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

Performance

ZPRP.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SPYW.DE's 5.36% return. Over the past 10 years, ZPRP.DE has underperformed SPYW.DE with an annualized return of 0.99%, while SPYW.DE has yielded a comparatively higher 6.79% annualized return.


ZPRP.DE

1D
0.56%
1M
-1.34%
YTD
-0.81%
6M
-0.50%
1Y
-2.34%
3Y*
9.93%
5Y*
-4.33%
10Y*
0.99%

SPYW.DE

1D
0.09%
1M
-0.36%
YTD
5.36%
6M
7.28%
1Y
7.88%
3Y*
13.21%
5Y*
8.07%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
5.36%20.24%8.29%17.93%-11.23%14.36%-11.84%23.34%-8.58%11.23%

Correlation

The correlation between ZPRP.DE and SPYW.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2015

0.62

The correlation between ZPRP.DE and SPYW.DE has been stable across timeframes, ranging from 0.59 to 0.63 - a consistent structural relationship.

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Return for Risk

ZPRP.DE vs. SPYW.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: 77
Overall Rank
ZPRP.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ZPRP.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
ZPRP.DE Omega Ratio Rank: 77
Omega Ratio Rank
ZPRP.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ZPRP.DE Martin Ratio Rank: 77
Martin Ratio Rank

SPYW.DE
SPYW.DE Risk / Return Rank: 2222
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2424
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. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.DESPYW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

0.99

1.14

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.15

0.98

-1.13

Martin ratioReturn relative to average drawdown

-0.41

3.14

-3.55

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

The current ZPRP.DE Sharpe Ratio is -0.15, which is lower than the SPYW.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ZPRP.DE and SPYW.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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Sharpe Ratios by Period


ZPRP.DESPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

0.74

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.60

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.45

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.53

-0.45

Drawdowns

ZPRP.DE vs. SPYW.DE - Drawdown Comparison

The maximum ZPRP.DE drawdown since its inception was -48.69%, which is greater than SPYW.DE's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for ZPRP.DE and SPYW.DE.


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Drawdown Indicators


ZPRP.DESPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.69%

-38.68%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-15.29%

-7.99%

-7.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-11.64%

-8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-48.69%

-23.97%

-24.72%

Max Drawdown (10Y)

Largest decline over 10 years

-48.69%

-38.68%

-10.01%

Current Drawdown

Current decline from peak

-26.29%

-2.54%

-23.75%

Average Drawdown

Average peak-to-trough decline

-16.81%

-5.62%

-11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

2.50%

+3.25%

Volatility

ZPRP.DE vs. SPYW.DE - Volatility Comparison

SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a higher volatility of 5.34% compared to SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 2.92%. This indicates that ZPRP.DE's price experiences larger fluctuations and is considered to be riskier than SPYW.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.DESPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

2.92%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

8.76%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

10.65%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

13.27%

+8.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

14.88%

+4.89%

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

Both ZPRP.DE and SPYW.DE have an expense ratio of 0.30%.


Dividends

ZPRP.DE vs. SPYW.DE - Dividend Comparison

ZPRP.DE has not paid dividends to shareholders, while SPYW.DE's dividend yield for the trailing twelve months is around 3.60%.


PositionTTM20252024202320222021202020192018201720162015
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.60%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%
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%

Frequently Asked Questions


ZPRP.DE and SPYW.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRP.DE and SPYW.DE have the same expense ratio: 0.30% per year.

ZPRP.DE is categorized as REIT, while SPYW.DE is Europe Equities. ZPRP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats.

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