ZPRI.DE vs. ^GSPC
Compare and contrast key facts about SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) and S&P 500 Index (^GSPC).
ZPRI.DE is a passively managed fund by State Street that tracks the performance of the Morningstar Global Multi-Asset Infrastructure. It was launched on Apr 14, 2015.
Performance
ZPRI.DE vs. ^GSPC - Performance Comparison
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ZPRI.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRI.DE SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF | 5.90% | 1.93% | 8.86% | 3.55% | -7.90% | 14.37% | -1.90% | 20.65% | 1.74% | -1.34% |
^GSPC S&P 500 Index | -2.10% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Different Trading Currencies
ZPRI.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPRI.DE achieves a 5.90% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, ZPRI.DE has underperformed ^GSPC with an annualized return of 5.22%, while ^GSPC has yielded a comparatively higher 12.10% annualized return.
ZPRI.DE
- 1D
- 0.98%
- 1M
- -0.81%
- YTD
- 5.90%
- 6M
- 7.62%
- 1Y
- 8.09%
- 3Y*
- 6.60%
- 5Y*
- 4.06%
- 10Y*
- 5.22%
^GSPC
- 1D
- 0.00%
- 1M
- -3.17%
- YTD
- -2.47%
- 6M
- -0.80%
- 1Y
- 8.54%
- 3Y*
- 14.53%
- 5Y*
- 10.74%
- 10Y*
- 12.10%
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Return for Risk
ZPRI.DE vs. ^GSPC — Risk / Return Rank
ZPRI.DE
^GSPC
ZPRI.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) and S&P 500 Index (^GSPC). 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.
| ZPRI.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.41 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.17 | 0.71 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 0.62 | +0.93 |
Martin ratioReturn relative to average drawdown | 5.92 | 2.56 | +3.36 |
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
| ZPRI.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.41 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.64 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.65 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.45 | -0.06 |
Correlation
The correlation between ZPRI.DE and ^GSPC is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Drawdowns
ZPRI.DE vs. ^GSPC - Drawdown Comparison
The maximum ZPRI.DE drawdown since its inception was -22.84%, smaller than the maximum ^GSPC drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for ZPRI.DE and ^GSPC.
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Drawdown Indicators
| ZPRI.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.84% | -56.78% | +33.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.51% | -9.10% | +2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -14.82% | -25.43% | +10.61% |
Max Drawdown (10Y)Largest decline over 10 years | -22.84% | -33.92% | +11.08% |
Current DrawdownCurrent decline from peak | -1.13% | -5.67% | +4.54% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -10.75% | +5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 2.62% | -1.14% |
Volatility
ZPRI.DE vs. ^GSPC - Volatility Comparison
The current volatility for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) is 3.12%, while S&P 500 Index (^GSPC) has a volatility of 4.36%. This indicates that ZPRI.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRI.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 4.36% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 5.03% | 9.93% | -4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.25% | 20.68% | -11.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.96% | 16.80% | -6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.92% | 18.63% | -7.71% |