ZPDX.DE vs. VONG
Compare and contrast key facts about SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) and Vanguard Russell 1000 Growth ETF (VONG).
ZPDX.DE and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPDX.DE is a passively managed fund by State Street that tracks the performance of the STOXX® Europe 600 SRI. It was launched on Sep 30, 2019. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both ZPDX.DE and VONG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPDX.DE or VONG.
Key characteristics
| ZPDX.DE | VONG | |
|---|---|---|
| YTD Return | 12.05% | 32.16% |
| 1Y Return | 21.96% | 42.49% |
| 3Y Return (Ann) | 5.70% | 10.47% |
| 5Y Return (Ann) | 8.23% | 20.05% |
| Sharpe Ratio | 1.83 | 2.70 |
| Sortino Ratio | 2.51 | 3.45 |
| Omega Ratio | 1.33 | 1.49 |
| Calmar Ratio | 2.44 | 3.45 |
| Martin Ratio | 9.56 | 13.62 |
| Ulcer Index | 2.06% | 3.32% |
| Daily Std Dev | 10.74% | 16.67% |
| Max Drawdown | -35.97% | -32.72% |
| Current Drawdown | -3.64% | 0.00% |
Correlation
The correlation between ZPDX.DE and VONG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ZPDX.DE vs. VONG - Performance Comparison
In the year-to-date period, ZPDX.DE achieves a 12.05% return, which is significantly lower than VONG's 32.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPDX.DE vs. VONG - Expense Ratio Comparison
ZPDX.DE has a 0.12% expense ratio, which is higher than VONG's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ZPDX.DE vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) and Vanguard Russell 1000 Growth ETF (VONG). 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.
Dividends
ZPDX.DE vs. VONG - Dividend Comparison
ZPDX.DE has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.58%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VONG Vanguard Russell 1000 Growth ETF | 0.58% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
ZPDX.DE vs. VONG - Drawdown Comparison
The maximum ZPDX.DE drawdown since its inception was -35.97%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for ZPDX.DE and VONG. For additional features, visit the drawdowns tool.
Volatility
ZPDX.DE vs. VONG - Volatility Comparison
The current volatility for SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) is 4.27%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.20%. This indicates that ZPDX.DE experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.