ZPDX.DE vs. IQQG.DE
ZPDX.DE (SPDR STOXX Europe 600 SRI UCITS ETF) and IQQG.DE (iShares Euro Total Market Growth Large UCITS ETF) are both Europe Equities funds - ZPDX.DE tracks the STOXX® Europe 600 SRI while IQQG.DE tracks the EURO STOXX® Total Market (TMI) Growth Large. Both are passively managed. Over the past 5 years, ZPDX.DE returned 9.14%/yr vs 8.75%/yr for IQQG.DE. Their correlation of 0.88 suggests significant overlap in exposure. ZPDX.DE charges 0.12%/yr vs 0.40%/yr for IQQG.DE.
Performance
ZPDX.DE vs. IQQG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDX.DE achieves a 6.68% return, which is significantly lower than IQQG.DE's 11.22% return.
ZPDX.DE
- 1D
- 0.99%
- 1M
- 4.13%
- YTD
- 6.68%
- 6M
- 8.95%
- 1Y
- 11.89%
- 3Y*
- 12.67%
- 5Y*
- 9.14%
- 10Y*
- —
IQQG.DE
- 1D
- 0.60%
- 1M
- 7.46%
- YTD
- 11.22%
- 6M
- 11.16%
- 1Y
- 14.44%
- 3Y*
- 11.38%
- 5Y*
- 8.75%
- 10Y*
- 10.04%
ZPDX.DE vs. IQQG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPDX.DE SPDR STOXX Europe 600 SRI UCITS ETF | 6.68% | 14.73% | 10.10% | 18.67% | -11.83% | 25.89% | -2.05% | 8.15% |
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 11.22% | 11.02% | 9.86% | 21.00% | -17.49% | 26.92% | 5.51% | 8.41% |
Correlation
The correlation between ZPDX.DE and IQQG.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019 | 0.88 |
The correlation between ZPDX.DE and IQQG.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
ZPDX.DE vs. IQQG.DE — Risk / Return Rank
ZPDX.DE
IQQG.DE
ZPDX.DE vs. IQQG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) and iShares Euro Total Market Growth Large UCITS ETF (IQQG.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.
| ZPDX.DE | IQQG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.15 | -0.05 |
| Martin ratioReturn relative to average drawdown | 3.43 | 3.72 | -0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPDX.DE | IQQG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.77 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.44 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.30 | +0.29 |
Drawdowns
ZPDX.DE vs. IQQG.DE - Drawdown Comparison
The maximum ZPDX.DE drawdown since its inception was -35.97%, smaller than the maximum IQQG.DE drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for ZPDX.DE and IQQG.DE.
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Drawdown Indicators
| ZPDX.DE | IQQG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -57.23% | +21.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.73% | -12.50% | +1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -19.95% | +3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -20.27% | -28.16% | +7.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.51% | — |
Current DrawdownCurrent decline from peak | -1.40% | 0.00% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -14.07% | +8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.87% | -0.40% |
Volatility
ZPDX.DE vs. IQQG.DE - Volatility Comparison
The current volatility for SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) is 4.19%, while iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) has a volatility of 6.49%. This indicates that ZPDX.DE experiences smaller price fluctuations and is considered to be less risky than IQQG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDX.DE | IQQG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 6.49% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 15.75% | -4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 18.75% | -4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 19.69% | -5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 18.71% | -1.97% |
ZPDX.DE vs. IQQG.DE - Expense Ratio Comparison
ZPDX.DE has a 0.12% expense ratio, which is lower than IQQG.DE's 0.40% expense ratio.
Dividends
ZPDX.DE vs. IQQG.DE - Dividend Comparison
ZPDX.DE has not paid dividends to shareholders, while IQQG.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 1.08% | 1.04% | 0.98% | 0.94% | 1.00% | 0.55% | 0.99% | 1.38% | 1.57% | 1.57% | 1.80% | 1.70% |
ZPDX.DE SPDR STOXX Europe 600 SRI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPDX.DE and IQQG.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDX.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDX.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for IQQG.DE.
ZPDX.DE tracks STOXX® Europe 600 SRI, while IQQG.DE tracks EURO STOXX® Total Market (TMI) Growth Large. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for ZPDX.DE and 0.40% for IQQG.DE.
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