ZPRM.DE vs. SPY5.DE
ZPRM.DE (State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc)) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - ZPRM.DE is a Money Market fund tracking the Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged), while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ZPRM.DE returned 12.31%/yr vs 12.88%/yr for SPY5.DE. At a 0.33 correlation, their price movements are largely independent. ZPRM.DE charges 0.05%/yr vs 0.03%/yr for SPY5.DE.
Performance
ZPRM.DE vs. SPY5.DE - Performance Comparison
Loading charts...
Different Trading Currencies
ZPRM.DE is traded in USD, while SPY5.DE is traded in EUR. To make them comparable, the SPY5.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPRM.DE achieves a 6.36% return, which is significantly lower than SPY5.DE's 9.29% return.
ZPRM.DE
- 1D
- -0.04%
- 1M
- -0.34%
- 6M
- 5.69%
- YTD
- 6.36%
- 1Y
- 14.68%
- 3Y*
- 9.14%
- 5Y*
- 12.31%
- 10Y*
- —
SPY5.DE
- 1D
- 0.26%
- 1M
- -0.76%
- 6M
- 10.33%
- YTD
- 9.29%
- 1Y
- 20.73%
- 3Y*
- 20.38%
- 5Y*
- 12.88%
- 10Y*
- 15.06%
ZPRM.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPRM.DE State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) | 6.36% | 23.34% | -6.88% | 29.70% | 13.58% | 1.41% | -0.25% | 13.94% |
SPY5.DE SPDR S&P 500 UCITS ETF | 9.29% | 18.26% | 24.79% | 26.29% | -18.97% | 29.51% | 17.16% | 9.02% |
Correlation
The correlation between ZPRM.DE and SPY5.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2019 | 0.33 |
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
ZPRM.DE vs. SPY5.DE — Risk / Return Rank
ZPRM.DE
SPY5.DE
ZPRM.DE vs. SPY5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) and SPDR S&P 500 UCITS ETF (SPY5.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.
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.
| ZPRM.DE | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 2.40 | +0.62 |
| Martin ratioReturn relative to average drawdown | 12.41 | 9.72 | +2.69 |
Loading charts...
Drawdowns
ZPRM.DE vs. SPY5.DE - Drawdown Comparison
The maximum ZPRM.DE drawdown since its inception was -24.15%, smaller than the maximum SPY5.DE drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for ZPRM.DE and SPY5.DE.
Loading charts...
Drawdown Indicators
| ZPRM.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.15% | -34.33% | +10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.84% | -8.59% | +3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -19.50% | +3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -24.33% | +8.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -1.36% | -1.34% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -3.73% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.13% | -0.95% |
Volatility
ZPRM.DE vs. SPY5.DE - Volatility Comparison
The current volatility for State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) is 2.47%, while SPDR S&P 500 UCITS ETF (SPY5.DE) has a volatility of 3.88%. This indicates that ZPRM.DE experiences smaller price fluctuations and is considered to be less risky than SPY5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRM.DE | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 3.88% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 6.37% | 8.62% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 11.90% | -4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.70% | 15.95% | -5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 16.28% | -2.58% |
ZPRM.DE vs. SPY5.DE - Expense Ratio Comparison
ZPRM.DE has a 0.05% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ZPRM.DE vs. SPY5.DE - Dividend Comparison
ZPRM.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.90% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.43% | 0.80% | 1.21% | 1.57% | 1.69% |
ZPRM.DE State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRM.DE and SPY5.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.05% for ZPRM.DE.
ZPRM.DE is categorized as Money Market, while SPY5.DE is S&P 500. ZPRM.DE tracks Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged), while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.05% for ZPRM.DE and 0.03% for SPY5.DE.
Find the right allocation for ZPRM.DE and SPY5.DE
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