE.

ZPDW.DE tracks MSCI Japan 100% Hedged to EUR Index, while SC0I.DE tracks MSCI Japan. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.17% for ZPDW.DE and 0.19% for SC0I.DE.

Portfolio Optimizer

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