ZPRD.DE vs. SPYF.DE
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) and SPDR FTSE UK All Share UCITS ETF (SPYF.DE).
ZPRD.DE and SPYF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPRD.DE is a passively managed fund by State Street that tracks the performance of the FTSE All-Share. It was launched on Apr 26, 2018. SPYF.DE is a passively managed fund by State Street that tracks the performance of the FTSE All-Share. It was launched on Feb 28, 2012. Both ZPRD.DE and SPYF.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPRD.DE or SPYF.DE.
Key characteristics
| ZPRD.DE | SPYF.DE | |
|---|---|---|
| YTD Return | 8.19% | 13.68% |
| 1Y Return | 15.35% | 21.93% |
| 3Y Return (Ann) | 5.50% | 6.57% |
| 5Y Return (Ann) | 5.17% | 5.91% |
| Sharpe Ratio | 1.39 | 1.88 |
| Sortino Ratio | 2.03 | 2.58 |
| Omega Ratio | 1.25 | 1.35 |
| Calmar Ratio | 2.49 | 3.05 |
| Martin Ratio | 8.15 | 13.55 |
| Ulcer Index | 1.61% | 1.43% |
| Daily Std Dev | 9.47% | 10.30% |
| Max Drawdown | -35.32% | -41.53% |
| Current Drawdown | -2.78% | -2.16% |
Correlation
The correlation between ZPRD.DE and SPYF.DE is 0.91, 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.
Performance
ZPRD.DE vs. SPYF.DE - Performance Comparison
In the year-to-date period, ZPRD.DE achieves a 8.19% return, which is significantly lower than SPYF.DE's 13.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPRD.DE vs. SPYF.DE - Expense Ratio Comparison
Both ZPRD.DE and SPYF.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
ZPRD.DE vs. SPYF.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) and SPDR FTSE UK All Share UCITS ETF (SPYF.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.
Dividends
ZPRD.DE vs. SPYF.DE - Dividend Comparison
ZPRD.DE's dividend yield for the trailing twelve months is around 3.77%, while SPYF.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
ZPRD.DE SPDR FTSE UK All Share UCITS ETF | 3.77% | 3.34% | 3.42% | 3.25% | 2.97% | 5.37% | 3.66% |
SPYF.DE SPDR FTSE UK All Share UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ZPRD.DE vs. SPYF.DE - Drawdown Comparison
The maximum ZPRD.DE drawdown since its inception was -35.32%, smaller than the maximum SPYF.DE drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for ZPRD.DE and SPYF.DE. For additional features, visit the drawdowns tool.
Volatility
ZPRD.DE vs. SPYF.DE - Volatility Comparison
SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) and SPDR FTSE UK All Share UCITS ETF (SPYF.DE) have volatilities of 3.40% and 3.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.