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ZPRM.DE vs. YCSH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRM.DE vs. YCSH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) and iShares € Cash UCITS ETF EUR Acc (YCSH.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZPRM.DE is traded in USD, while YCSH.DE is traded in EUR. To make them comparable, the YCSH.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 higher than YCSH.DE's -1.68% 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*

YCSH.DE

1D
0.00%
1M
-1.24%
6M
-1.46%
YTD
-1.68%
1Y
-0.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRM.DE vs. YCSH.DE - Yearly Performance Comparison


Correlation

The correlation between ZPRM.DE and YCSH.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2024

0.38

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Return for Risk

ZPRM.DE vs. YCSH.DE — Risk / Return Rank

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

ZPRM.DE
ZPRM.DE Risk / Return Rank: 7575
Overall Rank
ZPRM.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ZPRM.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
ZPRM.DE Omega Ratio Rank: 7474
Omega Ratio Rank
ZPRM.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZPRM.DE Martin Ratio Rank: 7979
Martin Ratio Rank

YCSH.DE
YCSH.DE Risk / Return Rank: 100100
Overall Rank
YCSH.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
YCSH.DE Sortino Ratio Rank: 100100
Sortino Ratio Rank
YCSH.DE Omega Ratio Rank: 100100
Omega Ratio Rank
YCSH.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
YCSH.DE Martin Ratio Rank: 100100
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.

ZPRM.DE vs. YCSH.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 iShares € Cash UCITS ETF EUR Acc (YCSH.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.DEYCSH.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+2.88

Omega ratioGain probability vs. loss probability

1.35

0.98

+0.37

Calmar ratioReturn relative to maximum drawdown

3.02

-0.16

+3.18

Martin ratioReturn relative to average drawdown

12.41

-0.36

+12.77

ZPRM.DE vs. YCSH.DE - Sharpe Ratio Comparison

The current ZPRM.DE Sharpe Ratio is 1.88, which is higher than the YCSH.DE Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of ZPRM.DE and YCSH.DE, 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

ZPRM.DE vs. YCSH.DE - Drawdown Comparison

The maximum ZPRM.DE drawdown since its inception was -24.15%, which is greater than YCSH.DE's maximum drawdown of -4.96%. Use the drawdown chart below to compare losses from any high point for ZPRM.DE and YCSH.DE.


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Drawdown Indicators


ZPRM.DEYCSH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.15%

-4.96%

-19.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.84%

-4.96%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

Current Drawdown

Current decline from peak

-1.36%

-4.21%

+2.85%

Average Drawdown

Average peak-to-trough decline

-4.04%

-1.54%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

2.24%

-1.06%

Volatility

ZPRM.DE vs. YCSH.DE - Volatility Comparison

State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) has a higher volatility of 2.47% compared to iShares € Cash UCITS ETF EUR Acc (YCSH.DE) at 1.66%. This indicates that ZPRM.DE's price experiences larger fluctuations and is considered to be riskier than YCSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRM.DEYCSH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

1.66%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.37%

4.54%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

7.78%

6.30%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.70%

7.47%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.70%

7.47%

+6.23%

ZPRM.DE vs. YCSH.DE - Expense Ratio Comparison

ZPRM.DE has a 0.05% expense ratio, which is lower than YCSH.DE's 0.10% expense ratio. Despite the difference, 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. YCSH.DE - Dividend Comparison

Neither ZPRM.DE nor YCSH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPRM.DE and YCSH.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRM.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for YCSH.DE.

They also come from different issuers: State Street and iShares. Their fees differ too: 0.05% for ZPRM.DE and 0.10% for YCSH.DE.

Portfolio Optimizer

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