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

Performance

ZPRG.DE vs. TDIV - 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 First Trust NASDAQ Technology Dividend Index Fund (TDIV). 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 TDIV is traded in USD. To make them comparable, the TDIV 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 10.43% return, which is significantly lower than TDIV's 22.31% return. Over the past 10 years, ZPRG.DE has underperformed TDIV with an annualized return of 6.86%, while TDIV has yielded a comparatively higher 18.44% annualized return.


ZPRG.DE

1D
0.26%
1M
2.18%
YTD
10.43%
6M
11.07%
1Y
19.09%
3Y*
13.52%
5Y*
7.17%
10Y*
6.86%

TDIV

1D
0.20%
1M
-0.82%
YTD
22.31%
6M
21.20%
1Y
33.63%
3Y*
26.39%
5Y*
18.26%
10Y*
18.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRG.DE vs. TDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
10.43%5.03%13.19%3.49%-1.05%25.02%-17.50%23.66%-5.29%4.22%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
22.31%10.41%32.65%32.61%-17.30%39.17%7.86%36.28%1.36%6.96%

Correlation

The correlation between ZPRG.DE and TDIV is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.25

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

0.31

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

0.39

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

0.44

Over the past year, the correlation between ZPRG.DE and TDIV has dropped to 0.18 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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Return for Risk

ZPRG.DE vs. TDIV — 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: 7272
Overall Rank
ZPRG.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ZPRG.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZPRG.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ZPRG.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
ZPRG.DE Martin Ratio Rank: 7070
Martin Ratio Rank

TDIV
TDIV Risk / Return Rank: 5252
Overall Rank
TDIV Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TDIV Sortino Ratio Rank: 4848
Sortino Ratio Rank
TDIV Omega Ratio Rank: 4848
Omega Ratio Rank
TDIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
TDIV Martin Ratio Rank: 5050
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. TDIV - 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 First Trust NASDAQ Technology Dividend Index Fund (TDIV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZPRG.DETDIVDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

3.51

3.18

+0.33

Martin ratioReturn relative to average drawdown

11.37

8.07

+3.29

ZPRG.DE vs. TDIV - Sharpe Ratio Comparison

The current ZPRG.DE Sharpe Ratio is 2.03, which is comparable to the TDIV Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ZPRG.DE and TDIV, 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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Drawdowns

ZPRG.DE vs. TDIV - Drawdown Comparison

The maximum ZPRG.DE drawdown since its inception was -42.07%, which is greater than TDIV's maximum drawdown of -33.35%. Use the drawdown chart below to compare losses from any high point for ZPRG.DE and TDIV.


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Drawdown Indicators


ZPRG.DETDIVDifference

Max Drawdown

Largest peak-to-trough decline

-42.07%

-33.35%

-8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-10.61%

+5.19%

Max Drawdown (3Y)

Largest decline over 3 years

-17.07%

-26.94%

+9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

-26.94%

+8.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.07%

-33.35%

-8.72%

Current Drawdown

Current decline from peak

0.00%

-8.92%

+8.92%

Average Drawdown

Average peak-to-trough decline

-6.56%

-5.06%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

4.18%

-2.50%

Volatility

ZPRG.DE vs. TDIV - Volatility Comparison

The current volatility for SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) is 2.20%, while First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a volatility of 9.46%. This indicates that ZPRG.DE experiences smaller price fluctuations and is considered to be less risky than TDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRG.DETDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

9.46%

-7.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.70%

14.89%

-8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

9.40%

19.68%

-10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.40%

20.58%

-8.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

21.29%

-6.41%

ZPRG.DE vs. TDIV - Expense Ratio Comparison

ZPRG.DE has a 0.45% expense ratio, which is lower than TDIV's 0.50% expense ratio.


Dividends

ZPRG.DE vs. TDIV - Dividend Comparison

ZPRG.DE's dividend yield for the trailing twelve months is around 3.78%, more than TDIV's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.61%1.40%1.59%1.74%2.51%1.76%2.07%2.27%2.97%2.27%2.45%2.52%
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
3.78%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 TDIV have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRG.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRG.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for TDIV.

ZPRG.DE is categorized as Global Equity Income, while TDIV is Technology Equities. ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index, while TDIV tracks NASDAQ Technology Dividend Index. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.45% for ZPRG.DE and 0.50% for TDIV.

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