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ESGP.DE vs. ZPRA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESGP.DE vs. ZPRA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) and SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE). The values are adjusted to include any dividend payments, if applicable.

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ESGP.DE vs. ZPRA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESGP.DE
HANetf AuAg ESG Gold Mining UCITS ETF
5.10%5.79%12.94%2.10%-2.36%2.35%
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
4.42%9.80%11.25%11.54%-10.70%2.82%

Returns By Period

In the year-to-date period, ESGP.DE achieves a 5.10% return, which is significantly higher than ZPRA.DE's 4.42% return.


ESGP.DE

1D
1.91%
1M
-3.60%
YTD
5.10%
6M
5.77%
1Y
14.10%
3Y*
8.43%
5Y*
10Y*

ZPRA.DE

1D
1.47%
1M
-1.81%
YTD
4.42%
6M
6.63%
1Y
12.49%
3Y*
12.05%
5Y*
5.13%
10Y*
6.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESGP.DE vs. ZPRA.DE - Expense Ratio Comparison

ESGP.DE has a 0.60% expense ratio, which is higher than ZPRA.DE's 0.55% expense ratio.


Return for Risk

ESGP.DE vs. ZPRA.DE — Risk / Return Rank

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

ESGP.DE
ESGP.DE Risk / Return Rank: 4646
Overall Rank
ESGP.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ESGP.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ESGP.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ESGP.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
ESGP.DE Martin Ratio Rank: 5252
Martin Ratio Rank

ZPRA.DE
ZPRA.DE Risk / Return Rank: 5656
Overall Rank
ZPRA.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ZPRA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
ZPRA.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPRA.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
ZPRA.DE Martin Ratio Rank: 5858
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.

ESGP.DE vs. ZPRA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) and SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.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.


ESGP.DEZPRA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.05

-0.15

Sortino ratio

Return per unit of downside risk

1.23

1.47

-0.25

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.29

1.77

-0.48

Martin ratio

Return relative to average drawdown

5.74

6.51

-0.77

ESGP.DE vs. ZPRA.DE - Sharpe Ratio Comparison

The current ESGP.DE Sharpe Ratio is 0.90, which is comparable to the ZPRA.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ESGP.DE and ZPRA.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


ESGP.DEZPRA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.05

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.41

-0.03

Correlation

The correlation between ESGP.DE and ZPRA.DE is 0.72, 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

ESGP.DE vs. ZPRA.DE - Dividend Comparison

ESGP.DE has not paid dividends to shareholders, while ZPRA.DE's dividend yield for the trailing twelve months is around 2.87%.


TTM20252024202320222021202020192018201720162015
ESGP.DE
HANetf AuAg ESG Gold Mining UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
2.87%3.01%2.98%2.92%3.64%4.00%3.04%2.62%2.41%1.78%2.25%3.17%

Drawdowns

ESGP.DE vs. ZPRA.DE - Drawdown Comparison

The maximum ESGP.DE drawdown since its inception was -20.50%, smaller than the maximum ZPRA.DE drawdown of -31.54%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and ZPRA.DE.


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Drawdown Indicators


ESGP.DEZPRA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-31.54%

+11.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-9.76%

-4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

Max Drawdown (10Y)

Largest decline over 10 years

-31.54%

Current Drawdown

Current decline from peak

-4.18%

-2.76%

-1.42%

Average Drawdown

Average peak-to-trough decline

-5.43%

-6.52%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.02%

+0.48%

Volatility

ESGP.DE vs. ZPRA.DE - Volatility Comparison

HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) has a higher volatility of 4.37% compared to SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE) at 3.72%. This indicates that ESGP.DE's price experiences larger fluctuations and is considered to be riskier than ZPRA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGP.DEZPRA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

3.72%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

7.27%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

11.85%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

12.93%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

14.57%

0.00%