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

Performance

ZPRA.DE vs. LGGA.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 L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
4.44%9.80%11.25%11.54%-10.70%0.16%
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
10.23%21.16%9.89%5.48%-3.83%1.07%

Returns By Period

In the year-to-date period, ZPRA.DE achieves a 4.44% return, which is significantly lower than LGGA.DE's 10.23% 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%

LGGA.DE

1D
-0.92%
1M
-1.40%
YTD
10.23%
6M
13.27%
1Y
35.16%
3Y*
15.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ZPRA.DE has a 0.55% expense ratio, which is higher than LGGA.DE's 0.40% expense ratio.


Return for Risk

ZPRA.DE vs. LGGA.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

LGGA.DE
LGGA.DE Risk / Return Rank: 9292
Overall Rank
LGGA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LGGA.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
LGGA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
LGGA.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
LGGA.DE Martin Ratio Rank: 9191
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. LGGA.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 L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.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.DELGGA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.19

-1.08

Sortino ratio

Return per unit of downside risk

1.55

2.80

-1.25

Omega ratio

Gain probability vs. loss probability

1.22

1.42

-0.20

Calmar ratio

Return relative to maximum drawdown

2.89

4.49

-1.61

Martin ratio

Return relative to average drawdown

8.87

14.23

-5.37

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

The current ZPRA.DE Sharpe Ratio is 1.11, which is lower than the LGGA.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of ZPRA.DE and LGGA.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.DELGGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.19

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.66

-0.25

Correlation

The correlation between ZPRA.DE and LGGA.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. LGGA.DE - Dividend Comparison

ZPRA.DE's dividend yield for the trailing twelve months is around 2.87%, less than LGGA.DE's 4.01% 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%
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
4.01%4.29%4.70%5.40%4.98%1.60%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ZPRA.DE vs. LGGA.DE - Drawdown Comparison

The maximum ZPRA.DE drawdown since its inception was -31.54%, which is greater than LGGA.DE's maximum drawdown of -17.88%. Use the drawdown chart below to compare losses from any high point for ZPRA.DE and LGGA.DE.


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Drawdown Indicators


ZPRA.DELGGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.54%

-17.88%

-13.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.44%

-9.69%

+2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

Max Drawdown (10Y)

Largest decline over 10 years

-31.54%

Current Drawdown

Current decline from peak

-2.74%

-7.46%

+4.72%

Average Drawdown

Average peak-to-trough decline

-6.52%

-4.88%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

2.80%

-0.99%

Volatility

ZPRA.DE vs. LGGA.DE - Volatility Comparison

The current volatility for SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE) is 3.71%, while L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) has a volatility of 5.39%. This indicates that ZPRA.DE experiences smaller price fluctuations and is considered to be less risky than LGGA.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.DELGGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

5.39%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

10.83%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

16.01%

-4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

13.61%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

13.61%

+0.96%