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State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) Sharpe Ratio: 1.88

ETF · Currency in USD · Last updated Jul 4, 2026

The ETF tracks U.S. Treasury bills with one- to three-month maturities using an MXN-hedged index and accumulating share class.

ZPRM.DE's Sharpe Ratio of 1.88 indicates that for each unit of volatility, it generates 1.88 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ZPRM.DE Sharpe Ratio Rank

ZPRM.DE Sharpe Ratio Rank: 72.472
Above Average

ZPRM.DE ranks above 72.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

ZPRM.DE Sharpe Ratio Market Positioning

The chart shows ZPRM.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.80 or lower
  • Yellow zone (middle 50%): 0.80 to 1.95
  • Green zone (top 25%): 1.95 or higher
  • Top 1%: 6.56+
  • Median: 1.44 — half of all investments score higher

How it compares to other similar ETFs

The table compares State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc)'s Sharpe Ratio with other ETFs in the Money Market category across multiple time periods, showing how ZPRM.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
YCSH.DEiShares € Cash UCITS ETF EUR Acc17.87
DBXT.DEXtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)10.37
XEOD.DEXtrackers II EUR Overnight Rate Swap UCITS ETF 1D6.23
L8I3.DEAmundi EUR Overnight Return UCITS ETF (Acc)6.17
ZPR1.DEState Street SPDR Bloomberg 1-3 Month T-Bill UCITS ETF (Acc)3.66
E0UA.DEiShares Euro Government Bond 0-3 Month UCITS ETF EUR (Acc)3.27
EGV2.DEAmundi Smart Overnight Return UCITS ETF (Dist)2.22
ZPRM.DEState Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc)1.88
C101.DEAmundi USD Fed Funds Rate UCITS ETF (Dist)1.12
DXS1.DEXtrackers II GBP Overnight Rate Swap UCITS ETF (Dist)1.10

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ZPRM.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ZPRM.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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