ZPRP.DE vs. IWDP.L
Compare and contrast key facts about SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L).
ZPRP.DE and IWDP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPRP.DE is a passively managed fund by State Street that tracks the performance of the FTSE EPRA/NAREIT Developed Europe ex UK. It was launched on Aug 10, 2015. IWDP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 20, 2006. Both ZPRP.DE and IWDP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPRP.DE or IWDP.L.
Key characteristics
| ZPRP.DE | IWDP.L | |
|---|---|---|
| YTD Return | -0.63% | 0.50% |
| 1Y Return | 20.55% | 13.28% |
| 3Y Return (Ann) | -9.56% | -5.40% |
| 5Y Return (Ann) | -3.93% | -3.09% |
| Sharpe Ratio | 1.02 | 1.04 |
| Sortino Ratio | 1.65 | 1.58 |
| Omega Ratio | 1.18 | 1.19 |
| Calmar Ratio | 0.52 | 0.46 |
| Martin Ratio | 3.62 | 2.95 |
| Ulcer Index | 5.52% | 4.46% |
| Daily Std Dev | 19.71% | 12.59% |
| Max Drawdown | -48.69% | -62.78% |
| Current Drawdown | -29.33% | -18.27% |
Correlation
The correlation between ZPRP.DE and IWDP.L is 0.67, 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.
Performance
ZPRP.DE vs. IWDP.L - Performance Comparison
In the year-to-date period, ZPRP.DE achieves a -0.63% return, which is significantly lower than IWDP.L's 0.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPRP.DE vs. IWDP.L - Expense Ratio Comparison
ZPRP.DE has a 0.30% expense ratio, which is lower than IWDP.L's 0.59% expense ratio.
Risk-Adjusted Performance
ZPRP.DE vs. IWDP.L - Risk-Adjusted Performance 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 iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L). 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.
Dividends
ZPRP.DE vs. IWDP.L - Dividend Comparison
ZPRP.DE has not paid dividends to shareholders, while IWDP.L's dividend yield for the trailing twelve months is around 3.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZPRP.DE SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 3.14% | 3.14% | 3.55% | 2.17% | 3.11% | 3.02% | 3.81% | 3.05% | 2.97% | 2.93% | 2.64% | 3.13% |
Drawdowns
ZPRP.DE vs. IWDP.L - Drawdown Comparison
The maximum ZPRP.DE drawdown since its inception was -48.69%, smaller than the maximum IWDP.L drawdown of -62.78%. Use the drawdown chart below to compare losses from any high point for ZPRP.DE and IWDP.L. For additional features, visit the drawdowns tool.
Volatility
ZPRP.DE vs. IWDP.L - Volatility Comparison
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a higher volatility of 5.62% compared to iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) at 3.86%. This indicates that ZPRP.DE's price experiences larger fluctuations and is considered to be riskier than IWDP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.