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ZPRP.DE vs. ASRM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPRP.DE vs. ASRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPRP.DE vs. ASRM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF
0.40%6.98%-2.34%19.03%-36.37%10.87%-6.56%26.91%-5.98%14.94%
ASRM.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF
0.00%0.00%-78.40%-3.99%-3.83%0.89%-16.42%-14.47%3.07%-15.24%

Returns By Period


ZPRP.DE

1D
3.09%
1M
-8.52%
YTD
0.40%
6M
0.52%
1Y
8.52%
3Y*
10.48%
5Y*
-2.09%
10Y*
1.39%

ASRM.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPRP.DE vs. ASRM.DE - Expense Ratio Comparison

ZPRP.DE has a 0.30% expense ratio, which is lower than ASRM.DE's 0.40% expense ratio.


Return for Risk

ZPRP.DE vs. ASRM.DE — Risk / Return Rank

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

ZPRP.DE
ZPRP.DE Risk / Return Rank: 2525
Overall Rank
ZPRP.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ZPRP.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ZPRP.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ZPRP.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
ZPRP.DE Martin Ratio Rank: 2525
Martin Ratio Rank

ASRM.DE
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.

ZPRP.DE vs. ASRM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.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.


ZPRP.DEASRM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.51

Sortino ratio

Return per unit of downside risk

0.79

Omega ratio

Gain probability vs. loss probability

1.11

Calmar ratio

Return relative to maximum drawdown

0.59

Martin ratio

Return relative to average drawdown

2.06

ZPRP.DE vs. ASRM.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZPRP.DEASRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

Correlation

The correlation between ZPRP.DE and ASRM.DE is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ZPRP.DE vs. ASRM.DE - Dividend Comparison

Neither ZPRP.DE nor ASRM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPRP.DE vs. ASRM.DE - Drawdown Comparison


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Drawdown Indicators


ZPRP.DEASRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.69%

Max Drawdown (1Y)

Largest decline over 1 year

-15.29%

Max Drawdown (5Y)

Largest decline over 5 years

-48.69%

Max Drawdown (10Y)

Largest decline over 10 years

-48.69%

Current Drawdown

Current decline from peak

-25.40%

Average Drawdown

Average peak-to-trough decline

-16.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

Volatility

ZPRP.DE vs. ASRM.DE - Volatility Comparison


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Volatility by Period


ZPRP.DEASRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%