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XESP.DE vs. ZPRD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XESP.DE vs. ZPRD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Spanish Equity UCITS ETF (XESP.DE) and SPDR FTSE UK All Share UCITS ETF (ZPRD.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, XESP.DE achieves a 7.33% return, which is significantly higher than ZPRD.DE's 5.97% return.


XESP.DE

1D
0.58%
1M
3.73%
YTD
7.33%
6M
11.53%
1Y
35.86%
3Y*
29.44%
5Y*
18.91%
10Y*

ZPRD.DE

1D
0.37%
1M
2.17%
YTD
5.97%
6M
8.29%
1Y
20.39%
3Y*
14.10%
5Y*
10.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XESP.DE vs. ZPRD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XESP.DE
Xtrackers Spanish Equity UCITS ETF
7.33%58.64%14.65%26.79%-1.62%10.88%-10.20%15.86%-12.53%
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 XESP.DE and ZPRD.DE is 0.66, 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

0.66

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

0.65

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2018

0.73

The correlation between XESP.DE and ZPRD.DE has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

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Return for Risk

XESP.DE vs. ZPRD.DE — Risk / Return Rank

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

XESP.DE
XESP.DE Risk / Return Rank: 6666
Overall Rank
XESP.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 6868
Martin Ratio Rank

ZPRD.DE
ZPRD.DE Risk / Return Rank: 5353
Overall Rank
ZPRD.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ZPRD.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
ZPRD.DE Omega Ratio Rank: 5757
Omega Ratio Rank
ZPRD.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
ZPRD.DE Martin Ratio Rank: 4949
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.

XESP.DE vs. ZPRD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Spanish Equity UCITS ETF (XESP.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.


XESP.DEZPRD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

3.51

2.30

+1.21

Martin ratioReturn relative to average drawdown

12.31

7.88

+4.43

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

The current XESP.DE Sharpe Ratio is 2.12, which is comparable to the ZPRD.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XESP.DE and ZPRD.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


XESP.DEZPRD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.87

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.80

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.50

+0.05

Drawdowns

XESP.DE vs. ZPRD.DE - Drawdown Comparison

The maximum XESP.DE drawdown since its inception was -39.02%, 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 XESP.DE and ZPRD.DE.


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Drawdown Indicators


XESP.DEZPRD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.02%

-35.32%

-3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-8.84%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-12.93%

-13.17%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-13.17%

-5.42%

Current Drawdown

Current decline from peak

-0.54%

-3.58%

+3.04%

Average Drawdown

Average peak-to-trough decline

-7.37%

-4.72%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.58%

+0.33%

Volatility

XESP.DE vs. ZPRD.DE - Volatility Comparison

Xtrackers Spanish Equity UCITS ETF (XESP.DE) has a higher volatility of 4.48% compared to SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) at 3.64%. This indicates that XESP.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


XESP.DEZPRD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

3.64%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

9.41%

+4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

16.86%

10.83%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

12.67%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

15.23%

+3.55%

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

XESP.DE has a 0.30% expense ratio, which is higher than ZPRD.DE's 0.20% expense ratio.


Dividends

XESP.DE vs. ZPRD.DE - Dividend Comparison

XESP.DE has not paid dividends to shareholders, while ZPRD.DE's dividend yield for the trailing twelve months is around 2.69%.


PositionTTM20252024202320222021202020192018
XESP.DE
Xtrackers Spanish Equity 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


XESP.DE and ZPRD.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRD.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for XESP.DE.

XESP.DE tracks Solactive Spain 40, while ZPRD.DE tracks FTSE All-Share. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.30% for XESP.DE and 0.20% for ZPRD.DE.

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