PortfoliosLab logoPortfoliosLab logo
SPPW.DE vs. ZPR1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPW.DE vs. ZPR1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World UCITS ETF (SPPW.DE) and State Street SPDR Bloomberg 1-3 Month T-Bill UCITS ETF (Acc) (ZPR1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SPPW.DE is traded in EUR, while ZPR1.DE is traded in USD. To make them comparable, the ZPR1.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPPW.DE achieves a 12.48% return, which is significantly higher than ZPR1.DE's 4.60% return.


SPPW.DE

1D
0.37%
1M
1.48%
6M
12.78%
YTD
12.48%
1Y
24.34%
3Y*
17.62%
5Y*
12.39%
10Y*

ZPR1.DE

1D
-0.01%
1M
1.73%
6M
4.36%
YTD
4.60%
1Y
6.75%
3Y*
2.91%
5Y*
4.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPW.DE vs. ZPR1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPPW.DE
SPDR MSCI World UCITS ETF
12.48%8.04%26.10%20.24%-13.28%32.64%5.29%8.02%
ZPR1.DE
State Street SPDR Bloomberg 1-3 Month T-Bill UCITS ETF (Acc)
4.60%-7.65%11.56%1.86%7.26%8.54%-8.63%1.13%

Correlation

The correlation between SPPW.DE and ZPR1.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.18

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2019

0.08

The correlation between SPPW.DE and ZPR1.DE shifts across timeframes, from 0.07 (5 years) to 0.18 (3 years), reflecting how their relationship changes across market environments.

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

SPPW.DE vs. ZPR1.DE — Risk / Return Rank

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

SPPW.DE
SPPW.DE Risk / Return Rank: 8383
Overall Rank
SPPW.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SPPW.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
SPPW.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SPPW.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
SPPW.DE Martin Ratio Rank: 8787
Martin Ratio Rank

ZPR1.DE
ZPR1.DE Risk / Return Rank: 9898
Overall Rank
ZPR1.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ZPR1.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
ZPR1.DE Omega Ratio Rank: 9898
Omega Ratio Rank
ZPR1.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ZPR1.DE Martin Ratio Rank: 9898
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.

SPPW.DE vs. ZPR1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SPPW.DE) and State Street SPDR Bloomberg 1-3 Month T-Bill UCITS ETF (Acc) (ZPR1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPPW.DEZPR1.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.40

1.20

+0.20

Calmar ratioReturn relative to maximum drawdown

3.72

1.75

+1.97

Martin ratioReturn relative to average drawdown

14.80

4.47

+10.33

SPPW.DE vs. ZPR1.DE - Sharpe Ratio Comparison

The current SPPW.DE Sharpe Ratio is 2.15, which is higher than the ZPR1.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SPPW.DE and ZPR1.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.


Loading charts...

Drawdowns

SPPW.DE vs. ZPR1.DE - Drawdown Comparison

The maximum SPPW.DE drawdown since its inception was -33.70%, which is greater than ZPR1.DE's maximum drawdown of -13.91%. Use the drawdown chart below to compare losses from any high point for SPPW.DE and ZPR1.DE.


Loading charts...

Drawdown Indicators


SPPW.DEZPR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.70%

-13.91%

-19.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

-3.85%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-21.62%

-11.52%

-10.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-11.73%

-9.89%

Current Drawdown

Current decline from peak

-0.07%

-5.08%

+5.01%

Average Drawdown

Average peak-to-trough decline

-4.89%

-6.31%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.51%

+0.13%

Volatility

SPPW.DE vs. ZPR1.DE - Volatility Comparison

SPDR MSCI World UCITS ETF (SPPW.DE) has a higher volatility of 3.15% compared to State Street SPDR Bloomberg 1-3 Month T-Bill UCITS ETF (Acc) (ZPR1.DE) at 1.62%. This indicates that SPPW.DE's price experiences larger fluctuations and is considered to be riskier than ZPR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPPW.DEZPR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

1.62%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.90%

4.40%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

6.17%

+5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

7.57%

+6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

7.57%

+9.03%

SPPW.DE vs. ZPR1.DE - Expense Ratio Comparison

SPPW.DE has a 0.12% expense ratio, which is higher than ZPR1.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPPW.DE vs. ZPR1.DE - Dividend Comparison

Neither SPPW.DE nor ZPR1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPW.DE and ZPR1.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPR1.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPR1.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for SPPW.DE.

SPPW.DE is categorized as Global Equities, while ZPR1.DE is Money Market. SPPW.DE tracks MSCI World, while ZPR1.DE tracks Bloomberg US Treasury Bills 1-3 Month Index. Their fees differ too: 0.12% for SPPW.DE and 0.05% for ZPR1.DE.

Portfolio Optimizer

Find the right allocation for SPPW.DE and ZPR1.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