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EUDV.L vs. ZPRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUDV.L vs. ZPRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) and SPDR MSCI EMU UCITS ETF (ZPRE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUDV.L is traded in GBP, while ZPRE.DE is traded in EUR. To make them comparable, the ZPRE.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUDV.L achieves a 4.50% return, which is significantly lower than ZPRE.DE's 8.19% return. Over the past 10 years, EUDV.L has underperformed ZPRE.DE with an annualized return of 7.85%, while ZPRE.DE has yielded a comparatively higher 11.05% annualized return.


EUDV.L

1D
0.21%
1M
-0.08%
YTD
4.50%
6M
6.32%
1Y
10.80%
3Y*
13.32%
5Y*
8.23%
10Y*
7.85%

ZPRE.DE

1D
0.72%
1M
4.91%
YTD
8.19%
6M
9.81%
1Y
21.35%
3Y*
16.15%
5Y*
10.66%
10Y*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDV.L vs. ZPRE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
4.50%25.91%3.63%15.58%-5.76%7.13%-6.89%15.79%-7.00%14.97%
ZPRE.DE
SPDR MSCI EMU UCITS ETF
8.19%30.84%4.71%16.33%-7.03%13.32%4.90%20.52%-11.59%18.05%

Correlation

The correlation between EUDV.L and ZPRE.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.74

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

0.78

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2013

0.84

The correlation between EUDV.L and ZPRE.DE shifts across timeframes, from 0.66 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUDV.L vs. ZPRE.DE — Risk / Return Rank

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

EUDV.L
EUDV.L Risk / Return Rank: 2727
Overall Rank
EUDV.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EUDV.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
EUDV.L Omega Ratio Rank: 2828
Omega Ratio Rank
EUDV.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
EUDV.L Martin Ratio Rank: 2727
Martin Ratio Rank

ZPRE.DE
ZPRE.DE Risk / Return Rank: 3737
Overall Rank
ZPRE.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ZPRE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
ZPRE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
ZPRE.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ZPRE.DE Martin Ratio Rank: 4141
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.

EUDV.L vs. ZPRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) and SPDR MSCI EMU UCITS ETF (ZPRE.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.


EUDV.LZPRE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratioReturn relative to maximum drawdown

1.17

1.96

-0.79

Martin ratioReturn relative to average drawdown

3.75

7.07

-3.32

EUDV.L vs. ZPRE.DE - Sharpe Ratio Comparison

The current EUDV.L Sharpe Ratio is 1.00, which is lower than the ZPRE.DE Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of EUDV.L and ZPRE.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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Sharpe Ratios by Period


EUDV.LZPRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.50

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.65

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.65

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.55

0.00

Drawdowns

EUDV.L vs. ZPRE.DE - Drawdown Comparison

The maximum EUDV.L drawdown since its inception was -31.64%, roughly equal to the maximum ZPRE.DE drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for EUDV.L and ZPRE.DE.


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Drawdown Indicators


EUDV.LZPRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-30.36%

-1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-10.83%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-9.82%

-13.67%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-22.06%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.64%

-30.36%

-1.28%

Current Drawdown

Current decline from peak

-4.04%

-0.11%

-3.93%

Average Drawdown

Average peak-to-trough decline

-5.25%

-5.04%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

3.01%

-0.14%

Volatility

EUDV.L vs. ZPRE.DE - Volatility Comparison

The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) is 2.61%, while SPDR MSCI EMU UCITS ETF (ZPRE.DE) has a volatility of 4.44%. This indicates that EUDV.L experiences smaller price fluctuations and is considered to be less risky than ZPRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDV.LZPRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

4.44%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

11.88%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

14.23%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

16.26%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

17.00%

-2.14%

EUDV.L vs. ZPRE.DE - Expense Ratio Comparison

EUDV.L has a 0.30% expense ratio, which is higher than ZPRE.DE's 0.18% expense ratio.


Dividends

EUDV.L vs. ZPRE.DE - Dividend Comparison

EUDV.L's dividend yield for the trailing twelve months is around 3.62%, while ZPRE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
3.62%4.04%3.68%3.29%3.56%2.86%3.14%3.52%3.71%3.14%2.94%2.97%
ZPRE.DE
SPDR MSCI EMU 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%

Frequently Asked Questions


EUDV.L and ZPRE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRE.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for EUDV.L.

EUDV.L tracks MSCI EMU NR EUR, while ZPRE.DE tracks MSCI EMU. Their fees differ too: 0.30% for EUDV.L and 0.18% for ZPRE.DE.

Portfolio Optimizer

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