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CSYZ.DE vs. ZPRP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSYZ.DE vs. ZPRP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE) and SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE). The values are adjusted to include any dividend payments, if applicable.

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CSYZ.DE vs. ZPRP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CSYZ.DE
CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD
3.03%-5.02%2.47%4.08%-19.53%36.67%5.48%
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF
0.40%6.98%-2.34%19.03%-36.37%10.87%15.36%

Returns By Period

In the year-to-date period, CSYZ.DE achieves a 3.03% return, which is significantly higher than ZPRP.DE's 0.40% return.


CSYZ.DE

1D
0.87%
1M
-6.30%
YTD
3.03%
6M
0.97%
1Y
-1.01%
3Y*
2.04%
5Y*
0.46%
10Y*

ZPRP.DE

1D
3.09%
1M
-8.52%
YTD
0.40%
6M
0.52%
1Y
8.52%
3Y*
10.48%
5Y*
-2.09%
10Y*
1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSYZ.DE vs. ZPRP.DE - Expense Ratio Comparison

CSYZ.DE has a 0.25% expense ratio, which is lower than ZPRP.DE's 0.30% expense ratio.


Return for Risk

CSYZ.DE vs. ZPRP.DE — Risk / Return Rank

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

CSYZ.DE
CSYZ.DE Risk / Return Rank: 1010
Overall Rank
CSYZ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CSYZ.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
CSYZ.DE Omega Ratio Rank: 99
Omega Ratio Rank
CSYZ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
CSYZ.DE Martin Ratio Rank: 1010
Martin Ratio Rank

ZPRP.DE
ZPRP.DE Risk / Return Rank: 2525
Overall Rank
ZPRP.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ZPRP.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ZPRP.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ZPRP.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
ZPRP.DE Martin Ratio Rank: 2525
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.

CSYZ.DE vs. ZPRP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE) and SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.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.


CSYZ.DEZPRP.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.07

0.51

-0.58

Sortino ratio

Return per unit of downside risk

0.00

0.79

-0.78

Omega ratio

Gain probability vs. loss probability

1.00

1.11

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.06

0.59

-0.65

Martin ratio

Return relative to average drawdown

-0.20

2.06

-2.25

CSYZ.DE vs. ZPRP.DE - Sharpe Ratio Comparison

The current CSYZ.DE Sharpe Ratio is -0.07, which is lower than the ZPRP.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CSYZ.DE and ZPRP.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.


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Sharpe Ratios by Period


CSYZ.DEZPRP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.51

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.09

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.09

+0.13

Correlation

The correlation between CSYZ.DE and ZPRP.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSYZ.DE vs. ZPRP.DE - Dividend Comparison

CSYZ.DE's dividend yield for the trailing twelve months is around 1.05%, while ZPRP.DE has not paid dividends to shareholders.


TTM20252024202320222021
CSYZ.DE
CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD
1.05%1.32%0.00%0.76%3.39%0.21%
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSYZ.DE vs. ZPRP.DE - Drawdown Comparison

The maximum CSYZ.DE drawdown since its inception was -31.21%, smaller than the maximum ZPRP.DE drawdown of -48.69%. Use the drawdown chart below to compare losses from any high point for CSYZ.DE and ZPRP.DE.


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Drawdown Indicators


CSYZ.DEZPRP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-48.69%

+17.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-15.29%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

-48.69%

+17.48%

Max Drawdown (10Y)

Largest decline over 10 years

-48.69%

Current Drawdown

Current decline from peak

-18.52%

-25.40%

+6.88%

Average Drawdown

Average peak-to-trough decline

-13.81%

-16.69%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

4.36%

-1.22%

Volatility

CSYZ.DE vs. ZPRP.DE - Volatility Comparison

The current volatility for CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE) is 4.53%, while SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a volatility of 7.46%. This indicates that CSYZ.DE experiences smaller price fluctuations and is considered to be less risky than ZPRP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSYZ.DEZPRP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

7.46%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

11.42%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

16.80%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

22.00%

-6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

19.68%

-4.37%