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ZPRE.DE vs. SPY5.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ZPRE.DE vs. SPY5.DE

Last updated Apr 3, 2026

Compare and contrast key facts about SPDR MSCI EMU UCITS ETF (ZPRE.DE) and SPDR S&P 500 UCITS ETF (SPY5.DE).

ZPRE.DE and SPY5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPRE.DE is a passively managed fund by State Street that tracks the performance of the MSCI EMU. It was launched on Jan 25, 2013. SPY5.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. Both ZPRE.DE and SPY5.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.

Performance

ZPRE.DE vs. SPY5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI EMU UCITS ETF (ZPRE.DE) and SPDR S&P 500 UCITS ETF (SPY5.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPRE.DE vs. SPY5.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ZPRE.DE
SPDR MSCI EMU UCITS ETF		0.39%24.37%9.48%18.70%-11.85%21.92%-0.70%27.13%-12.82%13.22%
SPY5.DE
SPDR S&P 500 UCITS ETF		-2.81%4.75%32.36%22.42%-14.24%40.60%6.73%34.93%0.25%6.69%

Returns By Period

In the year-to-date period, ZPRE.DE achieves a 0.39% return, which is significantly higher than SPY5.DE's -2.81% return. Over the past 10 years, ZPRE.DE has underperformed SPY5.DE with an annualized return of 9.45%, while SPY5.DE has yielded a comparatively higher 13.84% annualized return.

ZPRE.DE

1D
-0.07%
1M
-0.41%
YTD
0.39%
6M
3.52%
1Y
14.69%
3Y*
13.32%
5Y*
9.85%
10Y*
9.45%

SPY5.DE

1D
0.19%
1M
-2.58%
YTD
-2.81%
6M
-0.13%
1Y
10.44%
3Y*
16.02%
5Y*
12.15%
10Y*
13.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR MSCI EMU UCITS ETF

SPDR S&P 500 UCITS ETF

Often compared with ZPRE.DE:
ZPRE.DE vs. SXR7.DEZPRE.DE vs. EUDV.LZPRE.DE vs. GLDZPRE.DE vs. ELFC.DEZPRE.DE vs. LCUK.DEZPRE.DE vs. CEMT.DEZPRE.DE vs. EUN0.DE
Often compared with SPY5.DE:
SPY5.DE vs. SXR8.DESPY5.DE vs. SPYL.DESPY5.DE vs. SPY5.LSPY5.DE vs. VUSA.ASSPY5.DE vs. SPPY.DESPY5.DE vs. VUAA.LSPY5.DE vs. QYLD

ZPRE.DE vs. SPY5.DE - Expense Ratio Comparison

ZPRE.DE has a 0.18% expense ratio, which is higher than SPY5.DE's 0.03% 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%.

ZPRE.DE
SPDR MSCI EMU UCITS ETF
SPY5.DE
SPDR S&P 500 UCITS ETF

Return for Risk

ZPRE.DE vs. SPY5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ZPRE.DE
ZPRE.DE Risk / Return Rank: 4949
Overall Rank
ZPRE.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ZPRE.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
ZPRE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
ZPRE.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
ZPRE.DE Martin Ratio Rank: 5656
Martin Ratio Rank
SPY5.DE
SPY5.DE Risk / Return Rank: 4646
Overall Rank
SPY5.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPY5.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SPY5.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SPY5.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPY5.DE Martin Ratio Rank: 6868
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.

ZPRE.DE vs. SPY5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EMU UCITS ETF (ZPRE.DE) and SPDR S&P 500 UCITS ETF (SPY5.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.

ZPRE.DESPY5.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.61

+0.31

Sortino ratio

Return per unit of downside risk

1.29

0.92

+0.37

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.77

2.34

-0.57

Martin ratio

Return relative to average drawdown

6.82

7.99

-1.18

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZPRE.DE vs. SPY5.DE - Sharpe Ratio Comparison

The current ZPRE.DE Sharpe Ratio is 0.91, which is higher than the SPY5.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ZPRE.DE and SPY5.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

ZPRE.DESPY5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.61

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.79

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.85

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.91

-0.40

Correlation

The correlation between ZPRE.DE and SPY5.DE is 0.70, 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

ZPRE.DE vs. SPY5.DE - Dividend Comparison

ZPRE.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 1.02%.

TTM20252024202320222021202020192018201720162015
ZPRE.DE
SPDR MSCI EMU UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY5.DE
SPDR S&P 500 UCITS ETF		1.02%0.99%1.03%1.22%1.42%0.95%1.37%1.74%3.30%1.59%1.57%1.69%

Drawdowns

ZPRE.DE vs. SPY5.DE - Drawdown Comparison

The maximum ZPRE.DE drawdown since its inception was -38.16%, which is greater than SPY5.DE's maximum drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for ZPRE.DE and SPY5.DE.

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Drawdown Indicators

ZPRE.DESPY5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.16%

-33.86%

-4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-8.55%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-23.34%

-1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

-33.86%

-4.30%

Current Drawdown

Current decline from peak

-6.27%

-5.01%

-1.26%

Average Drawdown

Average peak-to-trough decline

-5.87%

-3.99%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.09%

+0.58%

Volatility

ZPRE.DE vs. SPY5.DE - Volatility Comparison

SPDR MSCI EMU UCITS ETF (ZPRE.DE) has a higher volatility of 6.17% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 3.65%. This indicates that ZPRE.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ZPRE.DESPY5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

3.65%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

8.56%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

17.13%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

15.21%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

16.12%

+0.95%