ZPRG.DE vs. QDVE.DE
ZPRG.DE (SPDR S&P Global Dividend Aristocrats UCITS) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - ZPRG.DE is a Global Equity Income fund tracking the S&P Global Dividend Aristocrats Quality Income Index, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, ZPRG.DE returned 6.11%/yr vs 26.04%/yr for QDVE.DE. At a 0.46 correlation, their price movements are largely independent. ZPRG.DE charges 0.45%/yr vs 0.15%/yr for QDVE.DE.
Performance
ZPRG.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRG.DE achieves a 7.13% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, ZPRG.DE has underperformed QDVE.DE with an annualized return of 6.11%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
ZPRG.DE
- 1D
- 0.45%
- 1M
- 0.15%
- YTD
- 7.13%
- 6M
- 7.99%
- 1Y
- 15.14%
- 3Y*
- 11.58%
- 5Y*
- 6.51%
- 10Y*
- 6.11%
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
ZPRG.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 7.13% | 5.03% | 13.19% | 3.49% | -1.17% | 25.19% | -17.51% | 23.62% | -5.27% | 4.22% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.04% | 21.00% |
Correlation
The correlation between ZPRG.DE and QDVE.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.46 |
Over the past year, the correlation between ZPRG.DE and QDVE.DE has dropped to 0.12 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
ZPRG.DE vs. QDVE.DE — Risk / Return Rank
ZPRG.DE
QDVE.DE
ZPRG.DE vs. QDVE.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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 3.14 | -0.36 |
| Martin ratioReturn relative to average drawdown | 8.86 | 8.31 | +0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPRG.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.40 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.10 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 1.19 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.07 | -0.62 |
Drawdowns
ZPRG.DE vs. QDVE.DE - Drawdown Comparison
The maximum ZPRG.DE drawdown since its inception was -42.08%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for ZPRG.DE and QDVE.DE.
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Drawdown Indicators
| ZPRG.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.08% | -31.45% | -10.63% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -15.59% | +10.17% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | -29.83% | +12.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.50% | -29.83% | +11.33% |
Max Drawdown (10Y)Largest decline over 10 years | -42.08% | -31.45% | -10.63% |
Current DrawdownCurrent decline from peak | -1.47% | -3.08% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -5.80% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 5.91% | -4.20% |
Volatility
ZPRG.DE vs. QDVE.DE - Volatility Comparison
The current volatility for SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) is 2.82%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that ZPRG.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.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.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 7.12% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 14.85% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 20.42% | -11.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.39% | 22.71% | -10.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 21.73% | -6.80% |
ZPRG.DE vs. QDVE.DE - Expense Ratio Comparison
ZPRG.DE has a 0.45% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
ZPRG.DE vs. QDVE.DE - Dividend Comparison
ZPRG.DE's dividend yield for the trailing twelve months is around 3.89%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector 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% |
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 3.89% | 4.25% | 3.73% | 4.22% | 4.49% | 3.57% | 3.98% | 3.44% | 3.95% | 3.36% | 3.62% | 3.80% |
Frequently Asked Questions
ZPRG.DE and QDVE.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for ZPRG.DE.
ZPRG.DE is categorized as Global Equity Income, while QDVE.DE is Technology Equities. ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.45% for ZPRG.DE and 0.15% for QDVE.DE.
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