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SPYF.DE vs. ZPRD.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SPYF.DEZPRD.DE
YTD Return13.43%10.19%
1Y Return15.49%13.12%
3Y Return (Ann)8.03%7.64%
5Y Return (Ann)6.64%5.64%
Sharpe Ratio1.491.26
Daily Std Dev10.49%9.98%
Max Drawdown-41.53%-35.32%
Current Drawdown-0.91%-0.60%

Correlation

-0.50.00.51.00.9

The correlation between SPYF.DE and ZPRD.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SPYF.DE vs. ZPRD.DE - Performance Comparison

In the year-to-date period, SPYF.DE achieves a 13.43% return, which is significantly higher than ZPRD.DE's 10.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
13.19%
11.95%
SPYF.DE
ZPRD.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPYF.DE vs. ZPRD.DE - Expense Ratio Comparison

Both SPYF.DE and ZPRD.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


SPYF.DE
SPDR FTSE UK All Share UCITS ETF
Expense ratio chart for SPYF.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for ZPRD.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SPYF.DE vs. ZPRD.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (SPYF.DE) and SPDR FTSE UK All Share UCITS ETF (ZPRD.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.


SPYF.DE
Sharpe ratio
The chart of Sharpe ratio for SPYF.DE, currently valued at 1.63, compared to the broader market0.002.004.001.63
Sortino ratio
The chart of Sortino ratio for SPYF.DE, currently valued at 2.38, compared to the broader market-2.000.002.004.006.008.0010.0012.002.38
Omega ratio
The chart of Omega ratio for SPYF.DE, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.28
Calmar ratio
The chart of Calmar ratio for SPYF.DE, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.54
Martin ratio
The chart of Martin ratio for SPYF.DE, currently valued at 8.97, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.97
ZPRD.DE
Sharpe ratio
The chart of Sharpe ratio for ZPRD.DE, currently valued at 1.39, compared to the broader market0.002.004.001.39
Sortino ratio
The chart of Sortino ratio for ZPRD.DE, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.0012.002.07
Omega ratio
The chart of Omega ratio for ZPRD.DE, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.24
Calmar ratio
The chart of Calmar ratio for ZPRD.DE, currently valued at 1.66, compared to the broader market0.005.0010.0015.001.66
Martin ratio
The chart of Martin ratio for ZPRD.DE, currently valued at 6.26, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.26

SPYF.DE vs. ZPRD.DE - Sharpe Ratio Comparison

The current SPYF.DE Sharpe Ratio is 1.49, which roughly equals the ZPRD.DE Sharpe Ratio of 1.26. The chart below compares the 12-month rolling Sharpe Ratio of SPYF.DE and ZPRD.DE.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.63
1.39
SPYF.DE
ZPRD.DE

Dividends

SPYF.DE vs. ZPRD.DE - Dividend Comparison

SPYF.DE has not paid dividends to shareholders, while ZPRD.DE's dividend yield for the trailing twelve months is around 1.25%.


TTM202320222021202020192018
SPYF.DE
SPDR FTSE UK All Share UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZPRD.DE
SPDR FTSE UK All Share UCITS ETF
1.25%3.34%3.42%3.25%2.97%5.37%3.66%

Drawdowns

SPYF.DE vs. ZPRD.DE - Drawdown Comparison

The maximum SPYF.DE drawdown since its inception was -41.53%, which is greater than ZPRD.DE's maximum drawdown of -35.32%. Use the drawdown chart below to compare losses from any high point for SPYF.DE and ZPRD.DE. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-0.89%
-0.81%
SPYF.DE
ZPRD.DE

Volatility

SPYF.DE vs. ZPRD.DE - Volatility Comparison

SPDR FTSE UK All Share UCITS ETF (SPYF.DE) has a higher volatility of 3.24% compared to SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) at 2.80%. This indicates that SPYF.DE's price experiences larger fluctuations and is considered to be riskier than ZPRD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%AprilMayJuneJulyAugustSeptember
3.24%
2.80%
SPYF.DE
ZPRD.DE