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TDGB.L vs. ZPRG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDGB.L vs. ZPRG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) and SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TDGB.L is traded in GBP, while ZPRG.DE is traded in EUR. To make them comparable, the ZPRG.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, TDGB.L achieves a 8.92% return, which is significantly higher than ZPRG.DE's 6.24% return.


TDGB.L

1D
0.48%
1M
-0.06%
YTD
8.92%
6M
11.77%
1Y
29.00%
3Y*
20.13%
5Y*
17.70%
10Y*

ZPRG.DE

1D
0.53%
1M
-1.04%
YTD
6.24%
6M
6.51%
1Y
18.51%
3Y*
11.73%
5Y*
6.65%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDGB.L vs. ZPRG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
8.92%30.88%10.65%9.06%22.49%19.59%-5.61%10.74%
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
6.24%10.50%8.26%1.43%4.25%16.35%-12.85%11.98%

Correlation

The correlation between TDGB.L 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

0.66

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2019

0.75

The correlation between TDGB.L and ZPRG.DE shifts across timeframes, from 0.59 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TDGB.L vs. ZPRG.DE — Risk / Return Rank

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

TDGB.L
TDGB.L Risk / Return Rank: 9191
Overall Rank
TDGB.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TDGB.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
TDGB.L Omega Ratio Rank: 9191
Omega Ratio Rank
TDGB.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
TDGB.L Martin Ratio Rank: 9090
Martin Ratio Rank

ZPRG.DE
ZPRG.DE Risk / Return Rank: 4949
Overall Rank
ZPRG.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ZPRG.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZPRG.DE Omega Ratio Rank: 4343
Omega Ratio Rank
ZPRG.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
ZPRG.DE Martin Ratio Rank: 5353
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.

TDGB.L vs. ZPRG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) 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.


TDGB.LZPRG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.59

1.34

+0.24

Calmar ratioReturn relative to maximum drawdown

6.26

2.82

+3.44

Martin ratioReturn relative to average drawdown

20.72

9.22

+11.49

TDGB.L vs. ZPRG.DE - Sharpe Ratio Comparison

The current TDGB.L Sharpe Ratio is 3.15, which is higher than the ZPRG.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of TDGB.L and ZPRG.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


TDGB.LZPRG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

1.93

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.55

0.54

+1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.48

+0.50

Drawdowns

TDGB.L vs. ZPRG.DE - Drawdown Comparison

The maximum TDGB.L drawdown since its inception was -29.60%, smaller than the maximum ZPRG.DE drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for TDGB.L and ZPRG.DE.


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Drawdown Indicators


TDGB.LZPRG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-35.69%

+6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.66%

-6.43%

+1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-12.41%

-15.20%

+2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-12.41%

-16.20%

+3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-35.69%

Current Drawdown

Current decline from peak

-1.47%

-1.93%

+0.46%

Average Drawdown

Average peak-to-trough decline

-3.70%

-5.51%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.97%

-0.56%

Volatility

TDGB.L vs. ZPRG.DE - Volatility Comparison

The current volatility for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) is 2.49%, while SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) has a volatility of 2.81%. This indicates that TDGB.L experiences smaller price fluctuations and is considered to be less risky than ZPRG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDGB.LZPRG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

2.81%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

6.91%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

9.39%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.42%

12.22%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%

14.63%

-0.19%

TDGB.L vs. ZPRG.DE - Expense Ratio Comparison

TDGB.L has a 0.38% expense ratio, which is lower than ZPRG.DE's 0.45% expense ratio.


Dividends

TDGB.L vs. ZPRG.DE - Dividend Comparison

TDGB.L's dividend yield for the trailing twelve months is around 3.20%, less than ZPRG.DE's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.20%3.50%4.27%4.93%4.40%4.06%4.16%4.52%0.00%0.00%0.00%0.00%
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


TDGB.L 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, TDGB.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDGB.L is cheaper with a 0.38% expense ratio, compared with 0.45% for ZPRG.DE.

TDGB.L is categorized as Global Equities, while ZPRG.DE is Global Equity Income. TDGB.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index, while ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.38% for TDGB.L and 0.45% for ZPRG.DE.

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