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ZPRG.DE vs. LGQI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPRG.DE vs. LGQI.DE - 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 Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPRG.DE vs. LGQI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
4.09%5.03%13.19%3.49%-1.17%25.19%-17.51%23.62%-5.27%4.22%
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist
9.35%9.73%15.24%5.20%1.74%20.03%-11.62%20.29%-6.25%2.10%

Returns By Period

In the year-to-date period, ZPRG.DE achieves a 4.09% return, which is significantly lower than LGQI.DE's 9.35% return. Over the past 10 years, ZPRG.DE has underperformed LGQI.DE with an annualized return of 6.27%, while LGQI.DE has yielded a comparatively higher 6.97% annualized return.


ZPRG.DE

1D
0.46%
1M
-2.99%
YTD
4.09%
6M
7.58%
1Y
8.41%
3Y*
9.92%
5Y*
6.73%
10Y*
6.27%

LGQI.DE

1D
0.34%
1M
-2.65%
YTD
9.35%
6M
11.29%
1Y
11.91%
3Y*
12.11%
5Y*
9.98%
10Y*
6.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPRG.DE vs. LGQI.DE - Expense Ratio Comparison

Both ZPRG.DE and LGQI.DE have an expense ratio of 0.45%.


Return for Risk

ZPRG.DE vs. LGQI.DE — 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: 3434
Overall Rank
ZPRG.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ZPRG.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZPRG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
ZPRG.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
ZPRG.DE Martin Ratio Rank: 4242
Martin Ratio Rank

LGQI.DE
LGQI.DE Risk / Return Rank: 4848
Overall Rank
LGQI.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LGQI.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
LGQI.DE Omega Ratio Rank: 4949
Omega Ratio Rank
LGQI.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
LGQI.DE Martin Ratio Rank: 4848
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. LGQI.DE - 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 Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.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.


ZPRG.DELGQI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.01

-0.34

Sortino ratio

Return per unit of downside risk

0.95

1.41

-0.46

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

0.96

1.26

-0.31

Martin ratio

Return relative to average drawdown

4.46

5.35

-0.89

ZPRG.DE vs. LGQI.DE - Sharpe Ratio Comparison

The current ZPRG.DE Sharpe Ratio is 0.67, which is lower than the LGQI.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of ZPRG.DE and LGQI.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


ZPRG.DELGQI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.01

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.96

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.58

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.61

-0.18

Correlation

The correlation between ZPRG.DE and LGQI.DE is 0.73, 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.


Dividends

ZPRG.DE vs. LGQI.DE - Dividend Comparison

ZPRG.DE's dividend yield for the trailing twelve months is around 4.02%, more than LGQI.DE's 3.11% yield.


TTM20252024202320222021202020192018201720162015
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
4.02%4.25%3.73%4.22%4.49%3.57%3.98%3.44%3.95%3.36%3.62%3.80%
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist
3.11%3.40%4.18%4.56%5.04%3.60%4.16%4.52%4.72%4.16%4.06%4.37%

Drawdowns

ZPRG.DE vs. LGQI.DE - Drawdown Comparison

The maximum ZPRG.DE drawdown since its inception was -42.08%, which is greater than LGQI.DE's maximum drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for ZPRG.DE and LGQI.DE.


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Drawdown Indicators


ZPRG.DELGQI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.08%

-33.28%

-8.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-9.79%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.50%

-13.08%

-5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-42.08%

-33.28%

-8.80%

Current Drawdown

Current decline from peak

-3.61%

-2.67%

-0.94%

Average Drawdown

Average peak-to-trough decline

-6.69%

-4.68%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.56%

-0.52%

Volatility

ZPRG.DE vs. LGQI.DE - Volatility Comparison

The current volatility for SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) is 2.92%, while Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) has a volatility of 3.64%. This indicates that ZPRG.DE experiences smaller price fluctuations and is considered to be less risky than LGQI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRG.DELGQI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

3.64%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

6.77%

6.68%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

11.98%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.42%

10.78%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

12.76%

+2.24%