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

Performance

ZPRA.DE vs. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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 8.23% return, which is significantly lower than XDJP.DE's 33.21% return. Over the past 10 years, ZPRA.DE has underperformed XDJP.DE with an annualized return of 6.15%, while XDJP.DE has yielded a comparatively higher 11.67% annualized return.


ZPRA.DE

1D
0.24%
1M
1.73%
6M
5.58%
YTD
8.23%
1Y
15.41%
3Y*
10.28%
5Y*
5.83%
10Y*
6.15%

XDJP.DE

1D
-0.99%
1M
-2.07%
6M
25.48%
YTD
33.21%
1Y
61.11%
3Y*
22.37%
5Y*
12.92%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
8.23%9.81%11.25%11.52%-10.65%11.36%-9.52%24.51%-4.63%13.94%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
33.21%16.25%14.41%18.07%-15.32%3.32%14.05%24.79%-4.99%10.61%

Correlation

The correlation between ZPRA.DE and XDJP.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.69

Over the past year, the correlation between ZPRA.DE and XDJP.DE has dropped to 0.48 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

ZPRA.DE vs. XDJP.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: 5858
Overall Rank
ZPRA.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ZPRA.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
ZPRA.DE Omega Ratio Rank: 5555
Omega Ratio Rank
ZPRA.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
ZPRA.DE Martin Ratio Rank: 5252
Martin Ratio Rank

XDJP.DE
XDJP.DE Risk / Return Rank: 8787
Overall Rank
XDJP.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XDJP.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XDJP.DE Omega Ratio Rank: 8383
Omega Ratio Rank
XDJP.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XDJP.DE Martin Ratio Rank: 8585
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. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZPRA.DEXDJP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.28

1.39

-0.11

Calmar ratioReturn relative to maximum drawdown

2.76

4.74

-1.98

Martin ratioReturn relative to average drawdown

7.20

13.62

-6.42

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

The current ZPRA.DE Sharpe Ratio is 1.53, which is lower than the XDJP.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of ZPRA.DE and XDJP.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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Drawdowns

ZPRA.DE vs. XDJP.DE - Drawdown Comparison

The maximum ZPRA.DE drawdown since its inception was -34.40%, which is greater than XDJP.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for ZPRA.DE and XDJP.DE.


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Drawdown Indicators


ZPRA.DEXDJP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-29.12%

-5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-12.83%

+7.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

-20.16%

+6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.67%

-21.14%

-0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-31.52%

-29.12%

-2.40%

Current Drawdown

Current decline from peak

0.00%

-7.71%

+7.71%

Average Drawdown

Average peak-to-trough decline

-9.97%

-6.77%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

4.47%

-2.33%

Volatility

ZPRA.DE vs. XDJP.DE - Volatility Comparison

The current volatility for SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist) (ZPRA.DE) is 2.00%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 9.47%. This indicates that ZPRA.DE experiences smaller price fluctuations and is considered to be less risky than XDJP.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.DEXDJP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

9.47%

-7.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

20.64%

-12.94%

Volatility (1Y)

Calculated over the trailing 1-year period

10.02%

25.50%

-15.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

19.11%

-6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

17.97%

-2.65%

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

ZPRA.DE has a 0.55% expense ratio, which is higher than XDJP.DE's 0.09% expense ratio.


Dividends

ZPRA.DE vs. XDJP.DE - Dividend Comparison

ZPRA.DE's dividend yield for the trailing twelve months is around 2.77%, more than XDJP.DE's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
1.02%1.36%1.38%1.59%2.60%1.16%1.14%1.11%1.28%0.75%0.89%0.16%
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)
2.77%3.01%2.98%2.92%3.63%2.82%3.04%2.61%2.41%1.78%2.25%3.17%

Frequently Asked Questions


ZPRA.DE and XDJP.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.55% for ZPRA.DE.

ZPRA.DE is categorized as Asia Pacific Equities, while XDJP.DE is Japan Equities. ZPRA.DE tracks S&P Pan Asia Dividend Aristocrats, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.55% for ZPRA.DE and 0.09% for XDJP.DE.

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