ZPRC.DE vs. SPY5.DE
Compare and contrast key facts about SPDR Refinitiv Global Convertible Bond UCITS ETF (ZPRC.DE) and SPDR S&P 500 UCITS ETF (SPY5.DE).
ZPRC.DE and SPY5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPRC.DE is a passively managed fund by State Street that tracks the performance of the Refinitiv Qualified Global Convertible. It was launched on Oct 14, 2014. SPY5.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. Both ZPRC.DE and SPY5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZPRC.DE vs. SPY5.DE - Performance Comparison
Loading graphics...
ZPRC.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRC.DE SPDR Refinitiv Global Convertible Bond UCITS ETF | 5.86% | 11.36% | 13.71% | 10.51% | -15.60% | 5.44% | 24.70% | 16.78% | -1.19% | -1.51% |
SPY5.DE SPDR S&P 500 UCITS ETF | -2.99% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
Returns By Period
In the year-to-date period, ZPRC.DE achieves a 5.86% return, which is significantly higher than SPY5.DE's -2.99% return. Over the past 10 years, ZPRC.DE has underperformed SPY5.DE with an annualized return of 7.77%, while SPY5.DE has yielded a comparatively higher 13.83% annualized return.
ZPRC.DE
- 1D
- 2.43%
- 1M
- -2.45%
- YTD
- 5.86%
- 6M
- 9.41%
- 1Y
- 18.47%
- 3Y*
- 12.71%
- 5Y*
- 4.44%
- 10Y*
- 7.77%
SPY5.DE
- 1D
- 1.71%
- 1M
- -3.09%
- YTD
- -2.99%
- 6M
- 0.08%
- 1Y
- 10.22%
- 3Y*
- 16.10%
- 5Y*
- 12.10%
- 10Y*
- 13.83%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ZPRC.DE vs. SPY5.DE - Expense Ratio Comparison
ZPRC.DE has a 0.50% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio.
Return for Risk
ZPRC.DE vs. SPY5.DE — Risk / Return Rank
ZPRC.DE
SPY5.DE
ZPRC.DE vs. SPY5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Refinitiv Global Convertible Bond UCITS ETF (ZPRC.DE) and SPDR S&P 500 UCITS ETF (SPY5.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.
| ZPRC.DE | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.59 | +0.83 |
Sortino ratioReturn per unit of downside risk | 1.94 | 0.90 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.13 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 1.20 | +2.39 |
Martin ratioReturn relative to average drawdown | 12.18 | 4.39 | +7.79 |
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 graphics...
Sharpe Ratios by Period
| ZPRC.DE | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.59 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.79 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.85 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.91 | -0.18 |
Correlation
The correlation between ZPRC.DE and SPY5.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ZPRC.DE vs. SPY5.DE - Dividend Comparison
ZPRC.DE's dividend yield for the trailing twelve months is around 0.64%, less than SPY5.DE's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZPRC.DE SPDR Refinitiv Global Convertible Bond UCITS ETF | 0.64% | 0.68% | 0.46% | 0.23% | 0.24% | 0.16% | 0.32% | 0.41% | 0.36% | 0.51% | 0.61% | 0.69% |
SPY5.DE SPDR S&P 500 UCITS ETF | 1.02% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
Drawdowns
ZPRC.DE vs. SPY5.DE - Drawdown Comparison
The maximum ZPRC.DE drawdown since its inception was -23.49%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for ZPRC.DE and SPY5.DE.
Loading graphics...
Drawdown Indicators
| ZPRC.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.49% | -33.86% | +10.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -13.49% | +5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -20.71% | -23.34% | +2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -23.49% | -33.86% | +10.37% |
Current DrawdownCurrent decline from peak | -2.49% | -5.19% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -3.99% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.33% | -0.74% |
Volatility
ZPRC.DE vs. SPY5.DE - Volatility Comparison
SPDR Refinitiv Global Convertible Bond UCITS ETF (ZPRC.DE) has a higher volatility of 5.40% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 3.80%. This indicates that ZPRC.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ZPRC.DE | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 3.80% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 8.58% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 17.17% | -4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.56% | 15.21% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 16.12% | -5.44% |