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ZPDJ.DE vs. SPYY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDJ.DE vs. SPYY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Japan UCITS ETF (ZPDJ.DE) and SPDR MSCI ACWI UCITS ETF (SPYY.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, ZPDJ.DE achieves a 16.79% return, which is significantly higher than SPYY.DE's 12.54% return. Over the past 10 years, ZPDJ.DE has underperformed SPYY.DE with an annualized return of 9.18%, while SPYY.DE has yielded a comparatively higher 12.40% annualized return.


ZPDJ.DE

1D
-0.45%
1M
6.00%
YTD
16.79%
6M
16.66%
1Y
30.67%
3Y*
15.52%
5Y*
10.06%
10Y*
9.18%

SPYY.DE

1D
-0.21%
1M
4.97%
YTD
12.54%
6M
13.23%
1Y
26.75%
3Y*
17.99%
5Y*
12.35%
10Y*
12.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDJ.DE vs. SPYY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPDJ.DE
SPDR MSCI Japan UCITS ETF
16.79%12.60%13.75%16.51%-12.51%9.97%5.16%21.83%-9.81%9.06%
SPYY.DE
SPDR MSCI ACWI UCITS ETF
12.54%9.46%24.56%18.22%-13.82%29.11%5.12%30.21%-6.02%8.80%

Correlation

The correlation between ZPDJ.DE and SPYY.DE is 0.65, 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

0.65

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

0.64

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 Dec 2, 2015

0.71

The correlation between ZPDJ.DE and SPYY.DE has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.

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Return for Risk

ZPDJ.DE vs. SPYY.DE — Risk / Return Rank

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

ZPDJ.DE
ZPDJ.DE Risk / Return Rank: 5454
Overall Rank
ZPDJ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ZPDJ.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
ZPDJ.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPDJ.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
ZPDJ.DE Martin Ratio Rank: 5757
Martin Ratio Rank

SPYY.DE
SPYY.DE Risk / Return Rank: 7777
Overall Rank
SPYY.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPYY.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SPYY.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SPYY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SPYY.DE Martin Ratio Rank: 8383
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.

ZPDJ.DE vs. SPYY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Japan UCITS ETF (ZPDJ.DE) and SPDR MSCI ACWI UCITS ETF (SPYY.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.


ZPDJ.DESPYY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.32

1.44

-0.12

Calmar ratioReturn relative to maximum drawdown

3.06

4.10

-1.04

Martin ratioReturn relative to average drawdown

9.86

16.60

-6.74

ZPDJ.DE vs. SPYY.DE - Sharpe Ratio Comparison

The current ZPDJ.DE Sharpe Ratio is 1.64, which is comparable to the SPYY.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ZPDJ.DE and SPYY.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


ZPDJ.DESPYY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.32

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.88

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.82

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.83

-0.39

Drawdowns

ZPDJ.DE vs. SPYY.DE - Drawdown Comparison

The maximum ZPDJ.DE drawdown since its inception was -28.06%, smaller than the maximum SPYY.DE drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for ZPDJ.DE and SPYY.DE.


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Drawdown Indicators


ZPDJ.DESPYY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.06%

-33.49%

+5.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-6.49%

-3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.90%

-21.27%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-19.10%

-21.27%

+2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-28.06%

-33.49%

+5.43%

Current Drawdown

Current decline from peak

-0.45%

-0.61%

+0.16%

Average Drawdown

Average peak-to-trough decline

-5.93%

-4.39%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

1.61%

+1.49%

Volatility

ZPDJ.DE vs. SPYY.DE - Volatility Comparison

SPDR MSCI Japan UCITS ETF (ZPDJ.DE) has a higher volatility of 3.60% compared to SPDR MSCI ACWI UCITS ETF (SPYY.DE) at 3.05%. This indicates that ZPDJ.DE's price experiences larger fluctuations and is considered to be riskier than SPYY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDJ.DESPYY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

3.05%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

8.21%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

11.47%

+7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

13.90%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

15.07%

+1.33%

ZPDJ.DE vs. SPYY.DE - Expense Ratio Comparison

ZPDJ.DE has a 0.12% expense ratio, which is lower than SPYY.DE's 0.40% expense ratio.


Dividends

ZPDJ.DE vs. SPYY.DE - Dividend Comparison

Neither ZPDJ.DE nor SPYY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPDJ.DE and SPYY.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDJ.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for SPYY.DE.

ZPDJ.DE is categorized as Japan Equities, while SPYY.DE is Global Equities. ZPDJ.DE tracks MSCI Japan, while SPYY.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.12% for ZPDJ.DE and 0.40% for SPYY.DE.

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