SPYW.DE vs. ZPRG.DE
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and ZPRG.DE (SPDR S&P Global Dividend Aristocrats UCITS) are both exchange-traded funds - SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats, while ZPRG.DE is a Global Equity Income fund tracking the S&P Global Dividend Aristocrats Quality Income Index. Both are passively managed. Over the past 10 years, SPYW.DE returned 6.79%/yr vs 6.11%/yr for ZPRG.DE. A 0.73 correlation means they provide meaningful diversification when combined. SPYW.DE charges 0.30%/yr vs 0.45%/yr for ZPRG.DE.
Performance
SPYW.DE vs. ZPRG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYW.DE achieves a 5.36% return, which is significantly lower than ZPRG.DE's 7.13% return. Over the past 10 years, SPYW.DE has outperformed ZPRG.DE with an annualized return of 6.79%, while ZPRG.DE has yielded a comparatively lower 6.11% annualized return.
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
ZPRG.DE
- 1D
- 0.45%
- 1M
- 0.15%
- YTD
- 7.13%
- 6M
- 7.99%
- 1Y
- 15.14%
- 3Y*
- 11.58%
- 5Y*
- 6.51%
- 10Y*
- 6.11%
SPYW.DE vs. ZPRG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 7.13% | 5.03% | 13.19% | 3.49% | -1.17% | 25.19% | -17.51% | 23.62% | -5.27% | 4.22% |
Correlation
The correlation between SPYW.DE and ZPRG.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since May 20, 2013 | 0.73 |
The correlation between SPYW.DE and ZPRG.DE shifts across timeframes, from 0.59 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYW.DE vs. ZPRG.DE — Risk / Return Rank
SPYW.DE
ZPRG.DE
SPYW.DE vs. ZPRG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.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.
| SPYW.DE | ZPRG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.27 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.78 | -1.80 |
| Martin ratioReturn relative to average drawdown | 3.14 | 8.86 | -5.72 |
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
| SPYW.DE | ZPRG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.61 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.52 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.41 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.45 | +0.08 |
Drawdowns
SPYW.DE vs. ZPRG.DE - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, smaller than the maximum ZPRG.DE drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and ZPRG.DE.
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Drawdown Indicators
| SPYW.DE | ZPRG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -42.08% | +3.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -5.42% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -17.07% | +5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -18.50% | -5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -42.08% | +3.40% |
Current DrawdownCurrent decline from peak | -2.54% | -1.47% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -6.63% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.71% | +0.79% |
Volatility
SPYW.DE vs. ZPRG.DE - Volatility Comparison
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) have volatilities of 2.92% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYW.DE | ZPRG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.82% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 6.56% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 9.38% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 12.39% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 14.93% | -0.05% |
SPYW.DE vs. ZPRG.DE - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is lower than ZPRG.DE's 0.45% expense ratio.
Dividends
SPYW.DE vs. ZPRG.DE - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, less than ZPRG.DE's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 3.89% | 4.25% | 3.73% | 4.22% | 4.49% | 3.57% | 3.98% | 3.44% | 3.95% | 3.36% | 3.62% | 3.80% |
Frequently Asked Questions
SPYW.DE and ZPRG.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYW.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for ZPRG.DE.
SPYW.DE is categorized as Europe Equities, while ZPRG.DE is Global Equity Income. SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index. Their fees differ too: 0.30% for SPYW.DE and 0.45% for ZPRG.DE.
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