PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ZPRA.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZPRA.DE and VOO is 0.44, 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.


-0.50.00.51.00.4

Performance

ZPRA.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.54%
10.51%
ZPRA.DE
VOO

Key characteristics

Sharpe Ratio

ZPRA.DE:

0.88

VOO:

1.89

Sortino Ratio

ZPRA.DE:

1.30

VOO:

2.54

Omega Ratio

ZPRA.DE:

1.16

VOO:

1.35

Calmar Ratio

ZPRA.DE:

1.23

VOO:

2.83

Martin Ratio

ZPRA.DE:

3.10

VOO:

11.83

Ulcer Index

ZPRA.DE:

3.84%

VOO:

2.02%

Daily Std Dev

ZPRA.DE:

13.68%

VOO:

12.66%

Max Drawdown

ZPRA.DE:

-31.54%

VOO:

-33.99%

Current Drawdown

ZPRA.DE:

-2.97%

VOO:

-0.42%

Returns By Period

In the year-to-date period, ZPRA.DE achieves a 1.91% return, which is significantly lower than VOO's 4.17% return. Over the past 10 years, ZPRA.DE has underperformed VOO with an annualized return of 5.37%, while VOO has yielded a comparatively higher 13.26% annualized return.


ZPRA.DE

YTD

1.91%

1M

1.79%

6M

8.90%

1Y

10.19%

5Y*

2.68%

10Y*

5.37%

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ZPRA.DE vs. VOO - Expense Ratio Comparison

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


ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
Expense ratio chart for ZPRA.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ZPRA.DE vs. VOO — Risk-Adjusted Performance Rank

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

ZPRA.DE
The Risk-Adjusted Performance Rank of ZPRA.DE is 3636
Overall Rank
The Sharpe Ratio Rank of ZPRA.DE is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ZPRA.DE is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ZPRA.DE is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ZPRA.DE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ZPRA.DE is 3434
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ZPRA.DE vs. VOO - Risk-Adjusted Performance 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 Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for ZPRA.DE, currently valued at 0.43, compared to the broader market0.002.004.000.431.78
The chart of Sortino ratio for ZPRA.DE, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.0012.000.712.39
The chart of Omega ratio for ZPRA.DE, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.33
The chart of Calmar ratio for ZPRA.DE, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.482.63
The chart of Martin ratio for ZPRA.DE, currently valued at 1.06, compared to the broader market0.0020.0040.0060.0080.00100.001.0610.97
ZPRA.DE
VOO

The current ZPRA.DE Sharpe Ratio is 0.88, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ZPRA.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.43
1.78
ZPRA.DE
VOO

Dividends

ZPRA.DE vs. VOO - Dividend Comparison

ZPRA.DE's dividend yield for the trailing twelve months is around 3.27%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
3.27%2.98%2.92%3.64%2.81%3.04%2.62%2.41%1.78%2.25%3.17%2.67%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ZPRA.DE vs. VOO - Drawdown Comparison

The maximum ZPRA.DE drawdown since its inception was -31.54%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ZPRA.DE and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.40%
-0.42%
ZPRA.DE
VOO

Volatility

ZPRA.DE vs. VOO - Volatility Comparison

The current volatility for SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE) is 1.85%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.94%. This indicates that ZPRA.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
1.85%
2.94%
ZPRA.DE
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab