ZPRD.DE vs. D5BL.DE
ZPRD.DE (SPDR FTSE UK All Share UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - ZPRD.DE tracks the FTSE All-Share while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, ZPRD.DE returned 10.23%/yr vs 14.60%/yr for D5BL.DE. Their correlation of 0.82 suggests significant overlap in exposure. ZPRD.DE charges 0.20%/yr vs 0.15%/yr for D5BL.DE.
Performance
ZPRD.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRD.DE achieves a 5.97% return, which is significantly lower than D5BL.DE's 13.85% return.
ZPRD.DE
- 1D
- 0.37%
- 1M
- 2.17%
- YTD
- 5.97%
- 6M
- 8.29%
- 1Y
- 20.39%
- 3Y*
- 14.10%
- 5Y*
- 10.23%
- 10Y*
- —
D5BL.DE
- 1D
- -0.38%
- 1M
- 4.90%
- YTD
- 13.85%
- 6M
- 17.13%
- 1Y
- 33.04%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
ZPRD.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZPRD.DE SPDR FTSE UK All Share UCITS ETF | 5.97% | 23.92% | 8.36% | 8.17% | -0.15% | 15.48% | -8.93% | 22.45% | -7.86% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -14.44% |
Correlation
The correlation between ZPRD.DE and D5BL.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2018 | 0.82 |
The correlation between ZPRD.DE and D5BL.DE has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.
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Return for Risk
ZPRD.DE vs. D5BL.DE — Risk / Return Rank
ZPRD.DE
D5BL.DE
ZPRD.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| ZPRD.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.28 | -0.99 |
| Martin ratioReturn relative to average drawdown | 7.88 | 12.52 | -4.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPRD.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.28 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.93 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.48 | +0.02 |
Drawdowns
ZPRD.DE vs. D5BL.DE - Drawdown Comparison
The maximum ZPRD.DE drawdown since its inception was -35.32%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for ZPRD.DE and D5BL.DE.
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Drawdown Indicators
| ZPRD.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.32% | -40.40% | +5.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -10.02% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -13.17% | -17.36% | +4.19% |
Max Drawdown (5Y)Largest decline over 5 years | -13.17% | -19.58% | +6.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -3.58% | -1.22% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -7.23% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.63% | -0.05% |
Volatility
ZPRD.DE vs. D5BL.DE - Volatility Comparison
The current volatility for SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) is 3.64%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that ZPRD.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRD.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.83% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 11.54% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 14.44% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.67% | 15.59% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 17.76% | -2.53% |
ZPRD.DE vs. D5BL.DE - Expense Ratio Comparison
ZPRD.DE has a 0.20% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ZPRD.DE vs. D5BL.DE - Dividend Comparison
ZPRD.DE's dividend yield for the trailing twelve months is around 2.69%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZPRD.DE SPDR FTSE UK All Share UCITS ETF | 2.69% | 2.95% | 3.76% | 3.34% | 3.42% | 3.25% | 2.97% | 5.37% | 3.66% |
Frequently Asked Questions
ZPRD.DE and D5BL.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for ZPRD.DE.
ZPRD.DE tracks FTSE All-Share, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.20% for ZPRD.DE and 0.15% for D5BL.DE.
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