ZPRD.DE vs. VUAA.DE
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).
ZPRD.DE and VUAA.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. VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both ZPRD.DE and VUAA.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 VUAA.DE.
Key characteristics
| ZPRD.DE | VUAA.DE | |
|---|---|---|
| YTD Return | 8.19% | 31.63% |
| 1Y Return | 15.35% | 39.30% |
| 3Y Return (Ann) | 5.50% | 12.57% |
| Sharpe Ratio | 1.39 | 3.10 |
| Sortino Ratio | 2.03 | 4.21 |
| Omega Ratio | 1.25 | 1.65 |
| Calmar Ratio | 2.49 | 4.52 |
| Martin Ratio | 8.15 | 20.09 |
| Ulcer Index | 1.61% | 1.85% |
| Daily Std Dev | 9.47% | 11.93% |
| Max Drawdown | -35.32% | -33.67% |
| Current Drawdown | -2.78% | 0.00% |
Correlation
The correlation between ZPRD.DE and VUAA.DE is 0.69, 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.
Performance
ZPRD.DE vs. VUAA.DE - Performance Comparison
In the year-to-date period, ZPRD.DE achieves a 8.19% return, which is significantly lower than VUAA.DE's 31.63% 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. VUAA.DE - Expense Ratio Comparison
ZPRD.DE has a 0.20% expense ratio, which is higher than VUAA.DE's 0.07% 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%.
Risk-Adjusted Performance
ZPRD.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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. VUAA.DE - Dividend Comparison
ZPRD.DE's dividend yield for the trailing twelve months is around 3.77%, while VUAA.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% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ZPRD.DE vs. VUAA.DE - Drawdown Comparison
The maximum ZPRD.DE drawdown since its inception was -35.32%, roughly equal to the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for ZPRD.DE and VUAA.DE. For additional features, visit the drawdowns tool.
Volatility
ZPRD.DE vs. VUAA.DE - Volatility Comparison
SPDR FTSE UK All Share UCITS ETF (ZPRD.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) have volatilities of 3.40% and 3.56%, 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.