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ZPRG.DE vs. IDVY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRG.DE vs. IDVY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) and iShares EURO Dividend UCITS (IDVY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZPRG.DE is traded in EUR, while IDVY.L is traded in GBp. To make them comparable, the IDVY.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with ZPRG.DE having a 7.85% return and IDVY.L slightly higher at 8.19%. Over the past 10 years, ZPRG.DE has underperformed IDVY.L with an annualized return of 6.23%, while IDVY.L has yielded a comparatively higher 7.64% annualized return.


ZPRG.DE

1D
-0.09%
1M
1.55%
YTD
7.85%
6M
8.79%
1Y
14.70%
3Y*
11.37%
5Y*
6.53%
10Y*
6.23%

IDVY.L

1D
0.20%
1M
2.11%
YTD
8.19%
6M
9.71%
1Y
20.55%
3Y*
19.99%
5Y*
8.99%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRG.DE vs. IDVY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
7.85%5.03%13.19%3.49%-1.05%25.02%-17.50%23.66%-5.29%4.22%
IDVY.L
iShares EURO Dividend UCITS
8.19%41.06%8.37%4.23%-12.79%23.20%-17.98%22.46%-11.09%9.33%

Correlation

The correlation between ZPRG.DE and IDVY.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.51

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

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since May 16, 2013

0.67

Over the past year, the correlation between ZPRG.DE and IDVY.L has dropped to 0.45 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

ZPRG.DE vs. IDVY.L — Risk / Return Rank

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

ZPRG.DE
ZPRG.DE Risk / Return Rank: 5454
Overall Rank
ZPRG.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ZPRG.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
ZPRG.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ZPRG.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ZPRG.DE Martin Ratio Rank: 5656
Martin Ratio Rank

IDVY.L
IDVY.L Risk / Return Rank: 6464
Overall Rank
IDVY.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IDVY.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IDVY.L Omega Ratio Rank: 7070
Omega Ratio Rank
IDVY.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IDVY.L Martin Ratio Rank: 5757
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.

ZPRG.DE vs. IDVY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) and iShares EURO Dividend UCITS (IDVY.L). 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.


ZPRG.DEIDVY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.27

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

2.70

2.51

+0.19

Martin ratioReturn relative to average drawdown

8.62

8.16

+0.46

ZPRG.DE vs. IDVY.L - Sharpe Ratio Comparison

The current ZPRG.DE Sharpe Ratio is 1.57, which is comparable to the IDVY.L Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of ZPRG.DE and IDVY.L, 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


ZPRG.DEIDVY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.71

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.59

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.43

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.05

+0.40

Drawdowns

ZPRG.DE vs. IDVY.L - Drawdown Comparison

The maximum ZPRG.DE drawdown since its inception was -42.07%, smaller than the maximum IDVY.L drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for ZPRG.DE and IDVY.L.


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Drawdown Indicators


ZPRG.DEIDVY.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.07%

-75.18%

+33.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-8.16%

+2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-17.07%

-12.29%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

-24.45%

+5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-42.07%

-42.92%

+0.85%

Current Drawdown

Current decline from peak

-0.80%

-1.06%

+0.26%

Average Drawdown

Average peak-to-trough decline

-6.59%

-33.58%

+26.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.51%

-0.81%

Volatility

ZPRG.DE vs. IDVY.L - Volatility Comparison

The current volatility for SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) is 2.30%, while iShares EURO Dividend UCITS (IDVY.L) has a volatility of 2.50%. This indicates that ZPRG.DE experiences smaller price fluctuations and is considered to be less risky than IDVY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRG.DEIDVY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

2.50%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.56%

9.32%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

11.94%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.40%

15.20%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

17.72%

-2.79%

ZPRG.DE vs. IDVY.L - Expense Ratio Comparison

ZPRG.DE has a 0.45% expense ratio, which is higher than IDVY.L's 0.40% expense ratio.


Dividends

ZPRG.DE vs. IDVY.L - Dividend Comparison

ZPRG.DE's dividend yield for the trailing twelve months is around 3.87%, less than IDVY.L's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
IDVY.L
iShares EURO Dividend UCITS
3.98%4.28%5.94%5.75%5.08%3.76%3.59%5.03%4.68%3.85%3.69%3.93%
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
3.87%4.25%3.73%4.22%4.49%3.58%3.98%3.44%3.95%3.36%3.62%3.80%

Frequently Asked Questions


ZPRG.DE and IDVY.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDVY.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDVY.L is cheaper with a 0.40% expense ratio, compared with 0.45% for ZPRG.DE.

ZPRG.DE is categorized as Global Equity Income, while IDVY.L is Europe Equities. ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index, while IDVY.L tracks MSCI EMU NR EUR. They also come from different issuers: State Street and iShares. Their fees differ too: 0.45% for ZPRG.DE and 0.40% for IDVY.L.

Portfolio Optimizer

Find the right allocation for ZPRG.DE and IDVY.L

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