ZPRP.DE vs. D5BK.DE
ZPRP.DE (SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF) and D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) are both REIT funds - ZPRP.DE tracks the FTSE EPRA/NAREIT Developed Europe ex UK while D5BK.DE tracks the FTSE EPRA/NAREIT Developed Europe. Both are passively managed. Over the past 10 years, ZPRP.DE returned 0.99%/yr vs -0.15%/yr for D5BK.DE. Their correlation of 0.94 suggests significant overlap in exposure. ZPRP.DE charges 0.30%/yr vs 0.33%/yr for D5BK.DE.
Performance
ZPRP.DE vs. D5BK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRP.DE achieves a -0.81% return, which is significantly lower than D5BK.DE's -0.60% return. Over the past 10 years, ZPRP.DE has outperformed D5BK.DE with an annualized return of 0.99%, while D5BK.DE has yielded a comparatively lower -0.15% annualized return.
ZPRP.DE
- 1D
- 0.56%
- 1M
- -3.26%
- YTD
- -0.81%
- 6M
- 0.35%
- 1Y
- -2.54%
- 3Y*
- 9.93%
- 5Y*
- -4.33%
- 10Y*
- 0.99%
D5BK.DE
- 1D
- 0.72%
- 1M
- -2.59%
- YTD
- -0.60%
- 6M
- 0.51%
- 1Y
- -2.67%
- 3Y*
- 6.51%
- 5Y*
- -4.66%
- 10Y*
- -0.15%
ZPRP.DE vs. D5BK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRP.DE SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF | -0.81% | 6.98% | -2.34% | 19.03% | -36.37% | 10.87% | -6.56% | 26.91% | -5.98% | 14.94% |
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -4.03% | 15.92% | -36.63% | 17.10% | -10.26% | 29.66% | -8.93% | 12.62% |
Correlation
The correlation between ZPRP.DE and D5BK.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2015 | 0.94 |
The correlation between ZPRP.DE and D5BK.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
ZPRP.DE vs. D5BK.DE — Risk / Return Rank
ZPRP.DE
D5BK.DE
ZPRP.DE vs. D5BK.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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.DE | D5BK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.98 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | -0.18 | +0.02 |
| Martin ratioReturn relative to average drawdown | -0.41 | -0.45 | +0.05 |
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
| ZPRP.DE | D5BK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | -0.17 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | -0.21 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | -0.01 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.27 | -0.19 |
Drawdowns
ZPRP.DE vs. D5BK.DE - Drawdown Comparison
The maximum ZPRP.DE drawdown since its inception was -48.69%, roughly equal to the maximum D5BK.DE drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for ZPRP.DE and D5BK.DE.
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Drawdown Indicators
| ZPRP.DE | D5BK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.69% | -46.41% | -2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.29% | -15.61% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -21.61% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -48.69% | -46.41% | -2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -48.69% | -46.41% | -2.28% |
Current DrawdownCurrent decline from peak | -26.29% | -28.23% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -16.81% | -13.98% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 6.05% | -0.30% |
Volatility
ZPRP.DE vs. D5BK.DE - Volatility Comparison
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a higher volatility of 5.34% compared to Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) at 4.80%. This indicates that ZPRP.DE's price experiences larger fluctuations and is considered to be riskier than D5BK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRP.DE | D5BK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.80% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 13.17% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 15.75% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 21.49% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 19.95% | -0.18% |
ZPRP.DE vs. D5BK.DE - Expense Ratio Comparison
ZPRP.DE has a 0.30% expense ratio, which is lower than D5BK.DE's 0.33% expense ratio.
Dividends
ZPRP.DE vs. D5BK.DE - Dividend Comparison
Neither ZPRP.DE nor D5BK.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, ZPRP.DE and D5BK.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZPRP.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRP.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for D5BK.DE.
ZPRP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for ZPRP.DE and 0.33% for D5BK.DE.
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