ZPRI.DE vs. SXRS.DE
ZPRI.DE (SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - ZPRI.DE is a Diversified Portfolio fund tracking the Morningstar Global Multi-Asset Infrastructure, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, ZPRI.DE returned 3.55%/yr vs 12.06%/yr for SXRS.DE. At a 0.23 correlation, their price movements are largely independent. ZPRI.DE charges 0.40%/yr vs 0.19%/yr for SXRS.DE.
Performance
ZPRI.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRI.DE achieves a 5.11% return, which is significantly lower than SXRS.DE's 23.84% return.
ZPRI.DE
- 1D
- -0.55%
- 1M
- -0.71%
- YTD
- 5.11%
- 6M
- 4.65%
- 1Y
- 8.87%
- 3Y*
- 6.15%
- 5Y*
- 3.55%
- 10Y*
- 4.91%
SXRS.DE
- 1D
- -1.56%
- 1M
- -3.05%
- YTD
- 23.84%
- 6M
- 24.41%
- 1Y
- 35.20%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
ZPRI.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZPRI.DE SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF | 5.11% | 1.93% | 8.86% | 3.55% | -7.87% | 14.34% | -1.90% | 20.85% | 3.53% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
Correlation
The correlation between ZPRI.DE and SXRS.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.23 |
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Return for Risk
ZPRI.DE vs. SXRS.DE — Risk / Return Rank
ZPRI.DE
SXRS.DE
ZPRI.DE vs. SXRS.DE - 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 Diversified Commodity Swap UCITS ETF (SXRS.DE). 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 | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 4.00 | -1.38 |
| Martin ratioReturn relative to average drawdown | 7.25 | 8.95 | -1.70 |
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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.87 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.70 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.53 | -0.18 |
Drawdowns
ZPRI.DE vs. SXRS.DE - Drawdown Comparison
The maximum ZPRI.DE drawdown since its inception was -22.84%, smaller than the maximum SXRS.DE drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for ZPRI.DE and SXRS.DE.
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Drawdown Indicators
| ZPRI.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.84% | -27.64% | +4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.37% | -8.75% | +5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -11.11% | -16.03% | +4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -14.82% | -27.56% | +12.74% |
Max Drawdown (10Y)Largest decline over 10 years | -22.84% | — | — |
Current DrawdownCurrent decline from peak | -1.86% | -4.99% | +3.13% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -13.12% | +8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 3.92% | -2.70% |
Volatility
ZPRI.DE vs. SXRS.DE - Volatility Comparison
The current volatility for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) is 1.70%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that ZPRI.DE experiences smaller price fluctuations and is considered to be less risky than SXRS.DE 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 | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 5.76% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 5.27% | 16.67% | -11.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.91% | 18.76% | -11.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.93% | 17.13% | -7.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.37% | 15.85% | -5.48% |
ZPRI.DE vs. SXRS.DE - Expense Ratio Comparison
ZPRI.DE has a 0.40% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Dividends
ZPRI.DE vs. SXRS.DE - Dividend Comparison
ZPRI.DE's dividend yield for the trailing twelve months is around 2.91%, while SXRS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZPRI.DE SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF | 2.91% | 2.99% | 2.76% | 2.78% | 2.54% | 1.89% | 2.23% | 2.29% | 2.18% | 2.36% | 2.21% | 1.19% |
Frequently Asked Questions
ZPRI.DE and SXRS.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.40% for ZPRI.DE.
ZPRI.DE is categorized as Diversified Portfolio, while SXRS.DE is Commodities. ZPRI.DE tracks Morningstar Global Multi-Asset Infrastructure, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for ZPRI.DE and 0.19% for SXRS.DE.
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