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QDEV.DE vs. ZPRX.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDEV.DE vs. ZPRX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR (QDEV.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE). The values are adjusted to include any dividend payments, if applicable.

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QDEV.DE vs. ZPRX.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QDEV.DE achieves a -7.85% return, which is significantly lower than ZPRX.DE's -1.45% return.


QDEV.DE

1D
0.39%
1M
-6.16%
YTD
-7.85%
6M
-5.19%
1Y
5.09%
3Y*
5Y*
10Y*

ZPRX.DE

1D
2.32%
1M
-5.85%
YTD
-1.45%
6M
2.76%
1Y
15.41%
3Y*
12.28%
5Y*
7.32%
10Y*
7.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDEV.DE vs. ZPRX.DE - Expense Ratio Comparison

QDEV.DE has a 0.35% expense ratio, which is higher than ZPRX.DE's 0.30% expense ratio.


Return for Risk

QDEV.DE vs. ZPRX.DE — Risk / Return Rank

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

QDEV.DE
QDEV.DE Risk / Return Rank: 1919
Overall Rank
QDEV.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
QDEV.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
QDEV.DE Omega Ratio Rank: 1919
Omega Ratio Rank
QDEV.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
QDEV.DE Martin Ratio Rank: 1919
Martin Ratio Rank

ZPRX.DE
ZPRX.DE Risk / Return Rank: 4949
Overall Rank
ZPRX.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ZPRX.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZPRX.DE Omega Ratio Rank: 4747
Omega Ratio Rank
ZPRX.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
ZPRX.DE Martin Ratio Rank: 5151
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.

QDEV.DE vs. ZPRX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR (QDEV.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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.


QDEV.DEZPRX.DEDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.95

-0.66

Sortino ratio

Return per unit of downside risk

0.53

1.33

-0.80

Omega ratio

Gain probability vs. loss probability

1.07

1.19

-0.12

Calmar ratio

Return relative to maximum drawdown

0.32

1.39

-1.07

Martin ratio

Return relative to average drawdown

1.10

5.22

-4.12

QDEV.DE vs. ZPRX.DE - Sharpe Ratio Comparison

The current QDEV.DE Sharpe Ratio is 0.30, which is lower than the ZPRX.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of QDEV.DE and ZPRX.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.


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Sharpe Ratios by Period


QDEV.DEZPRX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.95

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.35

-0.46

Correlation

The correlation between QDEV.DE and ZPRX.DE is 0.60, 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

QDEV.DE vs. ZPRX.DE - Dividend Comparison

Neither QDEV.DE nor ZPRX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QDEV.DE vs. ZPRX.DE - Drawdown Comparison

The maximum QDEV.DE drawdown since its inception was -21.86%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for QDEV.DE and ZPRX.DE.


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Drawdown Indicators


QDEV.DEZPRX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-43.93%

+22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-11.87%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

Max Drawdown (10Y)

Largest decline over 10 years

-43.93%

Current Drawdown

Current decline from peak

-10.29%

-7.81%

-2.48%

Average Drawdown

Average peak-to-trough decline

-4.84%

-7.79%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

3.10%

+0.41%

Volatility

QDEV.DE vs. ZPRX.DE - Volatility Comparison

The current volatility for SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR (QDEV.DE) is 3.50%, while SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 6.33%. This indicates that QDEV.DE experiences smaller price fluctuations and is considered to be less risky than ZPRX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDEV.DEZPRX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

6.33%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

10.26%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

16.11%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

16.57%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

18.09%

-1.35%