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

Performance

ZPRI.DE vs. XDER.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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.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 XDER.L is traded in GBp. To make them comparable, the XDER.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 5.11% return, which is significantly higher than XDER.L's -0.91% return. Over the past 10 years, ZPRI.DE has outperformed XDER.L with an annualized return of 4.91%, while XDER.L has yielded a comparatively lower -0.17% annualized 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%

XDER.L

1D
0.19%
1M
-0.24%
YTD
-0.91%
6M
0.03%
1Y
-2.93%
3Y*
6.40%
5Y*
-4.63%
10Y*
-0.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%1.57%-1.34%
XDER.L
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
-0.91%5.37%-3.55%15.78%-36.38%17.58%-11.09%29.87%-8.24%11.97%

Correlation

The correlation between ZPRI.DE and XDER.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.27

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

0.28

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

0.31

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2015

0.35

The correlation between ZPRI.DE and XDER.L shifts across timeframes, from 0.25 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZPRI.DE vs. XDER.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: 4141
Overall Rank
ZPRI.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ZPRI.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
ZPRI.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ZPRI.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZPRI.DE Martin Ratio Rank: 4545
Martin Ratio Rank

XDER.L
XDER.L Risk / Return Rank: 99
Overall Rank
XDER.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XDER.L Sortino Ratio Rank: 99
Sortino Ratio Rank
XDER.L Omega Ratio Rank: 99
Omega Ratio Rank
XDER.L Calmar Ratio Rank: 99
Calmar Ratio Rank
XDER.L Martin Ratio Rank: 99
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. XDER.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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.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.


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

+1.47

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.22

0.98

+0.24

Calmar ratioReturn relative to maximum drawdown

2.62

-0.19

+2.81

Martin ratioReturn relative to average drawdown

7.25

-0.47

+7.72

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

The current ZPRI.DE Sharpe Ratio is 1.28, which is higher than the XDER.L Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of ZPRI.DE and XDER.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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Sharpe Ratios by Period


ZPRI.DEXDER.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

-0.19

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.22

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

-0.01

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.28

+0.08

Drawdowns

ZPRI.DE vs. XDER.L - Drawdown Comparison

The maximum ZPRI.DE drawdown since its inception was -22.84%, smaller than the maximum XDER.L drawdown of -46.15%. Use the drawdown chart below to compare losses from any high point for ZPRI.DE and XDER.L.


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Drawdown Indicators


ZPRI.DEXDER.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.84%

-46.15%

+23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-15.76%

+12.39%

Max Drawdown (3Y)

Largest decline over 3 years

-11.11%

-20.21%

+9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-14.82%

-46.15%

+31.33%

Max Drawdown (10Y)

Largest decline over 10 years

-22.84%

-46.15%

+23.31%

Current Drawdown

Current decline from peak

-1.86%

-28.15%

+26.29%

Average Drawdown

Average peak-to-trough decline

-5.00%

-14.23%

+9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

6.20%

-4.98%

Volatility

ZPRI.DE vs. XDER.L - Volatility Comparison

The current volatility for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) is 1.70%, while Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) has a volatility of 5.52%. This indicates that ZPRI.DE experiences smaller price fluctuations and is considered to be less risky than XDER.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.DEXDER.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

5.52%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

13.13%

-7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

6.91%

15.72%

-8.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.93%

21.32%

-11.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.37%

19.62%

-9.25%

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

ZPRI.DE has a 0.40% expense ratio, which is higher than XDER.L's 0.33% expense ratio.


Dividends

ZPRI.DE vs. XDER.L - Dividend Comparison

ZPRI.DE's dividend yield for the trailing twelve months is around 2.91%, while XDER.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
XDER.L
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
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 XDER.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDER.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDER.L is cheaper with a 0.33% expense ratio, compared with 0.40% for ZPRI.DE.

ZPRI.DE is categorized as Diversified Portfolio, while XDER.L is REIT. ZPRI.DE tracks Morningstar Global Multi-Asset Infrastructure, while XDER.L tracks FTSE EPRA Nareit Developed Europe TR EUR. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.40% for ZPRI.DE and 0.33% for XDER.L.

Portfolio Optimizer

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

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