SPYM.DE vs. ZPRD.DE
SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) and ZPRD.DE (SPDR FTSE UK All Share UCITS ETF) are both exchange-traded funds - SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while ZPRD.DE is a Europe Equities fund tracking the FTSE All-Share. Both are passively managed. Over the past 5 years, SPYM.DE returned 8.45%/yr vs 10.23%/yr for ZPRD.DE. A 0.57 correlation means they provide meaningful diversification when combined. SPYM.DE charges 0.18%/yr vs 0.20%/yr for ZPRD.DE.
Performance
SPYM.DE vs. ZPRD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYM.DE achieves a 27.39% return, which is significantly higher than ZPRD.DE's 5.97% return.
SPYM.DE
- 1D
- -1.63%
- 1M
- 3.70%
- YTD
- 27.39%
- 6M
- 27.92%
- 1Y
- 48.95%
- 3Y*
- 21.15%
- 5Y*
- 8.45%
- 10Y*
- 9.90%
ZPRD.DE
- 1D
- 0.37%
- 1M
- 0.04%
- YTD
- 5.97%
- 6M
- 8.83%
- 1Y
- 20.26%
- 3Y*
- 14.10%
- 5Y*
- 10.23%
- 10Y*
- —
SPYM.DE vs. ZPRD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.39% | 19.08% | 14.04% | 6.06% | -14.90% | 5.27% | 6.28% | 22.30% | -10.80% |
ZPRD.DE SPDR FTSE UK All Share UCITS ETF | 5.97% | 23.92% | 8.36% | 8.17% | -0.15% | 15.48% | -8.93% | 22.45% | -7.86% |
Correlation
The correlation between SPYM.DE and ZPRD.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2018 | 0.57 |
The correlation between SPYM.DE and ZPRD.DE shifts across timeframes, from 0.41 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYM.DE vs. ZPRD.DE — Risk / Return Rank
SPYM.DE
ZPRD.DE
SPYM.DE vs. ZPRD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.
| SPYM.DE | ZPRD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.34 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | 2.30 | +2.50 |
| Martin ratioReturn relative to average drawdown | 17.28 | 7.88 | +9.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYM.DE | ZPRD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 1.87 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.80 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.50 | -0.16 |
Drawdowns
SPYM.DE vs. ZPRD.DE - Drawdown Comparison
The maximum SPYM.DE drawdown since its inception was -36.28%, roughly equal to the maximum ZPRD.DE drawdown of -35.32%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and ZPRD.DE.
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Drawdown Indicators
| SPYM.DE | ZPRD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.28% | -35.32% | -0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -8.84% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -13.17% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.86% | -13.17% | -10.69% |
Max Drawdown (10Y)Largest decline over 10 years | -31.69% | — | — |
Current DrawdownCurrent decline from peak | -2.74% | -3.58% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -4.72% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.58% | +0.31% |
Volatility
SPYM.DE vs. ZPRD.DE - Volatility Comparison
SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a higher volatility of 7.34% compared to SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) at 3.64%. This indicates that SPYM.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.
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Volatility by Period
| SPYM.DE | ZPRD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 3.64% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 9.41% | +5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 10.83% | +7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 12.67% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 15.23% | +3.17% |
SPYM.DE vs. ZPRD.DE - Expense Ratio Comparison
SPYM.DE has a 0.18% expense ratio, which is lower than ZPRD.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPYM.DE vs. ZPRD.DE - Dividend Comparison
SPYM.DE has not paid dividends to shareholders, while ZPRD.DE's dividend yield for the trailing twelve months is around 2.69%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZPRD.DE SPDR FTSE UK All Share UCITS ETF | 2.69% | 2.95% | 3.76% | 3.34% | 3.42% | 3.25% | 2.97% | 5.37% | 3.66% |
Frequently Asked Questions
SPYM.DE and ZPRD.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYM.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for ZPRD.DE.
SPYM.DE is categorized as Emerging Markets Equities, while ZPRD.DE is Europe Equities. SPYM.DE tracks MSCI Emerging Markets, while ZPRD.DE tracks FTSE All-Share. Their fees differ too: 0.18% for SPYM.DE and 0.20% for ZPRD.DE.
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