PortfoliosLab logoPortfoliosLab logo
FTGT.DE vs. ZPRP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGT.DE vs. ZPRP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.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.

Loading graphics...

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


2026 (YTD)2025202420232022
FTGT.DE
First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc
0.89%-4.41%-6.32%9.64%-24.17%
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF
0.40%6.98%-2.34%19.03%-30.86%

Returns By Period

In the year-to-date period, FTGT.DE achieves a 0.89% return, which is significantly higher than ZPRP.DE's 0.40% return.


FTGT.DE

1D
0.58%
1M
-6.18%
YTD
0.89%
6M
1.87%
1Y
-4.97%
3Y*
-0.46%
5Y*
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)

Compare stocks, funds, or ETFs

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


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

FTGT.DE has a 0.60% expense ratio, which is higher than ZPRP.DE's 0.30% expense ratio.


Return for Risk

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

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

FTGT.DE
FTGT.DE Risk / Return Rank: 55
Overall Rank
FTGT.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FTGT.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
FTGT.DE Omega Ratio Rank: 66
Omega Ratio Rank
FTGT.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
FTGT.DE Martin Ratio Rank: 22
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.

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

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.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.


FTGT.DEZPRP.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.51

-0.83

Sortino ratio

Return per unit of downside risk

-0.33

0.79

-1.12

Omega ratio

Gain probability vs. loss probability

0.96

1.11

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.39

0.59

-0.97

Martin ratio

Return relative to average drawdown

-1.20

2.06

-3.25

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

The current FTGT.DE Sharpe Ratio is -0.32, which is lower than the ZPRP.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FTGT.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.


Loading graphics...

Sharpe Ratios by Period


FTGT.DEZPRP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.51

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

0.09

-0.50

Correlation

The correlation between FTGT.DE and ZPRP.DE is 0.55, 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

FTGT.DE vs. ZPRP.DE - Dividend Comparison

Neither FTGT.DE nor ZPRP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTGT.DE vs. ZPRP.DE - Drawdown Comparison

The maximum FTGT.DE drawdown since its inception was -33.54%, smaller than the maximum ZPRP.DE drawdown of -48.69%. Use the drawdown chart below to compare losses from any high point for FTGT.DE and ZPRP.DE.


Loading graphics...

Drawdown Indicators


FTGT.DEZPRP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.54%

-48.69%

+15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-15.29%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-48.69%

Max Drawdown (10Y)

Largest decline over 10 years

-48.69%

Current Drawdown

Current decline from peak

-26.34%

-25.40%

-0.94%

Average Drawdown

Average peak-to-trough decline

-22.41%

-16.69%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

4.36%

-0.47%

Volatility

FTGT.DE vs. ZPRP.DE - Volatility Comparison

The current volatility for First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) is 3.99%, while SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a volatility of 7.46%. This indicates that FTGT.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.


Loading graphics...

Volatility by Period


FTGT.DEZPRP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

7.46%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

11.42%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

16.80%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

22.00%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

19.68%

-3.07%