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ZPRP.DE vs. H4Z7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPRP.DE vs. H4Z7.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 HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPRP.DE vs. H4Z7.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF
0.40%6.98%-2.34%19.03%-16.41%
H4Z7.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)
3.47%-1.78%5.80%7.39%-13.07%

Returns By Period

In the year-to-date period, ZPRP.DE achieves a 0.40% return, which is significantly lower than H4Z7.DE's 3.47% return.


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%

H4Z7.DE

1D
0.81%
1M
-6.21%
YTD
3.47%
6M
2.23%
1Y
2.55%
3Y*
5.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPRP.DE vs. H4Z7.DE - Expense Ratio Comparison

ZPRP.DE has a 0.30% expense ratio, which is higher than H4Z7.DE's 0.24% expense ratio.


Return for Risk

ZPRP.DE vs. H4Z7.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

H4Z7.DE
H4Z7.DE Risk / Return Rank: 1616
Overall Rank
H4Z7.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
H4Z7.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
H4Z7.DE Omega Ratio Rank: 1515
Omega Ratio Rank
H4Z7.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
H4Z7.DE Martin Ratio Rank: 1818
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.

ZPRP.DE vs. H4Z7.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 HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.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.DEH4Z7.DEDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.17

+0.33

Sortino ratio

Return per unit of downside risk

0.79

0.32

+0.46

Omega ratio

Gain probability vs. loss probability

1.11

1.05

+0.06

Calmar ratio

Return relative to maximum drawdown

0.59

0.28

+0.31

Martin ratio

Return relative to average drawdown

2.06

1.04

+1.02

ZPRP.DE vs. H4Z7.DE - Sharpe Ratio Comparison

The current ZPRP.DE Sharpe Ratio is 0.51, which is higher than the H4Z7.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ZPRP.DE and H4Z7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPRP.DEH4Z7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.17

+0.33

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

0.01

+0.08

Correlation

The correlation between ZPRP.DE and H4Z7.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ZPRP.DE vs. H4Z7.DE - Dividend Comparison

Neither ZPRP.DE nor H4Z7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPRP.DE vs. H4Z7.DE - Drawdown Comparison

The maximum ZPRP.DE drawdown since its inception was -48.69%, which is greater than H4Z7.DE's maximum drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for ZPRP.DE and H4Z7.DE.


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Drawdown Indicators


ZPRP.DEH4Z7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.69%

-26.78%

-21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.29%

-13.17%

-2.12%

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%

-6.36%

-19.04%

Average Drawdown

Average peak-to-trough decline

-16.69%

-11.98%

-4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

2.77%

+1.59%

Volatility

ZPRP.DE vs. H4Z7.DE - Volatility Comparison

SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a higher volatility of 7.46% compared to HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.DE) at 4.55%. This indicates that ZPRP.DE's price experiences larger fluctuations and is considered to be riskier than H4Z7.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.DEH4Z7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

4.55%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

8.23%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

14.70%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.00%

14.53%

+7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

14.53%

+5.15%