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

Performance

SPYA.DE vs. ZPRX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI EM Asia UCITS ETF (SPYA.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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Returns By Period

In the year-to-date period, SPYA.DE achieves a 32.76% return, which is significantly higher than ZPRX.DE's 7.81% return. Over the past 10 years, SPYA.DE has outperformed ZPRX.DE with an annualized return of 10.77%, while ZPRX.DE has yielded a comparatively lower 8.15% annualized return.


SPYA.DE

1D
-1.79%
1M
7.19%
YTD
32.76%
6M
34.22%
1Y
53.92%
3Y*
22.22%
5Y*
8.39%
10Y*
10.77%

ZPRX.DE

1D
0.33%
1M
3.14%
YTD
7.81%
6M
11.48%
1Y
17.16%
3Y*
15.09%
5Y*
7.77%
10Y*
8.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPYA.DE
SPDR MSCI EM Asia UCITS ETF
32.76%17.77%17.39%3.14%-16.02%1.17%15.21%21.30%-11.35%25.30%
ZPRX.DE
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF
7.81%26.81%4.28%15.28%-13.52%27.58%-3.52%29.02%-19.20%12.89%

Correlation

The correlation between SPYA.DE and ZPRX.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.51

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

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2015

0.53

The correlation between SPYA.DE and ZPRX.DE has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

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Return for Risk

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

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

SPYA.DE
SPYA.DE Risk / Return Rank: 8585
Overall Rank
SPYA.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SPYA.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYA.DE Omega Ratio Rank: 8383
Omega Ratio Rank
SPYA.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPYA.DE Martin Ratio Rank: 8484
Martin Ratio Rank

ZPRX.DE
ZPRX.DE Risk / Return Rank: 3434
Overall Rank
ZPRX.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ZPRX.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ZPRX.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ZPRX.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
ZPRX.DE Martin Ratio Rank: 3636
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EM Asia UCITS ETF (SPYA.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.


SPYA.DEZPRX.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.49

1.22

+0.27

Calmar ratioReturn relative to maximum drawdown

4.82

1.47

+3.35

Martin ratioReturn relative to average drawdown

16.86

5.42

+11.44

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

The current SPYA.DE Sharpe Ratio is 2.80, which is higher than the ZPRX.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SPYA.DE and ZPRX.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.


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Sharpe Ratios by Period


SPYA.DEZPRX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

1.23

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.46

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.45

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.39

+0.06

Drawdowns

SPYA.DE vs. ZPRX.DE - Drawdown Comparison

The maximum SPYA.DE drawdown since its inception was -35.34%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for SPYA.DE and ZPRX.DE.


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Drawdown Indicators


SPYA.DEZPRX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-43.93%

+8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-11.63%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-21.39%

-15.95%

-5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-27.52%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-43.93%

+10.08%

Current Drawdown

Current decline from peak

-2.98%

-1.51%

-1.47%

Average Drawdown

Average peak-to-trough decline

-10.94%

-7.71%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.16%

+0.03%

Volatility

SPYA.DE vs. ZPRX.DE - Volatility Comparison

SPDR MSCI EM Asia UCITS ETF (SPYA.DE) has a higher volatility of 8.10% compared to SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) at 4.17%. This indicates that SPYA.DE's price experiences larger fluctuations and is considered to be riskier 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


SPYA.DEZPRX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

4.17%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

11.30%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

13.94%

+5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

16.69%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

18.14%

+1.05%

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

SPYA.DE has a 0.55% expense ratio, which is higher than ZPRX.DE's 0.30% expense ratio.


Dividends

SPYA.DE vs. ZPRX.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPYA.DE and ZPRX.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRX.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRX.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for SPYA.DE.

SPYA.DE is categorized as Asia Pacific Equities, while ZPRX.DE is Europe Equities. SPYA.DE tracks MSCI Emerging Markets Asia, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.55% for SPYA.DE and 0.30% for ZPRX.DE.

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