ZPRG.DE vs. UDVD.L
ZPRG.DE (SPDR S&P Global Dividend Aristocrats UCITS) and UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both exchange-traded funds - ZPRG.DE is a Global Equity Income fund tracking the S&P Global Dividend Aristocrats Quality Income Index, while UDVD.L is a Large Cap Blend Equities fund tracking the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, ZPRG.DE returned 6.23%/yr vs 8.52%/yr for UDVD.L. A 0.77 correlation means they provide meaningful diversification when combined. ZPRG.DE charges 0.45%/yr vs 0.35%/yr for UDVD.L.
Performance
ZPRG.DE vs. UDVD.L - Performance Comparison
Loading charts...
Different Trading Currencies
ZPRG.DE is traded in EUR, while UDVD.L is traded in USD. To make them comparable, the UDVD.L 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 7.85% return, which is significantly lower than UDVD.L's 9.28% return. Over the past 10 years, ZPRG.DE has underperformed UDVD.L with an annualized return of 6.23%, while UDVD.L has yielded a comparatively higher 8.52% 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%
UDVD.L
- 1D
- 0.23%
- 1M
- 3.12%
- YTD
- 9.28%
- 6M
- 9.71%
- 1Y
- 11.96%
- 3Y*
- 6.74%
- 5Y*
- 6.86%
- 10Y*
- 8.52%
ZPRG.DE vs. UDVD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
UDVD.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 9.28% | -4.31% | 14.75% | -1.00% | 5.85% | 34.40% | -7.54% | 25.42% | 0.57% | 1.51% |
Correlation
The correlation between ZPRG.DE and UDVD.L is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 16, 2013 | 0.77 |
The correlation between ZPRG.DE and UDVD.L has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPRG.DE vs. UDVD.L — Risk / Return Rank
ZPRG.DE
UDVD.L
ZPRG.DE vs. UDVD.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.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.DE | UDVD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.99 | +0.71 |
| Martin ratioReturn relative to average drawdown | 8.62 | 4.93 | +3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPRG.DE | UDVD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.07 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.49 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.52 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.76 | -0.31 |
Drawdowns
ZPRG.DE vs. UDVD.L - Drawdown Comparison
The maximum ZPRG.DE drawdown since its inception was -42.07%, which is greater than UDVD.L's maximum drawdown of -35.46%. Use the drawdown chart below to compare losses from any high point for ZPRG.DE and UDVD.L.
Loading charts...
Drawdown Indicators
| ZPRG.DE | UDVD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.07% | -35.46% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -5.98% | +0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | -18.41% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -18.48% | -18.41% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | -35.46% | -6.61% |
Current DrawdownCurrent decline from peak | -0.80% | -1.69% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -6.59% | -5.13% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.37% | -0.67% |
Volatility
ZPRG.DE vs. UDVD.L - Volatility Comparison
The current volatility for SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) is 2.30%, while SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) has a volatility of 3.03%. This indicates that ZPRG.DE experiences smaller price fluctuations and is considered to be less risky than UDVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRG.DE | UDVD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 3.03% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 7.94% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 11.10% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 14.15% | -1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 16.24% | -1.31% |
ZPRG.DE vs. UDVD.L - Expense Ratio Comparison
ZPRG.DE has a 0.45% expense ratio, which is higher than UDVD.L's 0.35% expense ratio.
Dividends
ZPRG.DE vs. UDVD.L - Dividend Comparison
ZPRG.DE's dividend yield for the trailing twelve months is around 3.87%, more than UDVD.L's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UDVD.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 2.04% | 2.17% | 2.03% | 2.24% | 2.13% | 2.15% | 2.36% | 2.01% | 2.27% | 1.78% | 1.83% | 2.06% |
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 UDVD.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UDVD.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UDVD.L is cheaper with a 0.35% expense ratio, compared with 0.45% for ZPRG.DE.
ZPRG.DE is categorized as Global Equity Income, while UDVD.L is Large Cap Blend Equities. ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index, while UDVD.L tracks S&P High Yield Dividend Aristocrats Index. Their fees differ too: 0.45% for ZPRG.DE and 0.35% for UDVD.L.
Find the right allocation for ZPRG.DE and UDVD.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer