ZPRA.DE vs. SPYW.DE
ZPRA.DE (SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)) and SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) are both exchange-traded funds - ZPRA.DE is a Asia Pacific Equities fund tracking the S&P Pan Asia Dividend Aristocrats, while SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats. Both are passively managed. Over the past 10 years, ZPRA.DE returned 6.59%/yr vs 6.79%/yr for SPYW.DE. A 0.54 correlation means they provide meaningful diversification when combined. ZPRA.DE charges 0.55%/yr vs 0.30%/yr for SPYW.DE.
Performance
ZPRA.DE vs. SPYW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPRA.DE achieves a 4.42% return, which is significantly lower than SPYW.DE's 5.36% return. Both investments have delivered pretty close results over the past 10 years, with ZPRA.DE having a 6.59% annualized return and SPYW.DE not far ahead at 6.79%.
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%
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
ZPRA.DE vs. SPYW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRA.DE SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) | 4.42% | 9.80% | 11.25% | 11.54% | -10.70% | 12.81% | -9.50% | 24.48% | -4.62% | 13.94% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
Correlation
The correlation between ZPRA.DE and SPYW.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 20, 2013 | 0.54 |
The correlation between ZPRA.DE and SPYW.DE has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPRA.DE vs. SPYW.DE — Risk / Return Rank
ZPRA.DE
SPYW.DE
ZPRA.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.DE | SPYW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.98 | +0.95 |
| Martin ratioReturn relative to average drawdown | 5.05 | 3.14 | +1.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPRA.DE | SPYW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.74 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.60 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.45 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.53 | -0.12 |
Drawdowns
ZPRA.DE vs. SPYW.DE - Drawdown Comparison
The maximum ZPRA.DE drawdown since its inception was -31.54%, smaller than the maximum SPYW.DE drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for ZPRA.DE and SPYW.DE.
Loading charts...
Drawdown Indicators
| ZPRA.DE | SPYW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.54% | -38.68% | +7.14% |
Max Drawdown (1Y)Largest decline over 1 year | -5.57% | -7.99% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -11.64% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -23.97% | +2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -31.54% | -38.68% | +7.14% |
Current DrawdownCurrent decline from peak | -2.76% | -2.54% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -5.62% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.50% | -0.37% |
Volatility
ZPRA.DE vs. SPYW.DE - Volatility Comparison
The current volatility for SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE) is 2.71%, while SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) has a volatility of 2.92%. This indicates that ZPRA.DE experiences smaller price fluctuations and is considered to be less risky than SPYW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRA.DE | SPYW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.92% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.42% | 8.76% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.67% | 10.65% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 13.27% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.47% | 14.88% | -0.41% |
ZPRA.DE vs. SPYW.DE - Expense Ratio Comparison
ZPRA.DE has a 0.55% expense ratio, which is higher than SPYW.DE's 0.30% expense ratio.
Dividends
ZPRA.DE vs. SPYW.DE - Dividend Comparison
ZPRA.DE's dividend yield for the trailing twelve months is around 2.87%, less than SPYW.DE's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
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 SPYW.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYW.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for ZPRA.DE.
ZPRA.DE is categorized as Asia Pacific Equities, while SPYW.DE is Europe Equities. ZPRA.DE tracks S&P Pan Asia Dividend Aristocrats, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. Their fees differ too: 0.55% for ZPRA.DE and 0.30% for SPYW.DE.
Find the right allocation for ZPRA.DE and SPYW.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer