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

Performance

ZPRD.DE vs. IBCJ.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 iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.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, ZPRD.DE achieves a 5.97% return, which is significantly lower than IBCJ.DE's 16.30% 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*

IBCJ.DE

1D
0.17%
1M
5.66%
YTD
16.30%
6M
25.77%
1Y
38.98%
3Y*
29.89%
5Y*
14.80%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%
IBCJ.DE
iShares MSCI Poland UCITS ETF USD (Acc)
16.30%53.66%-0.42%43.86%-21.74%14.34%-18.69%-3.73%-1.03%

Correlation

The correlation between ZPRD.DE and IBCJ.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.49

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

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2018

0.54

The correlation between ZPRD.DE and IBCJ.DE has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

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Return for Risk

ZPRD.DE vs. IBCJ.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: 5353
Overall Rank
ZPRD.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ZPRD.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
ZPRD.DE Omega Ratio Rank: 5757
Omega Ratio Rank
ZPRD.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
ZPRD.DE Martin Ratio Rank: 4949
Martin Ratio Rank

IBCJ.DE
IBCJ.DE Risk / Return Rank: 5555
Overall Rank
IBCJ.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IBCJ.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IBCJ.DE Omega Ratio Rank: 4444
Omega Ratio Rank
IBCJ.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IBCJ.DE Martin Ratio Rank: 5656
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. IBCJ.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 iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.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.DEIBCJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.34

1.28

+0.07

Calmar ratioReturn relative to maximum drawdown

2.30

3.90

-1.60

Martin ratioReturn relative to average drawdown

7.88

9.60

-1.72

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

The current ZPRD.DE Sharpe Ratio is 1.87, which is comparable to the IBCJ.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ZPRD.DE and IBCJ.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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Sharpe Ratios by Period


ZPRD.DEIBCJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.65

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.55

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.15

+0.36

Drawdowns

ZPRD.DE vs. IBCJ.DE - Drawdown Comparison

The maximum ZPRD.DE drawdown since its inception was -35.32%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for ZPRD.DE and IBCJ.DE.


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Drawdown Indicators


ZPRD.DEIBCJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.32%

-56.11%

+20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

-9.96%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-13.17%

-18.47%

+5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-13.17%

-47.31%

+34.14%

Max Drawdown (10Y)

Largest decline over 10 years

-56.11%

Current Drawdown

Current decline from peak

-3.58%

-1.16%

-2.42%

Average Drawdown

Average peak-to-trough decline

-4.72%

-19.38%

+14.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

4.05%

-1.47%

Volatility

ZPRD.DE vs. IBCJ.DE - Volatility Comparison

The current volatility for SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) is 3.64%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that ZPRD.DE experiences smaller price fluctuations and is considered to be less risky than IBCJ.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.DEIBCJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

7.13%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

17.61%

-8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.83%

23.48%

-12.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.67%

26.72%

-14.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.23%

25.15%

-9.92%

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

ZPRD.DE has a 0.20% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.


Dividends

ZPRD.DE vs. IBCJ.DE - Dividend Comparison

ZPRD.DE's dividend yield for the trailing twelve months is around 2.69%, while IBCJ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IBCJ.DE
iShares MSCI Poland UCITS ETF USD (Acc)
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 IBCJ.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRD.DE is cheaper with a 0.20% expense ratio, compared with 0.74% for IBCJ.DE.

ZPRD.DE tracks FTSE All-Share, while IBCJ.DE tracks MSCI Poland. They also come from different issuers: State Street and iShares. Their fees differ too: 0.20% for ZPRD.DE and 0.74% for IBCJ.DE.

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