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ZPRD.DE vs. EUPA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPRD.DE vs. EUPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) and Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPRD.DE vs. EUPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ZPRD.DE
SPDR FTSE UK All Share UCITS ETF
5.39%23.92%8.36%1.53%
EUPA.DE
Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)
6.10%18.38%13.54%11.13%

Returns By Period

In the year-to-date period, ZPRD.DE achieves a 5.39% return, which is significantly lower than EUPA.DE's 6.10% return.


ZPRD.DE

1D
0.78%
1M
-0.15%
YTD
5.39%
6M
11.18%
1Y
24.43%
3Y*
13.97%
5Y*
11.33%
10Y*

EUPA.DE

1D
-0.29%
1M
-1.53%
YTD
6.10%
6M
10.29%
1Y
19.13%
3Y*
18.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPRD.DE vs. EUPA.DE - Expense Ratio Comparison

ZPRD.DE has a 0.20% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.


Return for Risk

ZPRD.DE vs. EUPA.DE — Risk / Return Rank

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

ZPRD.DE
ZPRD.DE Risk / Return Rank: 8686
Overall Rank
ZPRD.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ZPRD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
ZPRD.DE Omega Ratio Rank: 8989
Omega Ratio Rank
ZPRD.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
ZPRD.DE Martin Ratio Rank: 8787
Martin Ratio Rank

EUPA.DE
EUPA.DE Risk / Return Rank: 7272
Overall Rank
EUPA.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EUPA.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
EUPA.DE Omega Ratio Rank: 7575
Omega Ratio Rank
EUPA.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
EUPA.DE Martin Ratio Rank: 6666
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.

ZPRD.DE vs. EUPA.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 Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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.DEEUPA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.45

+0.41

Sortino ratio

Return per unit of downside risk

2.36

2.03

+0.33

Omega ratio

Gain probability vs. loss probability

1.39

1.30

+0.09

Calmar ratio

Return relative to maximum drawdown

3.00

2.08

+0.92

Martin ratio

Return relative to average drawdown

12.61

8.25

+4.36

ZPRD.DE vs. EUPA.DE - Sharpe Ratio Comparison

The current ZPRD.DE Sharpe Ratio is 1.86, which is comparable to the EUPA.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ZPRD.DE and EUPA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPRD.DEEUPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.45

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.32

-0.82

Correlation

The correlation between ZPRD.DE and EUPA.DE is 0.64, 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.


Dividends

ZPRD.DE vs. EUPA.DE - Dividend Comparison

ZPRD.DE's dividend yield for the trailing twelve months is around 2.70%, while EUPA.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
ZPRD.DE
SPDR FTSE UK All Share UCITS ETF
2.70%2.95%3.76%3.34%3.42%3.25%2.97%5.37%3.66%
EUPA.DE
Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ZPRD.DE vs. EUPA.DE - Drawdown Comparison

The maximum ZPRD.DE drawdown since its inception was -35.32%, which is greater than EUPA.DE's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for ZPRD.DE and EUPA.DE.


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Drawdown Indicators


ZPRD.DEEUPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.32%

-10.28%

-25.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-9.20%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-13.17%

Current Drawdown

Current decline from peak

-4.11%

-4.80%

+0.69%

Average Drawdown

Average peak-to-trough decline

-4.74%

-1.87%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.32%

-0.22%

Volatility

ZPRD.DE vs. EUPA.DE - Volatility Comparison

SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) has a higher volatility of 5.28% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 4.77%. This indicates that ZPRD.DE's price experiences larger fluctuations and is considered to be riskier than EUPA.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.DEEUPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

4.77%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

8.04%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

13.24%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.63%

12.33%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

12.33%

+2.92%