ZPRP.DE vs. VUAA.DE
Compare and contrast key facts about SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).
ZPRP.DE and VUAA.DE 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. VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both ZPRP.DE and VUAA.DE 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 VUAA.DE.
Key characteristics
| ZPRP.DE | VUAA.DE | |
|---|---|---|
| YTD Return | 0.79% | 30.33% |
| 1Y Return | 19.64% | 38.13% |
| 3Y Return (Ann) | -9.50% | 12.60% |
| Sharpe Ratio | 0.77 | 3.03 |
| Sortino Ratio | 1.24 | 4.11 |
| Omega Ratio | 1.14 | 1.63 |
| Calmar Ratio | 0.37 | 4.40 |
| Martin Ratio | 2.59 | 19.54 |
| Ulcer Index | 5.55% | 1.85% |
| Daily Std Dev | 19.72% | 11.88% |
| Max Drawdown | -48.69% | -33.67% |
| Current Drawdown | -28.32% | 0.00% |
Correlation
The correlation between ZPRP.DE and VUAA.DE is 0.56, 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. VUAA.DE - Performance Comparison
In the year-to-date period, ZPRP.DE achieves a 0.79% return, which is significantly lower than VUAA.DE's 30.33% 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. VUAA.DE - Expense Ratio Comparison
ZPRP.DE has a 0.30% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.
Risk-Adjusted Performance
ZPRP.DE vs. VUAA.DE - 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 S&P 500 UCITS USD Acc ETF (VUAA.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.
Dividends
ZPRP.DE vs. VUAA.DE - Dividend Comparison
Neither ZPRP.DE nor VUAA.DE has paid dividends to shareholders.
Drawdowns
ZPRP.DE vs. VUAA.DE - Drawdown Comparison
The maximum ZPRP.DE drawdown since its inception was -48.69%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for ZPRP.DE and VUAA.DE. For additional features, visit the drawdowns tool.
Volatility
ZPRP.DE vs. VUAA.DE - Volatility Comparison
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a higher volatility of 5.62% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.55%. This indicates that ZPRP.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.