PortfoliosLab logoPortfoliosLab logo
AEGE.DE vs. ZPDX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AEGE.DE vs. ZPDX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc (AEGE.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AEGE.DE achieves a -0.17% return, which is significantly lower than ZPDX.DE's 6.68% return.


AEGE.DE

1D
0.20%
1M
-0.55%
YTD
-0.17%
6M
-0.28%
1Y
1.10%
3Y*
2.11%
5Y*
10Y*

ZPDX.DE

1D
0.99%
1M
1.63%
YTD
6.68%
6M
8.76%
1Y
11.73%
3Y*
12.67%
5Y*
9.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEGE.DE vs. ZPDX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AEGE.DE
iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc
-0.17%2.29%1.46%4.27%-13.83%-1.57%
ZPDX.DE
SPDR STOXX Europe 600 SRI UCITS ETF
6.68%14.73%10.10%18.67%-11.83%4.42%

Correlation

The correlation between AEGE.DE and ZPDX.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.16

Over the past year, AEGE.DE and ZPDX.DE have become more correlated (0.40) than their long-term average of 0.16, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

AEGE.DE vs. ZPDX.DE — Risk / Return Rank

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

AEGE.DE
AEGE.DE Risk / Return Rank: 1313
Overall Rank
AEGE.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AEGE.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
AEGE.DE Omega Ratio Rank: 1212
Omega Ratio Rank
AEGE.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
AEGE.DE Martin Ratio Rank: 1414
Martin Ratio Rank

ZPDX.DE
ZPDX.DE Risk / Return Rank: 2525
Overall Rank
ZPDX.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ZPDX.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ZPDX.DE Omega Ratio Rank: 2525
Omega Ratio Rank
ZPDX.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
ZPDX.DE Martin Ratio Rank: 2626
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.

AEGE.DE vs. ZPDX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc (AEGE.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.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.


AEGE.DEZPDX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.05

1.16

-0.11

Calmar ratioReturn relative to maximum drawdown

0.38

1.10

-0.72

Martin ratioReturn relative to average drawdown

1.07

3.43

-2.36

AEGE.DE vs. ZPDX.DE - Sharpe Ratio Comparison

The current AEGE.DE Sharpe Ratio is 0.30, which is lower than the ZPDX.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of AEGE.DE and ZPDX.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.


Loading charts...

Sharpe Ratios by Period


AEGE.DEZPDX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.86

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

0.59

-0.96

Drawdowns

AEGE.DE vs. ZPDX.DE - Drawdown Comparison

The maximum AEGE.DE drawdown since its inception was -17.22%, smaller than the maximum ZPDX.DE drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for AEGE.DE and ZPDX.DE.


Loading charts...

Drawdown Indicators


AEGE.DEZPDX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.22%

-35.97%

+18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-10.73%

+7.97%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

-16.01%

+12.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.27%

Current Drawdown

Current decline from peak

-8.37%

-1.40%

-6.97%

Average Drawdown

Average peak-to-trough decline

-10.26%

-5.32%

-4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

3.47%

-2.48%

Volatility

AEGE.DE vs. ZPDX.DE - Volatility Comparison

The current volatility for iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc (AEGE.DE) is 1.77%, while SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) has a volatility of 4.19%. This indicates that AEGE.DE experiences smaller price fluctuations and is considered to be less risky than ZPDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AEGE.DEZPDX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

4.19%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

11.18%

-8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

13.77%

-10.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

14.29%

-9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

16.74%

-11.96%

AEGE.DE vs. ZPDX.DE - Expense Ratio Comparison

AEGE.DE has a 0.10% expense ratio, which is lower than ZPDX.DE's 0.12% 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

AEGE.DE vs. ZPDX.DE - Dividend Comparison

Neither AEGE.DE nor ZPDX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AEGE.DE and ZPDX.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AEGE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AEGE.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for ZPDX.DE.

AEGE.DE is categorized as Global Bonds, while ZPDX.DE is Europe Equities. AEGE.DE tracks Bloomberg MSCI Global Aggregate Sustainable and Green Bond SRI (EUR Hedged), while ZPDX.DE tracks STOXX® Europe 600 SRI. They also come from different issuers: iShares and State Street. Their fees differ too: 0.10% for AEGE.DE and 0.12% for ZPDX.DE.

Portfolio Optimizer

Find the right allocation for AEGE.DE and ZPDX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer