PortfoliosLab logoPortfoliosLab logo
XREA.DE vs. ZPRP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XREA.DE vs. ZPRP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.DE) and SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XREA.DE achieves a -0.91% return, which is significantly lower than ZPRP.DE's -0.81% return. Over the past 10 years, XREA.DE has outperformed ZPRP.DE with an annualized return of 1.57%, while ZPRP.DE has yielded a comparatively lower 0.99% annualized return.


XREA.DE

1D
0.48%
1M
-3.50%
YTD
-0.91%
6M
0.57%
1Y
-1.75%
3Y*
9.96%
5Y*
-3.70%
10Y*
1.57%

ZPRP.DE

1D
0.56%
1M
-3.26%
YTD
-0.81%
6M
0.35%
1Y
-2.54%
3Y*
9.93%
5Y*
-4.33%
10Y*
0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XREA.DE vs. ZPRP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XREA.DE
Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF
-0.91%8.31%-2.14%17.83%-34.64%12.36%-7.76%26.96%-4.17%15.53%
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF
-0.81%6.98%-2.34%19.03%-36.37%10.87%-6.56%26.91%-5.98%14.94%

Correlation

The correlation between XREA.DE and ZPRP.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.98

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2015

0.98

The correlation between XREA.DE and ZPRP.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

XREA.DE vs. ZPRP.DE — Risk / Return Rank

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

XREA.DE
XREA.DE Risk / Return Rank: 88
Overall Rank
XREA.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XREA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XREA.DE Omega Ratio Rank: 88
Omega Ratio Rank
XREA.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XREA.DE Martin Ratio Rank: 88
Martin Ratio Rank

ZPRP.DE
ZPRP.DE Risk / Return Rank: 77
Overall Rank
ZPRP.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ZPRP.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
ZPRP.DE Omega Ratio Rank: 77
Omega Ratio Rank
ZPRP.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ZPRP.DE Martin Ratio Rank: 77
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.

XREA.DE vs. ZPRP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.DE) and SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.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.


XREA.DEZPRP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

0.99

0.99

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.11

-0.15

+0.04

Martin ratioReturn relative to average drawdown

-0.29

-0.41

+0.11

XREA.DE vs. ZPRP.DE - Sharpe Ratio Comparison

The current XREA.DE Sharpe Ratio is -0.11, which is comparable to the ZPRP.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of XREA.DE and ZPRP.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.


Loading charts...

Sharpe Ratios by Period


XREA.DEZPRP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

-0.15

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.19

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.05

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.08

+0.12

Drawdowns

XREA.DE vs. ZPRP.DE - Drawdown Comparison

The maximum XREA.DE drawdown since its inception was -47.51%, roughly equal to the maximum ZPRP.DE drawdown of -48.69%. Use the drawdown chart below to compare losses from any high point for XREA.DE and ZPRP.DE.


Loading charts...

Drawdown Indicators


XREA.DEZPRP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-48.69%

+1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.08%

-15.29%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.28%

-19.80%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-47.51%

-48.69%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-47.51%

-48.69%

+1.18%

Current Drawdown

Current decline from peak

-24.16%

-26.29%

+2.13%

Average Drawdown

Average peak-to-trough decline

-15.55%

-16.81%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

5.75%

-0.14%

Volatility

XREA.DE vs. ZPRP.DE - Volatility Comparison

The current volatility for Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.DE) is 4.66%, while SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a volatility of 5.34%. This indicates that XREA.DE experiences smaller price fluctuations and is considered to be less risky than ZPRP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XREA.DEZPRP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

5.34%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

13.00%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

15.30%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

22.12%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.78%

19.77%

+0.01%

XREA.DE vs. ZPRP.DE - Expense Ratio Comparison

XREA.DE has a 0.33% expense ratio, which is higher than ZPRP.DE's 0.30% expense ratio.


Dividends

XREA.DE vs. ZPRP.DE - Dividend Comparison

Neither XREA.DE nor ZPRP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, XREA.DE and ZPRP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ZPRP.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRP.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for XREA.DE.

XREA.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK Capped, while ZPRP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.33% for XREA.DE and 0.30% for ZPRP.DE.

Portfolio Optimizer

Find the right allocation for XREA.DE and ZPRP.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer