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ZPDW.DE vs. OP5E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDW.DE vs. OP5E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) and Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.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, ZPDW.DE achieves a 16.76% return, which is significantly lower than OP5E.DE's 19.69% return.


ZPDW.DE

1D
-2.48%
1M
-4.34%
6M
9.40%
YTD
16.76%
1Y
43.91%
3Y*
25.04%
5Y*
19.19%
10Y*
14.04%

OP5E.DE

1D
0.00%
1M
-1.23%
6M
13.37%
YTD
19.69%
1Y
34.65%
3Y*
14.81%
5Y*
8.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDW.DE vs. OP5E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPDW.DE
State Street SPDR MSCI Japan EUR Hdg UCITS ETF
16.76%27.50%22.78%33.59%-5.96%12.63%7.91%16.59%-16.65%2.23%
OP5E.DE
Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR)
19.69%8.90%10.84%14.78%-13.08%10.14%4.36%22.12%-9.46%0.43%

Correlation

The correlation between ZPDW.DE and OP5E.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.80

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

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2017

0.53

Over the past year, ZPDW.DE and OP5E.DE have become more correlated (0.89) than their long-term average of 0.53, meaning their price movements have been converging.

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Return for Risk

ZPDW.DE vs. OP5E.DE — Risk / Return Rank

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

ZPDW.DE
ZPDW.DE Risk / Return Rank: 8787
Overall Rank
ZPDW.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ZPDW.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
ZPDW.DE Omega Ratio Rank: 8585
Omega Ratio Rank
ZPDW.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
ZPDW.DE Martin Ratio Rank: 8989
Martin Ratio Rank

OP5E.DE
OP5E.DE Risk / Return Rank: 7777
Overall Rank
OP5E.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
OP5E.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
OP5E.DE Omega Ratio Rank: 7373
Omega Ratio Rank
OP5E.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
OP5E.DE Martin Ratio Rank: 7979
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.

ZPDW.DE vs. OP5E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) and Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZPDW.DEOP5E.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.39

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

4.53

3.33

+1.20

Martin ratioReturn relative to average drawdown

14.78

11.20

+3.59

ZPDW.DE vs. OP5E.DE - Sharpe Ratio Comparison

The current ZPDW.DE Sharpe Ratio is 2.11, which is comparable to the OP5E.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ZPDW.DE and OP5E.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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Drawdowns

ZPDW.DE vs. OP5E.DE - Drawdown Comparison

The maximum ZPDW.DE drawdown since its inception was -34.37%, which is greater than OP5E.DE's maximum drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for ZPDW.DE and OP5E.DE.


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Drawdown Indicators


ZPDW.DEOP5E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-26.40%

-7.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-10.35%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-21.70%

-16.97%

-4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-20.20%

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

Current Drawdown

Current decline from peak

-6.47%

-4.22%

-2.25%

Average Drawdown

Average peak-to-trough decline

-7.46%

-6.35%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.09%

-0.13%

Volatility

ZPDW.DE vs. OP5E.DE - Volatility Comparison

State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) has a higher volatility of 6.94% compared to Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.DE) at 5.90%. This indicates that ZPDW.DE's price experiences larger fluctuations and is considered to be riskier than OP5E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDW.DEOP5E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

5.90%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

15.25%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

19.16%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

16.99%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

16.98%

+1.47%

ZPDW.DE vs. OP5E.DE - Expense Ratio Comparison

ZPDW.DE has a 0.17% expense ratio, which is lower than OP5E.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ZPDW.DE vs. OP5E.DE - Dividend Comparison

Neither ZPDW.DE nor OP5E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPDW.DE and OP5E.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDW.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDW.DE is cheaper with a 0.17% expense ratio, compared with 0.19% for OP5E.DE.

ZPDW.DE tracks MSCI Japan 100% Hedged to EUR Index, while OP5E.DE tracks Bloomberg PAB Japan Large & Mid Cap. They also come from different issuers: State Street and Natixis. Their fees differ too: 0.17% for ZPDW.DE and 0.19% for OP5E.DE.

Portfolio Optimizer

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