ZPRP.DE vs. VNQ
Compare and contrast key facts about SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) and Vanguard Real Estate ETF (VNQ).
ZPRP.DE and VNQ 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. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004. Both ZPRP.DE and VNQ 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 VNQ.
Key characteristics
| ZPRP.DE | VNQ | |
|---|---|---|
| YTD Return | -0.99% | 9.63% |
| 1Y Return | 19.57% | 30.83% |
| 3Y Return (Ann) | -10.02% | -1.16% |
| 5Y Return (Ann) | -4.18% | 4.31% |
| Sharpe Ratio | 0.79 | 1.74 |
| Sortino Ratio | 1.27 | 2.51 |
| Omega Ratio | 1.14 | 1.32 |
| Calmar Ratio | 0.38 | 0.96 |
| Martin Ratio | 2.64 | 6.66 |
| Ulcer Index | 5.61% | 4.46% |
| Daily Std Dev | 19.64% | 17.11% |
| Max Drawdown | -48.69% | -73.07% |
| Current Drawdown | -29.58% | -9.56% |
Correlation
The correlation between ZPRP.DE and VNQ is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ZPRP.DE vs. VNQ - Performance Comparison
In the year-to-date period, ZPRP.DE achieves a -0.99% return, which is significantly lower than VNQ's 9.63% 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. VNQ - Expense Ratio Comparison
ZPRP.DE has a 0.30% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
ZPRP.DE vs. VNQ - 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 Vanguard Real Estate ETF (VNQ). 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. VNQ - Dividend Comparison
ZPRP.DE has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 3.88%.
| 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% |
VNQ Vanguard Real Estate ETF | 3.88% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
ZPRP.DE vs. VNQ - Drawdown Comparison
The maximum ZPRP.DE drawdown since its inception was -48.69%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for ZPRP.DE and VNQ. For additional features, visit the drawdowns tool.
Volatility
ZPRP.DE vs. VNQ - Volatility Comparison
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) and Vanguard Real Estate ETF (VNQ) have volatilities of 5.56% and 5.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.