IDVY.L vs. ZPRG.DE
IDVY.L (iShares EURO Dividend UCITS) and ZPRG.DE (SPDR S&P Global Dividend Aristocrats UCITS) are both exchange-traded funds - IDVY.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while ZPRG.DE is a Global Equity Income fund tracking the S&P Global Dividend Aristocrats Quality Income Index. Both are passively managed. Over the past 10 years, IDVY.L returned 8.60%/yr vs 7.19%/yr for ZPRG.DE. A 0.68 correlation means they provide meaningful diversification when combined. IDVY.L charges 0.40%/yr vs 0.45%/yr for ZPRG.DE.
Performance
IDVY.L vs. ZPRG.DE - Performance Comparison
Loading charts...
Different Trading Currencies
IDVY.L is traded in GBp, while ZPRG.DE is traded in EUR. To make them comparable, the ZPRG.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with IDVY.L having a 6.92% return and ZPRG.DE slightly lower at 6.69%. Over the past 10 years, IDVY.L has outperformed ZPRG.DE with an annualized return of 8.60%, while ZPRG.DE has yielded a comparatively lower 7.19% annualized return.
IDVY.L
- 1D
- -0.05%
- 1M
- 1.87%
- YTD
- 6.92%
- 6M
- 8.25%
- 1Y
- 23.35%
- 3Y*
- 20.36%
- 5Y*
- 9.09%
- 10Y*
- 8.60%
ZPRG.DE
- 1D
- -0.29%
- 1M
- 1.35%
- YTD
- 6.69%
- 6M
- 7.36%
- 1Y
- 17.44%
- 3Y*
- 11.72%
- 5Y*
- 6.64%
- 10Y*
- 7.19%
IDVY.L vs. ZPRG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 6.92% | 48.82% | 3.38% | 2.07% | -8.05% | 15.68% | -13.27% | 15.14% | -9.98% | 13.82% |
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 6.69% | 10.50% | 8.26% | 1.43% | 4.37% | 16.20% | -12.85% | 17.23% | -3.95% | 8.67% |
Correlation
The correlation between IDVY.L and ZPRG.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 16, 2013 | 0.68 |
Over the past year, the correlation between IDVY.L and ZPRG.DE has dropped to 0.45 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDVY.L vs. ZPRG.DE — Risk / Return Rank
IDVY.L
ZPRG.DE
IDVY.L vs. ZPRG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO Dividend UCITS (IDVY.L) and SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.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.
| IDVY.L | ZPRG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.70 | -0.10 |
| Martin ratioReturn relative to average drawdown | 8.88 | 8.80 | +0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IDVY.L | ZPRG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.86 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.54 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.49 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.48 | -0.39 |
Drawdowns
IDVY.L vs. ZPRG.DE - Drawdown Comparison
The maximum IDVY.L drawdown since its inception was -74.07%, which is greater than ZPRG.DE's maximum drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for IDVY.L and ZPRG.DE.
Loading charts...
Drawdown Indicators
| IDVY.L | ZPRG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.07% | -35.69% | -38.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -6.43% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -10.50% | -15.20% | +4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -20.98% | -16.18% | -4.80% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -35.69% | -3.43% |
Current DrawdownCurrent decline from peak | -1.45% | -1.53% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -33.84% | -5.49% | -28.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 1.98% | +0.64% |
Volatility
IDVY.L vs. ZPRG.DE - Volatility Comparison
iShares EURO Dividend UCITS (IDVY.L) and SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) have volatilities of 2.43% and 2.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDVY.L | ZPRG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 2.34% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 6.88% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 9.38% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 12.22% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 14.63% | +2.78% |
IDVY.L vs. ZPRG.DE - Expense Ratio Comparison
IDVY.L has a 0.40% expense ratio, which is lower than ZPRG.DE's 0.45% expense ratio.
Dividends
IDVY.L vs. ZPRG.DE - Dividend Comparison
IDVY.L's dividend yield for the trailing twelve months is around 3.98%, more than ZPRG.DE's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 3.98% | 4.28% | 5.94% | 5.75% | 5.08% | 3.76% | 3.59% | 5.03% | 4.68% | 3.85% | 3.69% | 3.93% |
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 3.87% | 4.25% | 3.73% | 4.22% | 4.49% | 3.58% | 3.98% | 3.44% | 3.95% | 3.36% | 3.62% | 3.80% |
Frequently Asked Questions
IDVY.L and ZPRG.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDVY.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDVY.L is cheaper with a 0.40% expense ratio, compared with 0.45% for ZPRG.DE.
IDVY.L is categorized as Europe Equities, while ZPRG.DE is Global Equity Income. IDVY.L tracks MSCI EMU NR EUR, while ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IDVY.L and 0.45% for ZPRG.DE.
Find the right allocation for IDVY.L and ZPRG.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer