PortfoliosLab logoPortfoliosLab logo
H4Z7.DE vs. ZPRP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H4Z7.DE vs. ZPRP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.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...

H4Z7.DE vs. ZPRP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4Z7.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)
4.68%-1.78%5.80%7.39%-13.07%
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF
0.86%6.98%-2.34%19.03%-16.41%

Returns By Period

In the year-to-date period, H4Z7.DE achieves a 4.68% return, which is significantly higher than ZPRP.DE's 0.86% return.


H4Z7.DE

1D
1.17%
1M
-3.91%
YTD
4.68%
6M
4.37%
1Y
4.09%
3Y*
5.47%
5Y*
10Y*

ZPRP.DE

1D
0.46%
1M
-5.41%
YTD
0.86%
6M
1.65%
1Y
9.47%
3Y*
10.83%
5Y*
-2.00%
10Y*
1.45%
*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.


H4Z7.DE vs. ZPRP.DE - Expense Ratio Comparison

H4Z7.DE has a 0.24% expense ratio, which is lower than ZPRP.DE's 0.30% expense ratio.


Return for Risk

H4Z7.DE vs. ZPRP.DE — Risk / Return Rank

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

H4Z7.DE
H4Z7.DE Risk / Return Rank: 2222
Overall Rank
H4Z7.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
H4Z7.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
H4Z7.DE Omega Ratio Rank: 1717
Omega Ratio Rank
H4Z7.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
H4Z7.DE Martin Ratio Rank: 2727
Martin Ratio Rank

ZPRP.DE
ZPRP.DE Risk / Return Rank: 2424
Overall Rank
ZPRP.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ZPRP.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ZPRP.DE Omega Ratio Rank: 2626
Omega Ratio Rank
ZPRP.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
ZPRP.DE Martin Ratio Rank: 2020
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.

H4Z7.DE vs. ZPRP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.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.


H4Z7.DEZPRP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.56

-0.29

Sortino ratio

Return per unit of downside risk

0.46

0.86

-0.40

Omega ratio

Gain probability vs. loss probability

1.06

1.12

-0.05

Calmar ratio

Return relative to maximum drawdown

0.94

0.46

+0.48

Martin ratio

Return relative to average drawdown

2.93

1.64

+1.29

H4Z7.DE vs. ZPRP.DE - Sharpe Ratio Comparison

The current H4Z7.DE Sharpe Ratio is 0.28, which is lower than the ZPRP.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of H4Z7.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


H4Z7.DEZPRP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.56

-0.29

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

0.03

0.09

-0.06

Correlation

The correlation between H4Z7.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

H4Z7.DE vs. ZPRP.DE - Dividend Comparison

Neither H4Z7.DE nor ZPRP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

H4Z7.DE vs. ZPRP.DE - Drawdown Comparison

The maximum H4Z7.DE drawdown since its inception was -26.78%, smaller than the maximum ZPRP.DE drawdown of -48.69%. Use the drawdown chart below to compare losses from any high point for H4Z7.DE and ZPRP.DE.


Loading graphics...

Drawdown Indicators


H4Z7.DEZPRP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.78%

-48.69%

+21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-15.29%

+4.91%

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

-5.26%

-25.05%

+19.79%

Average Drawdown

Average peak-to-trough decline

-11.97%

-16.69%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

4.32%

-1.78%

Volatility

H4Z7.DE vs. ZPRP.DE - Volatility Comparison

The current volatility for HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.DE) is 4.72%, while SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a volatility of 7.44%. This indicates that H4Z7.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


H4Z7.DEZPRP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

7.44%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

11.43%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

16.80%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

21.99%

-7.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.54%

19.68%

-5.14%