ZPRG.DE vs. SPYD
ZPRG.DE (SPDR S&P Global Dividend Aristocrats UCITS) and SPYD (State Street SPDR Portfolio S&P 500 High Dividend 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 SPYD is a S&P 500 fund tracking the S&P 500 High Dividend Index. Both are passively managed. Over the past 10 years, ZPRG.DE returned 6.11%/yr vs 8.27%/yr for SPYD. A 0.60 correlation means they provide meaningful diversification when combined. ZPRG.DE charges 0.45%/yr vs 0.07%/yr for SPYD.
Performance
ZPRG.DE vs. SPYD - Performance Comparison
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Different Trading Currencies
ZPRG.DE is traded in EUR, while SPYD is traded in USD. To make them comparable, the SPYD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPRG.DE achieves a 7.13% return, which is significantly lower than SPYD's 11.66% return. Over the past 10 years, ZPRG.DE has underperformed SPYD with an annualized return of 6.11%, while SPYD has yielded a comparatively higher 8.27% 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%
SPYD
- 1D
- 0.00%
- 1M
- 1.50%
- YTD
- 11.66%
- 6M
- 11.54%
- 1Y
- 15.26%
- 3Y*
- 11.50%
- 5Y*
- 7.76%
- 10Y*
- 8.27%
ZPRG.DE vs. SPYD - 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% |
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 12.92% | -7.77% | 22.96% | 0.80% | 4.95% | 42.66% | -18.93% | 23.94% | -0.43% | -1.18% |
Correlation
The correlation between ZPRG.DE and SPYD is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2015 | 0.60 |
The correlation between ZPRG.DE and SPYD has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.
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Return for Risk
ZPRG.DE vs. SPYD — Risk / Return Rank
ZPRG.DE
SPYD
ZPRG.DE vs. SPYD - 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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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 | SPYD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.65 | +0.13 |
| Martin ratioReturn relative to average drawdown | 8.86 | 7.05 | +1.81 |
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 | SPYD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.29 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.49 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.41 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.43 | +0.02 |
Drawdowns
ZPRG.DE vs. SPYD - Drawdown Comparison
The maximum ZPRG.DE drawdown since its inception was -42.08%, smaller than the maximum SPYD drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for ZPRG.DE and SPYD.
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Drawdown Indicators
| ZPRG.DE | SPYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.08% | -45.82% | +3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -5.77% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | -19.95% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -18.50% | -22.47% | +3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -42.08% | -45.82% | +3.74% |
Current DrawdownCurrent decline from peak | -1.47% | -3.11% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -8.08% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 2.17% | -0.46% |
Volatility
ZPRG.DE vs. SPYD - Volatility Comparison
SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) has a higher volatility of 2.82% compared to State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 2.58%. This indicates that ZPRG.DE's price experiences larger fluctuations and is considered to be riskier than SPYD 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 | SPYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 2.58% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 8.31% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 11.96% | -2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.39% | 15.86% | -3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 20.19% | -5.26% |
ZPRG.DE vs. SPYD - Expense Ratio Comparison
ZPRG.DE has a 0.45% expense ratio, which is higher than SPYD's 0.07% expense ratio.
Dividends
ZPRG.DE vs. SPYD - Dividend Comparison
ZPRG.DE's dividend yield for the trailing twelve months is around 3.89%, less than SPYD's 4.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 4.16% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
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 SPYD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYD is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYD is cheaper with a 0.07% expense ratio, compared with 0.45% for ZPRG.DE.
ZPRG.DE is categorized as Global Equity Income, while SPYD is S&P 500. ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index, while SPYD tracks S&P 500 High Dividend Index. Their fees differ too: 0.45% for ZPRG.DE and 0.07% for SPYD.
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