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

Performance

ZPRA.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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, ZPRA.DE achieves a 4.42% return, which is significantly lower than SPYL.DE's 11.37% return.


ZPRA.DE

1D
-0.22%
1M
0.47%
YTD
4.42%
6M
3.08%
1Y
10.80%
3Y*
10.45%
5Y*
5.15%
10Y*
6.59%

SPYL.DE

1D
-0.15%
1M
5.19%
YTD
11.37%
6M
11.41%
1Y
25.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
4.42%9.80%11.25%6.61%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
11.37%4.71%32.33%9.54%

Correlation

The correlation between ZPRA.DE and SPYL.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2023

0.45

The correlation between ZPRA.DE and SPYL.DE has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

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Return for Risk

ZPRA.DE vs. SPYL.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: 3434
Overall Rank
ZPRA.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ZPRA.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
ZPRA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
ZPRA.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
ZPRA.DE Martin Ratio Rank: 3434
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 6969
Overall Rank
SPYL.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 7070
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. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.DESPYL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.20

1.41

-0.21

Calmar ratioReturn relative to maximum drawdown

1.93

3.58

-1.64

Martin ratioReturn relative to average drawdown

5.05

12.72

-7.67

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

The current ZPRA.DE Sharpe Ratio is 1.11, which is lower than the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ZPRA.DE and SPYL.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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Sharpe Ratios by Period


ZPRA.DESPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.21

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.54

-1.13

Drawdowns

ZPRA.DE vs. SPYL.DE - Drawdown Comparison

The maximum ZPRA.DE drawdown since its inception was -31.54%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for ZPRA.DE and SPYL.DE.


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Drawdown Indicators


ZPRA.DESPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.54%

-23.27%

-8.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.57%

-7.13%

+1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-13.55%

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

-2.76%

-0.46%

-2.30%

Average Drawdown

Average peak-to-trough decline

-6.47%

-3.24%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.01%

+0.12%

Volatility

ZPRA.DE vs. SPYL.DE - Volatility Comparison

SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) have volatilities of 2.71% and 2.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRA.DESPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

2.66%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

7.57%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.67%

11.52%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

14.61%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

14.61%

-0.14%

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

ZPRA.DE has a 0.55% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.


Dividends

ZPRA.DE vs. SPYL.DE - Dividend Comparison

ZPRA.DE's dividend yield for the trailing twelve months is around 2.87%, while SPYL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


ZPRA.DE and SPYL.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.55% for ZPRA.DE.

ZPRA.DE is categorized as Asia Pacific Equities, while SPYL.DE is S&P 500. ZPRA.DE tracks S&P Pan Asia Dividend Aristocrats, while SPYL.DE tracks S&P 500 Index. Their fees differ too: 0.55% for ZPRA.DE and 0.03% for SPYL.DE.

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