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EXI5.DE vs. ZPRP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXI5.DE vs. ZPRP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.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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Returns By Period

In the year-to-date period, EXI5.DE achieves a -0.40% return, which is significantly higher than ZPRP.DE's -0.81% return. Over the past 10 years, EXI5.DE has underperformed ZPRP.DE with an annualized return of -1.04%, while ZPRP.DE has yielded a comparatively higher 0.99% annualized return.


EXI5.DE

1D
0.83%
1M
-2.70%
YTD
-0.40%
6M
0.52%
1Y
-4.69%
3Y*
6.81%
5Y*
-4.96%
10Y*
-1.04%

ZPRP.DE

1D
0.56%
1M
-1.34%
YTD
-0.81%
6M
-0.50%
1Y
-2.34%
3Y*
9.93%
5Y*
-4.33%
10Y*
0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXI5.DE vs. ZPRP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXI5.DE
iShares STOXX Europe 600 Real Estate UCITS ETF (DE)
-0.40%3.76%-4.15%17.26%-37.90%16.10%-8.71%27.58%-10.93%10.25%
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF
-0.81%6.98%-2.34%19.03%-36.37%10.87%-6.56%26.91%-5.98%14.94%

Correlation

The correlation between EXI5.DE and ZPRP.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2015

0.95

The correlation between EXI5.DE and ZPRP.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

EXI5.DE vs. ZPRP.DE — Risk / Return Rank

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

EXI5.DE
EXI5.DE Risk / Return Rank: 66
Overall Rank
EXI5.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EXI5.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EXI5.DE Omega Ratio Rank: 66
Omega Ratio Rank
EXI5.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
EXI5.DE Martin Ratio Rank: 66
Martin Ratio Rank

ZPRP.DE
ZPRP.DE Risk / Return Rank: 77
Overall Rank
ZPRP.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ZPRP.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
ZPRP.DE Omega Ratio Rank: 77
Omega Ratio Rank
ZPRP.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ZPRP.DE Martin Ratio Rank: 77
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.

EXI5.DE vs. ZPRP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.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.


EXI5.DEZPRP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

0.96

0.99

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.32

-0.15

-0.17

Martin ratioReturn relative to average drawdown

-0.75

-0.41

-0.34

EXI5.DE vs. ZPRP.DE - Sharpe Ratio Comparison

The current EXI5.DE Sharpe Ratio is -0.31, which is lower than the ZPRP.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of EXI5.DE and ZPRP.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


EXI5.DEZPRP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

-0.15

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.19

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.05

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.08

-0.10

Drawdowns

EXI5.DE vs. ZPRP.DE - Drawdown Comparison

The maximum EXI5.DE drawdown since its inception was -77.04%, which is greater than ZPRP.DE's maximum drawdown of -48.69%. Use the drawdown chart below to compare losses from any high point for EXI5.DE and ZPRP.DE.


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Drawdown Indicators


EXI5.DEZPRP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-77.04%

-48.69%

-28.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

-15.29%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.03%

-19.80%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-48.08%

-48.69%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

-48.69%

+0.61%

Current Drawdown

Current decline from peak

-29.97%

-26.29%

-3.68%

Average Drawdown

Average peak-to-trough decline

-30.50%

-16.81%

-13.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

5.75%

+0.75%

Volatility

EXI5.DE vs. ZPRP.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) is 4.75%, while SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a volatility of 5.34%. This indicates that EXI5.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


EXI5.DEZPRP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

5.34%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

13.00%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

15.30%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.21%

22.12%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.28%

19.77%

+0.51%

EXI5.DE vs. ZPRP.DE - Expense Ratio Comparison

EXI5.DE has a 0.46% expense ratio, which is higher than ZPRP.DE's 0.30% expense ratio.


Dividends

EXI5.DE vs. ZPRP.DE - Dividend Comparison

EXI5.DE's dividend yield for the trailing twelve months is around 2.13%, while ZPRP.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXI5.DE
iShares STOXX Europe 600 Real Estate UCITS ETF (DE)
2.13%2.02%1.82%2.05%2.19%0.93%1.30%2.10%2.15%3.10%2.80%2.65%
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate 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


With a correlation of 0.94, EXI5.DE and ZPRP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ZPRP.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRP.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for EXI5.DE.

EXI5.DE tracks STOXX® Europe 600 Real Estate, while ZPRP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK. They also come from different issuers: iShares and State Street. Their fees differ too: 0.46% for EXI5.DE and 0.30% for ZPRP.DE.

Portfolio Optimizer

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