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ZPRI.DE vs. IWDP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRI.DE vs. IWDP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZPRI.DE is traded in EUR, while IWDP.L is traded in GBp. To make them comparable, the IWDP.L 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 6.71% return, which is significantly lower than IWDP.L's 9.58% return. Over the past 10 years, ZPRI.DE has outperformed IWDP.L with an annualized return of 4.82%, while IWDP.L has yielded a comparatively lower 2.90% annualized return.


ZPRI.DE

1D
0.00%
1M
1.06%
YTD
6.71%
6M
7.29%
1Y
11.92%
3Y*
6.87%
5Y*
3.52%
10Y*
4.82%

IWDP.L

1D
-0.27%
1M
0.28%
YTD
9.58%
6M
10.58%
1Y
10.56%
3Y*
6.78%
5Y*
1.52%
10Y*
2.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRI.DE vs. IWDP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRI.DE
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF
6.71%1.94%8.86%3.53%-7.87%14.36%-1.90%20.85%1.57%-1.34%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
9.58%-3.59%6.11%6.20%-19.32%35.19%-17.26%24.78%-1.32%-2.63%

Correlation

The correlation between ZPRI.DE and IWDP.L is 0.51, 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

0.51

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

0.48

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

0.50

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

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2015

0.54

The correlation between ZPRI.DE and IWDP.L has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

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Return for Risk

ZPRI.DE vs. IWDP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPRI.DE
ZPRI.DE Risk / Return Rank: 5555
Overall Rank
ZPRI.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ZPRI.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ZPRI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
ZPRI.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ZPRI.DE Martin Ratio Rank: 6060
Martin Ratio Rank

IWDP.L
IWDP.L Risk / Return Rank: 3131
Overall Rank
IWDP.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IWDP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IWDP.L Omega Ratio Rank: 3030
Omega Ratio Rank
IWDP.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
IWDP.L Martin Ratio Rank: 3232
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.

ZPRI.DE vs. IWDP.L - 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 iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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.

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.


ZPRI.DEIWDP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratioReturn relative to maximum drawdown

3.41

1.38

+2.03

Martin ratioReturn relative to average drawdown

10.30

4.10

+6.19

ZPRI.DE vs. IWDP.L - Sharpe Ratio Comparison

The current ZPRI.DE Sharpe Ratio is 1.63, which is higher than the IWDP.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ZPRI.DE and IWDP.L, 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

ZPRI.DE vs. IWDP.L - Drawdown Comparison

The maximum ZPRI.DE drawdown since its inception was -22.82%, smaller than the maximum IWDP.L drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for ZPRI.DE and IWDP.L.


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Drawdown Indicators


ZPRI.DEIWDP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.82%

-66.45%

+43.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-7.71%

+4.34%

Max Drawdown (3Y)

Largest decline over 3 years

-11.11%

-18.61%

+7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.83%

-29.71%

+14.88%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

-41.95%

+19.13%

Current Drawdown

Current decline from peak

-0.35%

-5.58%

+5.23%

Average Drawdown

Average peak-to-trough decline

-7.46%

-14.48%

+7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

2.60%

-1.48%

Volatility

ZPRI.DE vs. IWDP.L - Volatility Comparison

The current volatility for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) is 2.25%, while iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) has a volatility of 2.97%. This indicates that ZPRI.DE experiences smaller price fluctuations and is considered to be less risky than IWDP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRI.DEIWDP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

2.97%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

5.41%

8.39%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.08%

11.24%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.92%

14.45%

-4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

16.20%

-1.37%

ZPRI.DE vs. IWDP.L - Expense Ratio Comparison

ZPRI.DE has a 0.40% expense ratio, which is lower than IWDP.L's 0.59% expense ratio.


Dividends

ZPRI.DE vs. IWDP.L - Dividend Comparison

ZPRI.DE's dividend yield for the trailing twelve months is around 2.86%, less than IWDP.L's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
2.98%3.14%3.18%3.14%3.56%2.17%3.11%3.03%3.82%3.05%2.96%2.93%
ZPRI.DE
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF
2.86%2.99%2.76%2.78%2.54%1.89%2.23%2.29%2.18%2.36%0.98%1.19%

Frequently Asked Questions


ZPRI.DE and IWDP.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRI.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRI.DE is cheaper with a 0.40% expense ratio, compared with 0.59% for IWDP.L.

ZPRI.DE is categorized as Diversified Portfolio, while IWDP.L is REIT. ZPRI.DE tracks Morningstar Global Multi-Asset Infrastructure, while IWDP.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for ZPRI.DE and 0.59% for IWDP.L.

Portfolio Optimizer

Find the right allocation for ZPRI.DE and IWDP.L

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