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ZPRA.DE vs. ISPA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPRA.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPRA.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
4.44%9.80%11.25%11.54%-10.70%12.81%-9.50%24.48%-4.62%13.94%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
8.43%19.72%12.97%4.80%0.43%22.39%-9.12%24.24%-7.51%2.97%

Returns By Period

In the year-to-date period, ZPRA.DE achieves a 4.44% return, which is significantly lower than ISPA.DE's 8.43% return. Over the past 10 years, ZPRA.DE has underperformed ISPA.DE with an annualized return of 6.98%, while ISPA.DE has yielded a comparatively higher 8.83% annualized return.


ZPRA.DE

1D
0.02%
1M
0.40%
YTD
4.44%
6M
6.90%
1Y
13.16%
3Y*
12.04%
5Y*
5.14%
10Y*
6.98%

ISPA.DE

1D
0.03%
1M
1.19%
YTD
8.43%
6M
15.02%
1Y
25.55%
3Y*
15.83%
5Y*
10.65%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPRA.DE vs. ISPA.DE - Expense Ratio Comparison

ZPRA.DE has a 0.55% expense ratio, which is higher than ISPA.DE's 0.46% expense ratio.


Return for Risk

ZPRA.DE vs. ISPA.DE — Risk / Return Rank

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

ZPRA.DE
ZPRA.DE Risk / Return Rank: 6565
Overall Rank
ZPRA.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ZPRA.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
ZPRA.DE Omega Ratio Rank: 5656
Omega Ratio Rank
ZPRA.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ZPRA.DE Martin Ratio Rank: 7070
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9393
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9898
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.

ZPRA.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.


ZPRA.DEISPA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.01

-0.90

Sortino ratio

Return per unit of downside risk

1.55

2.45

-0.91

Omega ratio

Gain probability vs. loss probability

1.22

1.44

-0.21

Calmar ratio

Return relative to maximum drawdown

2.89

5.72

-2.84

Martin ratio

Return relative to average drawdown

8.87

27.59

-18.73

ZPRA.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current ZPRA.DE Sharpe Ratio is 1.11, which is lower than the ISPA.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of ZPRA.DE and ISPA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPRA.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.01

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.88

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.59

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.66

-0.25

Correlation

The correlation between ZPRA.DE and ISPA.DE is 0.69, 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.


Dividends

ZPRA.DE vs. ISPA.DE - Dividend Comparison

ZPRA.DE's dividend yield for the trailing twelve months is around 2.87%, less than ISPA.DE's 3.88% yield.


TTM20252024202320222021202020192018201720162015
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
2.87%3.01%2.98%2.92%3.64%4.00%3.04%2.62%2.41%1.78%2.25%3.17%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.88%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%

Drawdowns

ZPRA.DE vs. ISPA.DE - Drawdown Comparison

The maximum ZPRA.DE drawdown since its inception was -31.54%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for ZPRA.DE and ISPA.DE.


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Drawdown Indicators


ZPRA.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.54%

-38.91%

+7.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.44%

-10.10%

+2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-15.10%

-6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-31.54%

-38.91%

+7.37%

Current Drawdown

Current decline from peak

-2.74%

-0.63%

-2.11%

Average Drawdown

Average peak-to-trough decline

-6.52%

-4.50%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.10%

+0.71%

Volatility

ZPRA.DE vs. ISPA.DE - Volatility Comparison

SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE) has a higher volatility of 3.71% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 3.32%. This indicates that ZPRA.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRA.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

3.32%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

6.46%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

12.67%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

12.01%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

14.85%

-0.28%